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THEAM Quant FI High Vol I

Ranked 17 out of 110 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 : 30/09/2017 - 30/09/2018
  • Rank 17/110 Total Return
  • Rank 106/110 Standard Deviation
  • Rank 102/110 Max Drawdown
Fund Name Currency Return
15 LFIS Vision UCITS - Perspective Strategy IS acc EUR

1.4%

16 UBS (CH) Global Alpha Strategies (EUR hdg) P-PF

Currency exposure is hedged

Currency exposure is hedged

EUR

1.3%

17 THEAM Quant FI High Vol I EUR

1.3%

18 Pareturn GVC Gaesco Patrimonial Fund I-B EUR EUR

1.0%

19 Mandarine Multi-Assets R EUR

0.9%

Fund Name Currency Risk
104 SPS Active Value Selection EUR

9.0

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

Currency exposure is hedged

Currency exposure is hedged

EUR

9.2

106 THEAM Quant FI High Vol I EUR

10.4

107 Okavango Delta A, FI EUR

12.1

108 Odey Odyssey EUR Acc EUR

12.5

Fund Name Currency Loss
100 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

101 JPM Systematic Alpha A Acc EUR EUR

-8.5%

102 THEAM Quant FI High Vol I EUR

-9.3%

103 JPM Global Macro Opportunities A Acc EUR EUR

-9.4%

104 Lemanik Sicav - Global Strategy Fund R EUR EUR

-10.0%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -4.2% -0.5% 7.9%
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).