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 (31/05/2018)
129.60 EUR
Alternative  investment committee–LU0220391642–
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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129.60 EUR
Change in NAV (31/05/2018)
4
1234567
Risk and reward profile
Recommended holding period
Change in NAV (31/05/2018)
129.60 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 30/04/2018

In April, equity markets had mixed results, overall subdued, with US markets up 40 bp, EM down 42bp whilst Europe (+4%) and Japan (+3.6%) were doing slightly better. Brent was the biggest mover, up 8.4% to $74.7, pulling the energy sector behind it, up 12.8% in Europe and 9.3% in the US. In currencies, most currencies lost ground to the US $, with CHF down 3.74%, and the EUR down 2%. In Government bond markets, the US 10y Treasuries closed at 2.95% having traded several day above 3% during the month, up from 2.74% at the end of March. Credit spread were almost unchanged.In that context, the fund was down a 60bp in April. Our Equity L/S managers were down 60bp . Our Event Driven portfolio was up 30bp.

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Change in NAV

Chart – Base 100 (31/05/2018)
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-EUR Cumulative Annualised
Since 01/01/2018

1.08 %

0.80 %

1.08 %

0.80 %

1 Year

4.52 %

11.04 %

4.52 %

11.04 %

3 Year

-1.86 %

24.15 %

-0.62 %

7.47 %

5 year

11.01 %

51.88 %

2.11 %

8.71 %

Since inception

29.60 %

105.43 %

2.05 %

5.80 %

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

Share class (C-EUR)

Market index

1.08 %

0.80 %

4.52 %

11.04 %

-1.86 %

24.15 %

11.01 %

51.88 %

29.60 %

105.43 %

Annualised

Share class (C-EUR)

Market index

4.52 %

11.04 %

-0.62 %

7.47 %

2.11 %

8.71 %

2.05 %

5.80 %

*Rolling periods

Annual performance



Statistics

VolatilityCorrelation coefficientSharpe ratioMax. drawdownAlpha
Share class C-EURMarket indexShare class C-EURMarket indexShare class C-EURMarket indexShare class C-EURMarket indexShare class C-EURMarket index
1 Year*9.57 %14.47 %0.71 %0.79 %-3.13 %-0.04 %
3 Year *4.93 %9.86 %0.70 %0.79 %-11.38 %-0.27 %
Beta
Share class C-EURMarket index
1 Year*0.47 %
3 Year *0.35 %
Max. monthly gain Since inception4.38 %
Max. monthly loss Since inception-10.46 %
Share class C-EUR
Market index
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 9.57 % 4.93 % 14.47 % 9.86 %
Tracking Error
Sharpe ratio 0.79 % 0.79 %
Alpha -0.04 % -0.27 %
Correlation coefficient 0.71 % 0.70 %
Max. monthly loss -10.46 %
Max. monthly gain 4.38 %
Max. drawdown -3.13 % -11.38 %
Beta 0.47 % 0.35 %

Fund information

Inception Date (Fund)
27/02/2002
Inception Date (Part)
30/08/2005
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
Minimum initial investment
1000000.00 EUR
ISIN Code
LU0220391642
AuM (fund)
15 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
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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