Edmond de Rothschild

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (13/02/2019)
91.20 CHF
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1022721374–
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
91.20 CHF
Change in NAV (13/02/2019)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (13/02/2019)
91.20 CHF
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 31/12/2018

In the wake of November's consolidation, equity markets started falling again in the last month of 2018. Despite the announcement of trade concessions between China and the United States — with the resumption of agricultural imports and Chinese raw materials in exchange for the suspension of new US tariffs — attention seemed to focus more on Brexit negotiations and Italian debt. But there were also fears of a slowdown in the global economy given disappointing European economic indicators, poor growth numbers from China and possible budget paralysis in the United States. The Fed's rate hike, though expected, accelerated the decline in equity markets. As a result, 2018 closed on what will prove to be one of the worst Decembers since 1931 for equities. However, de-correlation between asset classes was in evidence and the bearish equity trend resulted in a flight-to-quality on government bonds. In addition, emerging bonds performed well to post positive gains over the month. In this market climate, our QuAM methodology adopted a conservative allocation strategy. With the VIX volatility index at 35, its highest level since February, safe-haven assets stood out well and QuAM strategy focused exposure mainly on bond and money markets. The bond allocation is reflected in emerging market funds, which benefited from good levels of return, as well as government bonds, which took advantage of the ECB's accommodating tone. The portfolio's small equity compartment distinguished itself with broad geographical and sector diversification, which enabled the portfolio to limit the negative impact of the market decline.

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Change in NAV

Chart – Base 100 (13/02/2019)
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-CHF Cumulative Annualised

-4.50 %

-1.66 %

Since inception

-8.80 %

-2.26 %

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

Share class (E-CHF)

Benchmark

-8.80 %

Annualised

Share class (E-CHF)

Benchmark

-4.50 %

-1.66 %

-2.26 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class E-CHFBenchmarkShare class E-CHFBenchmark
1 Year*3.83 %-7.72 %
3 Year *2.89 %-8.63 %
Max. monthly gain Since inception1.91 %
Max. monthly loss Since inception-3.31 %
Share class E-CHF
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 3.83 % 2.89 %
Tracking Error
Max. monthly loss -3.31 %
Max. monthly gain 1.91 %
Max. drawdown -7.72 % -8.63 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
03/02/2015
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
CHF
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
5000000.00 CHF EQ EUR
ISIN Code
LU1022721374
AuM (fund)
124 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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