Edmond de Rothschild

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EdR Prifund Alpha Uncorrelated ($) Non-directional strategies

Non-directional strategies
Change in NAV (30/04/2018)
172.32 USD
Alternative  investment committee–LU0220400658–
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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172.32 USD
Change in NAV (30/04/2018)
4
1234567
Risk and reward profile
Recommended holding period
Change in NAV (30/04/2018)
172.32 USD
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 31/03/2018

In March, markets continued to be under pressure mainly from the increased trade tensions between the US and China, with Trump announcing tariffs on Chinese products affecting the country's exports in tech, transport and healthcare products. In that context, volatility continued from February, and most equity markets were down during the month, with the US, Europe, Japan and the EM in the red. The greenback depreciated against the EUR, the GBP and the JPY. In Fixed Income markets, the US Treasury curve flattened; and Credit spreads increased in the US and in the EU. In commodity markets, precious metals and Oil appreciated, whereas soft commodities were mostly down. In that context, the fund ended March up 0.5%. The top contributors were Non-Directional Equity managers, who gained 1.7% for the month by maintaining their typical low net exposures. Our CTA portfolio was also up 1.7% in March, mainly from a manager who benefited from being short CHF and SEK. Macro managers ended the month down 0.2%, with negative contributions from their long equity stance. Multistrategy managers were down 0.6%. Our Event Driven portfolio was down 1.5% for the month, mainly from spreads widening in deals that were subject to Chinese regulators, like NXPI/QCOM, a commonly held position. Fixed Income & Credit managers finished down 0.6%.

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Change in NAV

Chart – Base 100 (30/04/2018)
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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 C-USD Cumulative Annualised
Since 01/01/2018

1.77 %

0.55 %

1.77 %

0.55 %

1 Year

3.53 %

1.35 %

3.53 %

1.35 %

3 Year

0.41 %

2.23 %

0.14 %

0.74 %

5 year

13.17 %

2.58 %

2.50 %

0.51 %

Since inception

72.32 %

14.47 %

4.81 %

1.17 %

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

Share class (C-USD)

Market index

1.77 %

0.55 %

3.53 %

1.35 %

0.41 %

2.23 %

13.17 %

2.58 %

72.32 %

14.47 %

Annualised

Share class (C-USD)

Market index

3.53 %

1.35 %

0.14 %

0.74 %

2.50 %

0.51 %

4.81 %

1.17 %

*Rolling periods

Annual performance



Statistics

VolatilitySharpe ratioMax. drawdownAlpha
Share class C-USDMarket indexShare class C-USDMarket indexShare class C-USDMarket indexShare class C-USDMarket index
1 Year*5.91 %0.17 %0.52 %-0.90 %-1.05 %
3 Year *3.01 %0.14 %0.51 %-6.82 %-0.44 %
Max. monthly gain Since inception5.31 %
Max. monthly loss Since inception-6.16 %
Share class C-USD
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.91 % 3.01 % 0.17 % 0.14 %
Tracking Error
Sharpe ratio 0.52 % 0.51 %
Alpha -1.05 % -0.44 %
Max. monthly loss -6.16 %
Max. monthly gain 5.31 %
Max. drawdown -0.90 % -6.82 %

Fund information

Inception Date (Fund)
23/05/2001
Inception Date (Part)
30/09/2006
Legal form
SICAV
Market index
JPMorgan Cash Index US Dollar Currency 1 Month
Currency (fund)
USD
Currency (share class)
USD
Distribution Policy
Accumulation
Valuation frequency
Official Monthly / Technical Wednesday
Minimum initial investment
1000000.00 USD EQ EUR
ISIN Code
LU0220400658
AuM (fund)
223 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
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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