Edmond de Rothschild

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (15/02/2019)
9,735.72 JPY
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1022722935–
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
9,735.72 JPY
Change in NAV (15/02/2019)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (15/02/2019)
9,735.72 JPY
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 31/01/2019

Markets reverted to a ‘Risk-on' situation in January, with bonds and equities posting high correlations and recovering some of their 2018 losses. After an initial decline in the first few days of January, equity markets took off again, climbing right through to the month's end. Emerging, convertible and high yield bonds benefited from good equity performance over the month to deliver positive returns. Further down the risk scale, government and long-term bonds delivered more limited performances, given their lower risk profile. QuAM 5's methodology went into 2019 on a prudent allocation, inherited from Q4 2018, which had featured a Risk-off market. But then QuAM 5 optimised its risk budget to take advantage of growth sectors demonstrating greater volatility. Bond and equity exposure was then reduced in favour of money market funds, in order to invest in riskier sectors, with a greater risk premium. In the bond compartment, the diversified exposure was narrowed to favour emerging bonds. While in the equity compartment, we strengthened exposure to Latin American stocks.

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Change in NAV

Chart – Base 100 (15/02/2019)
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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 M-JPY Cumulative Annualised

-4.10 %

Since inception

-2.64 %

-1.08 %

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

Share class (M-JPY)

Benchmark

-2.64 %

Annualised

Share class (M-JPY)

Benchmark

-4.10 %

-1.08 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class M-JPYBenchmarkShare class M-JPYBenchmark
1 Year*3.80 %-6.79 %
3 Year *
Max. monthly gain Since inception2.04 %
Max. monthly loss Since inception-3.21 %
Share class M-JPY
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 3.80 %
Tracking Error
Max. monthly loss -3.21 %
Max. monthly gain 2.04 %
Max. drawdown -6.79 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
26/08/2016
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
JPY
Distribution Policy
Distribution
Valuation frequency
Daily
ISIN Code
LU1022722935
AuM (fund)
123 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
0,040 %
Current management fee
0.040 %
Subscription and redemption conditions
Every day before 4.00 pm at the day’s NAV, calculated one day later

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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