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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (21/08/2017)
101.15 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)
1234567
Recommended holding period
> 3 years
101.15 GBP
Change in NAV (21/08/2017)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (21/08/2017)
101.15 GBP
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 31/07/2017

Leading equity indices continued their uptrend in July, driven by central bank intervention. In the United States, following the release of a declining CPI, the Federal Reserve announced it would wait for inflation to strengthen again before resuming its rate-normalisation programme. In Europe, despite the strengthening euro, markets ended in positive territory with the ECB announcing a standstill on its part. In the emerging markets, the dollar's weakness pulled the indices upward. In contrast, Japan has been dragging behind, with limited gains made over the month. On the bond market, both European and US sovereign bonds fell slightly this month. This easing allowed the high-yield segment to take off again in July. Against this backdrop of positive liquidity conditions, QuAM 5's exposure has focused on stability and continued to benefit from the market's good performance. Equity exposure remains high and adjustments have been made to broaden diversification, with the European compartment reduced in favour of other regions. The bond allocation remains largely outside government and long bonds, which were still under pressure this month. QuAM 5 also benefited from its emerging market exposure, which has contributed positively to performance this month.

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Change in NAV

Chart – Base 100 (21/08/2017)
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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-GBP Cumulative Annualised

Since inception

1.15 %

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

Share class (E-GBP)

Benchmark

1.15 %

Annualised

Share class (E-GBP)

Benchmark

*Rolling periods

Annual performance



Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
07/04/2017
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
GBP
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
5000000.00 GBP EQ EUR
ISIN Code
LU1022721531
AuM (fund)
320 M (EUR)
Regulatory authority
CSSF
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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