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THEAM Quant FI High Vol I

Ranked 83 out of 107 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Clement Georges

Objective

The investment objective of the fund, over an investment horizon of 3 years, is to outperform the EONIA index (management fees deducted) and generate absolute returns by implementing different investment strategies on the interest rate, foreign exchange and credit rate markets, while maintaining a target of 25% average annualized volatility. The fund will actively implement several strategies, such as: A basic portfolio creation strategy through low-risk assets; Quantitative absolute return strategies on interest rate, foreign exchange and credit markets and relying on model-based strategies, including market neutral and directional strategies.

Showing fund performance in Peru View performance globally

Performance

Multi Strategy over : 30/06/2017 - 30/06/2018
  • Rank 83/107 Total Return
  • Rank 102/107 Standard Deviation
  • Rank 99/107 Max Drawdown
Fund Name Currency Risk
100 JPM Global Macro Opportunities A Acc EUR EUR

9.1

101 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

9.3

102 THEAM Quant FI High Vol I EUR

11.1

103 Okavango Delta A, FI EUR

11.4

104 Rivoli Capital P EUR

12.3

Fund Name Currency Loss
97 FCS World Equities Fund A EUR

-8.5%

98 Lemanik Sicav - Global Strategy Fund R EUR EUR

-9.2%

99 THEAM Quant FI High Vol I EUR

-9.3%

100 InRIS UCITS PLC-R CFM Diversified NI EUR EUR

-10.0%

101 Veritas Global Real Return EUR A

Currency exposure is hedged

Currency exposure is hedged

EUR

-10.3%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -4.2% -0.5%
2017 -10.6% -7.0% -5.7% 3.5% -1.5%
2016 3.8% -0.9% -3.6% -3.2% 12.3%
2015 14.5% 2.3% -6.9% 10.2% 9.0%
2014 -0.2% -0.3%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France

Fund Info

  • Launch date18/06/2014
  • Share Class size01Mn
  • Base currencyEUR
  • ISIN FR0011882372

Purchase Info

  • Min. initial investment3Mn
  • Min. regular additional investment0

Charges

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).