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 Volatility Directional strategies

Directional strategies
Change in NAV (31/10/2017)
148.17 EUR
Alternative  investment committee–LU0145918693–
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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148.17 EUR
Change in NAV (31/10/2017)
4
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Risk and reward profile
Recommended holding period
Change in NAV (31/10/2017)
148.17 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 (hedge funds).

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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 over the month. Our Event Driven managers were slightly positive from Special Situations equity managers and Merger Arbitrage deals, notably with exposure to positions such as Altaba/Yahoo, Alibaba, Time Warner, Amazon/Whole Foods. Our Global L/S Equity managers were flat for the month as developed equity markets gained in September whilst Emerging Markets exposures were mixed. Gains came from exposure to healthcare and technology names mainly. No changes were made to the asset allocation at the end of the month, still at 20% Event Driven and 80% Global Long/Short Equities.

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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

9.25 %

16.76 %

9.25 %

16.76 %

1 Year

9.23 %

22.18 %

9.23 %

22.18 %

3 Year

1.15 %

31.14 %

0.38 %

9.45 %

5 year

18.77 %

71.42 %

3.50 %

11.37 %

Since inception

48.17 %

65.75 %

2.54 %

3.27 %

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

Share class (A-EUR)

Market index

9.25 %

16.76 %

9.23 %

22.18 %

1.15 %

31.14 %

18.77 %

71.42 %

48.17 %

65.75 %

Annualised

Share class (A-EUR)

Market index

9.23 %

22.18 %

0.38 %

9.45 %

3.50 %

11.37 %

2.54 %

3.27 %

*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*5.98 %6.19 %0.24 %3.64 %-0.30 %0.35 %
3 Year *4.87 %9.72 %0.68 %1.00 %-12.18 %-0.23 %
Beta
Share class A-EURMarket index
1 Year*0.23 %
3 Year *0.34 %
Max. monthly gain Since inception4.32 %
Max. monthly loss Since inception-10.50 %
Share class A-EUR
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.98 % 4.87 % 6.19 % 9.72 %
Tracking Error
Sharpe ratio 3.64 % 1.00 %
Alpha 0.35 % -0.23 %
Correlation coefficient 0.24 % 0.68 %
Max. monthly loss -10.50 %
Max. monthly gain 4.32 %
Max. drawdown -0.30 % -12.18 %
Beta 0.23 % 0.34 %

Fund information

Inception Date (Fund)
27/02/2002
Inception Date (Part)
27/02/2002
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
LU0145918693
AuM (fund)
20 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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