Edmond de Rothschild

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EdR Prifund Alpha Concentrated Multi-strategy

Multi-strategy
Change in NAV (31/10/2017)
142.00 EUR
Alternative  investment committee–LU0167857092–
Alternative investment committee
The identity of the managers presented in this document may change during the life of the product.
Risk and reward profile (1)
1234567
142.00 EUR
Change in NAV (31/10/2017)
4
1234567
Risk and reward profile
Recommended holding period
Change in NAV (31/10/2017)
142.00 EUR
Risk and reward profile
1234567
Recommended holding period
Alternative investment committee  
 
The identity of the managers presented in this document may change during the life of the product.
Contact

Investment objective

The objective of the Sub-Fund is to provide long-term optimum growth of your capital by investing in “alternative management” funds (hedgefunds).

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Commentary 30/09/2017

Global financial markets gained in September as US equities appreciated led by small cap equities and European equities gained led by Germany, France and Italy. Japanese equities were also positive in Asia. The US Dollar gained against most major currencies such as the EUR and JPY, but fell sharply against the British Pound. US interest rates slightly increased and European bond yields rose. As for commodities, energy surged led by oil, and agricultural commodities had mixed performances led by wheat and soybean. Natural gas declined and metals lost ground led by platinum. In that context, our Hedge Funds were flat led by our Event Driven manager, our European L/S manager, our Systematic Macro and our Diversified Macro managers. Our Event Driven manager was positive from Special Situations in equities and Merger Arbitrage deals. Our Macro managers were positive from exposure to Emerging Markets and currency trading of the USD against the JPY, EUR and GBP. Our Fixed Income & Credit manager was slightly down from Relative Value Fixed Income trading as volatility declined and global yields increased. Our Multi-Strategy manager was slightly down for the month also from Relative Value trades in Fixed Income. Our Non-Directional Equity manager was slightly down from mixed performances in mean reverting factor based models. Our CTA manager was down for the month from systematic trend-following directional trading in Fixed Income and currencies. At the end of the month, we have increased further the allocation to Global L/S (+5.0%), CTA (+2.0%), and reduced the allocation to Multistrategy (-2.0%), Macro (-2.0%), Non-Directional Equities (-2.0%) and Fixed Income & Credit (-1.0%). We currently have 13 managers in the portfolio.

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Change in NAV

Chart – Base 100 (31/10/2017)
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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 A-EUR Cumulative Annualised
Since 01/01/2017

4.55 %

16.76 %

4.55 %

16.76 %

1 Year

4.32 %

22.18 %

4.32 %

22.18 %

3 Year

-4.12 %

31.14 %

-1.39 %

9.45 %

5 year

-4.60 %

83.43 %

-0.94 %

12.89 %

Since inception

42.00 %

234.26 %

2.44 %

8.67 %

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

Share class (A-EUR)

Market index

4.55 %

16.76 %

4.32 %

22.18 %

-4.12 %

31.14 %

-4.60 %

83.43 %

42.00 %

234.26 %

Annualised

Share class (A-EUR)

Market index

4.32 %

22.18 %

-1.39 %

9.45 %

-0.94 %

12.89 %

2.44 %

8.67 %

*Rolling periods

Annual performance



Statistics

VolatilityCorrelation coefficientSharpe ratioMax. drawdownAlpha
Share class A-EURMarket indexShare class A-EURMarket indexShare class A-EURMarket indexShare class A-EURMarket indexShare class A-EURMarket index
1 Year*5.21 %6.19 %0.47 %3.64 %-0.97 %-0.32 %
3 Year *4.33 %9.72 %0.61 %1.00 %-13.33 %-0.32 %
Beta
Share class A-EURMarket index
1 Year*0.40 %
3 Year *0.27 %
Max. monthly gain Since inception6.22 %
Max. monthly loss Since inception-6.83 %
Share class A-EUR
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.21 % 4.33 % 6.19 % 9.72 %
Tracking Error
Sharpe ratio 3.64 % 1.00 %
Alpha -0.32 % -0.32 %
Correlation coefficient 0.47 % 0.61 %
Max. monthly loss -6.83 %
Max. monthly gain 6.22 %
Max. drawdown -0.97 % -13.33 %
Beta 0.40 % 0.27 %

Fund information

Inception Date (Fund)
28/04/2003
Inception Date (Part)
28/04/2003
Legal form
SICAV
Market index
MSCI AC World (Local) (NR)
Currency (fund)
USD
Currency (share class)
EUR
Distribution Policy
Accumulation
Valuation frequency
Official Monthly / Technical Wednesday
ISIN Code
LU0167857092
AuM (fund)
44 M (USD)
Regulatory authority
CSSF
EU Regulation
AIFM
Management company
Edmond de Rothschild Asset Management (Luxembourg)
Delegated Management Company
Edmond de Rothschild (Suisse) S.A.
Incorporation
Luxembourg
Maximum management fee
1,250 %
Current management fee
1.250 %
Subscription fee
5.00 % max
Redemption fee
3.00 % max
Performance fee
5,000 %

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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