Edmond de Rothschild

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EdR Prifund Alpha Uncorrelated (CHF) Non-directional strategies

Non-directional strategies
Change in NAV (31/08/2018)
95.96 CHF
Alternative  investment committee–LU1232514585–
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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95.96 CHF
Change in NAV (31/08/2018)
3
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Risk and reward profile
Recommended holding period
Change in NAV (31/08/2018)
95.96 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 31/07/2018

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 down 23 bp in July. Non Directional Equities continued to lead, up 70bp, with most managers contributing positively. Macro was flat, Event Driven down 60bp across the portfolio, and CTA down 2.4%, mainly due to one manager loosing 6.8%. We continued to reduce allocation to a Macro Manager that continues to underperform, and approved a couple of managers, one Event Driven, one Volatility Relative Value, One Equity Market Neutral, and one Multistrategy fund, that we will allow us to ramp up our risk profile in a diversified way.

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Change in NAV

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

-0.77 %

-0.80 %

Since inception

-4.04 %

-2.26 %

-1.44 %

-0.80 %

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

Share class (C-CHF)

Market index

-4.04 %

-2.26 %

Annualised

Share class (C-CHF)

Market index

-0.77 %

-0.80 %

-1.44 %

-0.80 %

*Rolling periods

Annual performance



Statistics

VolatilitySharpe ratioMax. drawdownAlpha
Share class C-CHFMarket indexShare class C-CHFMarket indexShare class C-CHFMarket indexShare class C-CHFMarket index
1 Year*5.18 %0.09 %0.44 %-2.55 %-0.54 %
3 Year *
Max. monthly gain Since inception1.76 %
Max. monthly loss Since inception-1.38 %
Share class C-CHF
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.18 % 0.09 %
Tracking Error
Sharpe ratio 0.44 %
Alpha -0.54 %
Max. monthly loss -1.38 %
Max. monthly gain 1.76 %
Max. drawdown -2.55 %

Fund information

Inception Date (Fund)
23/05/2001
Inception Date (Part)
31/10/2015
Legal form
SICAV
Market index
JPMorgan Cash Index Swiss Franc Currency 1 Month
Currency (fund)
CHF
Currency (share class)
CHF
Distribution Policy
Accumulation
Valuation frequency
Official Monthly / Technical Wednesday
Minimum initial investment
1000000.00 CHF EQ EUR
ISIN Code
LU1232514585
AuM (fund)
79 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
0,625 %
Current management fee
0.625 %
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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