Edmond de Rothschild

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This site provides extensive information about the ranges of Edmond de Rothschild Group funds. In particular, it provides simplified access to key fund-related data (performance, net asset values, features) and their commercial or legal documents.

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (22/11/2017)
102.49 GBP
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1022721531–
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)
Recommended holding period
> 3 years
102.49 GBP
Change in NAV (22/11/2017)
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (22/11/2017)
102.49 GBP
Risk and reward profile
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.

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 31/10/2017

In line with the trend seen in the last few months, equity markets continued to climb in October. US equities benefited from the macroeconomic environment as well as the progress made on tax reform, following acceptance of the 2018 Budget Resolution by Congress. European equities remained stable before rising at the month end in the wake of Mario Draghi's announcement that the ECB would extend its asset repurchasing through September 2018, but at a reduced volume of €30 billion. On the market in Japan, where Prime Minister Shinzo Abe has won a large victory in the legislative elections, investors have been reassured that the country's QE programme will be continuing. QuAM methodology means we remain totally invested, fully utilising the risk budget to keep the fund exposed to risky assets. The fund benefited greatly from equity investments made through its geographical bias for Europe and Asia Pacific, as well as investments in the small cap, utilities and energy sectors. In a pro-risk environment, bond markets have assumed a bearish bias, with the exception of high-yield paper. The methodology has accordingly refocused investment on high-yield funds, while reducing exposure to mixed and investment grade funds.

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Change in NAV

Chart – Base 100 (22/11/2017)
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Performance E-GBP Cumulative Annualised

Since inception

2.49 %

Since 01/01/2017 1 Year 3 Year 5 year Since inception

Share class (E-GBP)


2.49 %


Share class (E-GBP)


*Rolling periods

Annual performance

Fund information

Inception Date (Fund)
Inception Date (Part)
Legal form
Currency (fund)
Currency (share class)
Distribution Policy
Valuation frequency
Minimum initial investment
5000000.00 GBP EQ EUR
AuM (fund)
300 M (EUR)
Regulatory authority
Management company
Edmond de Rothschild Asset Management (Luxembourg)
Delegated Management Company
Edmond de Rothschild Asset Management (Suisse) S.A
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.