Edmond de Rothschild

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (23/04/2019)
102.66 USD
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1022721028–
Edmond de Rothschild Asset Management (Suisse) S.A.
The identity of the managers presented in this document may change during the life of the product.
Risk and reward profile (1)
1234567
Recommended holding period
> 3 years
102.66 USD
Change in NAV (23/04/2019)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (23/04/2019)
102.66 USD
Risk and reward profile
1234567
Recommended holding period
> 3 years
Edmond de Rothschild Asset Management (Suisse) S.A.  
 
The identity of the managers presented in this document may change during the life of the product.
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Investment objective

The Sub-Fund follows a clearly defined strategy for the placement of assets based on controlling the portfolio's risk from annual volatility. Purchase and sale decisions are based upon directional quantitative systems over the medium term. The investment of assets is adjusted to the prevailing market conditions and has the objective of not exceeding a mean annual volatility of 5%. This objective does not constitute a guarantee of any sort that the mean annual volatility will never exceed 5%.

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Commentary 29/03/2019

Markets seemed to be stalling in March. At first, they continued the rise seen at the year's start, before losing some of this performance, and then stabilising through to the month end. These changes echoed the global economic climate with European growth showing signs of a sharp slowdown on the release of PMIs considered disappointing in both Germany and France. In addition, US negotiations with China on one hand, and North Korea on the other, made no significant progress. In the United Kingdom, Brexit tensions increased: after a third setback to Prime Minister Theresa May, markets seemed to fear a hard Brexit with the deadline fast approaching. With respect to monetary policy, the US Federal Reserve, as well as the ECB, adopted a very cautious tone, with no rate hikes expected in 2019 given the economic data. QuAM methodology called for a balanced allocation over the month. Sector investments, mainly in broad-caps and financials, benefited from the good performance seen in these fields. Emerging assets performed well, too, contributing positively to QuAM performance. On the bond side, the models called for divestment from emerging and government bonds in favour of their high-yield and short-term counterparts.

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Change in NAV

Chart – Base 100 (23/04/2019)
Avertissement
You are about to download the historical data for a portfolio. Please note that past performance is not an indication of future performance and it may vary over time. They may be affected, for example, by changes in exchange rates

Performance E-USD Cumulative Annualised

2.04 %

1.45 %

Since inception

2.66 %

0.67 %

Since 01/01/2019 1 year* 3 years* 5 years* Since inception
Cumulative

Share class (E-USD)

Benchmark

2.66 %

Annualised

Share class (E-USD)

Benchmark

2.04 %

1.45 %

0.67 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class E-USDBenchmarkShare class E-USDBenchmark
1 Year*2.96 %-3.42 %
3 Year *2.93 %-5.81 %
Max. monthly gain Since inception1.86 %
Max. monthly loss Since inception-3.04 %
Share class E-USD
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 2.96 % 2.93 %
Tracking Error
Max. monthly loss -3.04 %
Max. monthly gain 1.86 %
Max. drawdown -3.42 % -5.81 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
29/05/2015
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
USD
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
5000000.00 USD EQ EUR
ISIN Code
LU1022721028
AuM (fund)
107 M (EUR)
Regulatory authority
CSSF
EU Regulation
UCITS
Management company
Edmond de Rothschild Asset Management (Luxembourg)
Delegated Management Company
Edmond de Rothschild Asset Management (Suisse) S.A
Incorporation
Luxembourg
Maximum management fee
0,500 %
Current management fee
0.500 %
Subscription and redemption conditions
Every day before 4.00 pm at the day’s NAV, calculated one day later
Redemption fee
0.50 % max
Performance fee
15,000 %

Fund documentation

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(1) The rating grades the funds on a scale from 1 to 7. This rating system is based on the average fluctuations of the net asset value over the past five years. It corresponds to the variation range of the portfolio upwards and downwards. If the net asset value is less than 5 years old, the rating is determined by other regulatory calculation methods. Historical data such as those used to calculate the rating may not be a reliable indication of the future risk profile. The current category is neither a guarantee nor an objective. Category 1 does not signify a risk-free investment.

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