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THEAM Quant FI High Vol I

Ranked 89 out of 95 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Olivier Laplenie

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 : 31/12/2016 - 31/12/2017
  • Rank 89/95 Total Return
  • Rank 94/95 Standard Deviation
  • Rank 91/95 Max Drawdown
Fund Name Currency Loss
89 MFS Meridian Funds-Absolute Return A1 EUR EUR

-11.9%

90 Method Inv SICAV Attractive Glb Opp I EUR H C

Currency exposure is hedged

Currency exposure is hedged

EUR

-12.2%

91 THEAM Quant FI High Vol I EUR

-14.3%

92 Candriam Alternative Return Systemat C EUR Cap EUR

-15.6%

93 Robeco QI GTAA Plus D EUR EUR

-18.0%

Total Return

Quarterly Performance

to 31/12/2017 Annual Q1 Q2 Q3 Q4
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 size00Mn
  • 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).