Edmond de Rothschild

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EdR Prifund Alpha Uncorrelated (CHF) Non-directional strategies

Non-directional strategies
Change in NAV (31/01/2018)
94.43 CHF
Alternative  investment committee–LU1232510591–
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
94.43 CHF
Change in NAV (31/01/2018)
3
1234567
Risk and reward profile
Recommended holding period
Change in NAV (31/01/2018)
94.43 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 (hedge funds).

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Commentary 31/01/2018

Global financial markets continued on the strong momentum of 2017, until the last week where volatility started to increase. US equities were strong, with small cap and growth outperforming, in a reversal of December. Consumer discretionary, Health Care and Financials led the way. Europe was a bit softer, led by Financials, with Health Care marking a pose. Emerging Markets has a strong month across the board. The Credit market where almost unchanged, Oil prices moved higher, whilst copper was mainly unchanged. The VIX was steady most of January, but started to move up in the last days, a precursor sign of more to come.Our Hedge Funds was up 2.1% in January. Event Driven managers were up 2%, mainly due to one large US focused diversified manager. Multistrategy managers were also up 3% but our Non-Directional Equities managers posted more modest gains of about 1%. Our Macro managers posted a 4% gain, mainly driven by two of our largest allocations. CTA managers were also up around 2% mainly due to our largest allocation, with one US manager continuing to underperform. Fixed income-based Relative Value Arbitrage managers posted a more modest return of 0.7%. We remain constructive on the opportunity set for Hedge Funds, as the recent abrupt increase in market volatility reminds many investors of the asymmetric nature of owning equity, a timing reminder of the benefits of Alternative strategies.

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Change in NAV

Chart – Base 100 (31/01/2018)
Avertissement
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
Since 01/01/2018

1.69 %

-0.07 %

1.69 %

-0.07 %

1 Year

2.08 %

-0.80 %

2.08 %

-0.80 %

Since inception

-5.32 %

-1.94 %

-2.22 %

-0.80 %

Since 01/01/2018 1 Year 3 Year 5 year Since inception
Cumulative

Share class (B-CHF)

Market index

1.69 %

-0.07 %

2.08 %

-0.80 %

-5.32 %

-1.94 %

Annualised

Share class (B-CHF)

Market index

2.08 %

-0.80 %

-2.22 %

-0.80 %

*Rolling periods

Annual performance



Statistics

VolatilitySharpe ratioMax. drawdownAlpha
Share class B-CHFMarket indexShare class B-CHFMarket indexShare class B-CHFMarket indexShare class B-CHFMarket index
1 Year*5.09 %0.03 %0.26 %-1.12 %-3.45 %
3 Year *
Max. monthly gain Since inception1.69 %
Max. monthly loss Since inception-1.60 %
Share class B-CHF
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.09 % 0.03 %
Tracking Error
Sharpe ratio 0.26 %
Alpha -3.45 %
Max. monthly loss -1.60 %
Max. monthly gain 1.69 %
Max. drawdown -1.12 %

Fund information

Inception Date (Fund)
23/05/2001
Inception Date (Part)
28/08/2015
Legal form
SICAV
Market index
JPMorgan Cash Index Swiss Franc Currency 1 Month
Currency (fund)
CHF
Currency (share class)
CHF
Distribution Policy
Distribution
Valuation frequency
Official Monthly / Technical Wednesday
ISIN Code
LU1232510591
AuM (fund)
99 M (CHF)
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

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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