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 Prifund Alpha Diversified Multi-strategy

Multi-strategy
Change in NAV (31/08/2018)
134.60 CHF
Alternative  investment committee–LU0190711118–
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)
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134.60 CHF
Change in NAV (31/08/2018)
4
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Risk and reward profile
Recommended holding period
Change in NAV (31/08/2018)
134.60 CHF
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 31/07/2018

During July, Equity market had overall a positive tone, with the S&P up 3.1%, Euro Stoxx 600, +2.89%, whilst Emerging Market had mixed results, Ibovespa up 10.33%, and Korea down 1.32%. In terms of sector, Financials, Health Care and Industrials all gained more than 5%. Information Technology, closing the month up 1.7%, had a brutal last week, as Facebook lost 24% on July the 26th, and tainted the whole sector, -3.4% that week. Volatility came down, with VIX at 14.2%, down 11.4% over the month. Fixed Income market were almost unchanged, with US 10Y Govies closing at 2.94%, and credit spread a touch tighter, with HY CDS tightening by 31 bp in the US and 36 bp in Europe. Currency markets had also a calm month, with the Euro a touch stronger at 1.17 $, the CHF a touch weaker at 0.99 $, whilst EM FX continued to weaken, MXP down 7%, ZAR down 5%, and TRY retracing up by 6%. Commodity markets were mainly negative, with WTI and Brent down almost 6%, some industrial metals down more than 11% (Lead and Zinc). Hedge Fund indices were down 1% (HFRX Global HF) with Equity Hedge up 1.4% and Event Driven down 0.65%.Our hedge fund was flat. Global Long Short managers were up 70bp, with one manager recovering strongly, up 6.2%. Non Directional Equities continued to lead, up 70 bp, with most managers contributing positively. Macro manager were flat, Event Driven down 60 bp, across the portfolio, and CTA down 2.4%, mainly due to one manager loosing 6.8%.

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Change in NAV

Chart – Base 100 (31/08/2018)
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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 B-CHF Cumulative Annualised

0.31 %

12.90 %

-1.72 %

11.88 %

0.61 %

11.17 %

Since inception

38.34 %

184.23 %

2.29 %

7.55 %

Since 01/01/2018 1 year* 3 years* 5 years* Since inception
Cumulative

Share class (B-CHF)

Market index

38.34 %

184.23 %

Annualised

Share class (B-CHF)

Market index

0.31 %

12.90 %

-1.72 %

11.88 %

0.61 %

11.17 %

2.29 %

7.55 %

*Rolling periods

Annual performance



Statistics

VolatilityCorrelation coefficientSharpe ratioMax. drawdownAlpha
Share class B-CHFMarket indexShare class B-CHFMarket indexShare class B-CHFMarket indexShare class B-CHFMarket indexShare class B-CHFMarket index
1 Year*8.00 %15.52 %0.67 %0.89 %-3.05 %-0.32 %
3 Year *3.64 %8.66 %0.63 %1.45 %-9.24 %-0.40 %
Beta
Share class B-CHFMarket index
1 Year*0.34 %
3 Year *0.26 %
Max. monthly gain Since inception4.44 %
Max. monthly loss Since inception-8.36 %
Share class B-CHF
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 8.00 % 3.64 % 15.52 % 8.66 %
Tracking Error
Sharpe ratio 0.89 % 1.45 %
Alpha -0.32 % -0.40 %
Correlation coefficient 0.67 % 0.63 %
Max. monthly loss -8.36 %
Max. monthly gain 4.44 %
Max. drawdown -3.05 % -9.24 %
Beta 0.34 % 0.26 %

Fund information

Inception Date (Fund)
28/07/2003
Inception Date (Part)
30/04/2004
Legal form
SICAV
Market index
MSCI AC World (Local) (NR)
Currency (fund)
USD
Currency (share class)
CHF
Distribution Policy
Distribution
Valuation frequency
Official Monthly / Technical Wednesday
ISIN Code
LU0190711118
AuM (fund)
31 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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