Fact sheet: Theam QntEqEurIncDef

Fund information
Fund name
Theam Quant Equity Europe Income Defensive J Acc EUR
Fund manager company
Theam
Fund type
Offshore Fund
Fund manager
  • Solène Deharbonniersince 06/11/2014
Fund objective
The objective of the Sub-fund is to provide income and capital growth (i) by being exposed to a basket of high-dividend European equities and (ii) by implementing a systematic options strategy which aims at generating additional income and reducing risk by minimizing volatility in the Sub-fund.
Benchmark
  • No Specified Index
Investment style
Passive/Tracking
Investment method
Shares, Synthetic
Quick stats
1 Year return
14.2%
1 Year rank in sector
165/227
Sector
FO Equity - Europe inc UK
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.54%
Fund size
£1,351m (£1,107m last year)
Top in this sector
Fund name1 Year
EP Pan European Opportunities44.6%
EDRF Eur Synrg37.4%
Sparinvest Eurpn Val37.4%
GS Eur CRE Eq Pfl37.2%
E.I.Sturdza StEurpSmCos36.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1%3.4%8.2%14.2%21.2%-
Sector4.3%6.9%15.5%16%23.1%77.4%
Rank within sector229 / 233219 / 232217 / 229165 / 227120 / 199-
Quartile4th4th4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund5.4%7.9%6.1%7.3%-
Sector9.7%-0.6%11.1%4.2%21.1%
Rank within sector217 / 23226 / 224160 / 20556 / 194-
Quartile4th1st4th2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
3.55
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.47
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.46
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
7.33
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
7.87
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.02
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.64
Price movement
52 week high134.95
52 week low109.07
Current bid price-
Current offer price-
Current mid price133.84
Region
1Europe ex UK100%
Industry sector
No data available.
Asset type
1Europe ex UK Equities100%
Individual holdings
1UPM-KYMMENE OYJ4.2%
2DAIMLER AG3.99%
3TAYLOR WIMPEY PLC3.92%
4BAYERISCHE MOTOREN WERKE AG3.84%
5CENTRICA PLC3.5%
6INTERNATIONAL CONSOLIDATED AIRL GRP3.49%
7ITV3.39%
8ORANGE SA3.39%
9SMURFIT KAPPA GROUP PLC3.27%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The objective of the Sub-fund is to provide income and capital growth (i) by being exposed to a basket of high-dividend European equities and (ii) by implementing a systematic options strategy which aims at generating additional income and reducing risk by minimizing volatility in the Sub-fund.
Benchmark
  • No Specified Index
Investment style
Passive/Tracking
Investment method
Shares, Synthetic
Fund manager
NameSinceBiography
Solène Deharbonnier06/11/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Offshore
Theam Quant Equity Europe Income Defensive C EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price116.95
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKLPP
Theam Quant Equity Europe Income Defensive C H Acc USD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)-
Bid price109.73
Offer price109.73
Mid price-
CurrencyUSD
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFT0R
Theam Quant Equity Europe Income Defensive C Inc EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.1
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM5VO
Theam Quant Equity Europe Income Defensive I Acc EUR
Initial charge-
Annual charge0.54%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price134.9
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJDFT
Theam Quant Equity Europe Income Defensive I Dis EUR
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price118.11
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJF7O
Theam Quant Equity Europe Income Defensive I H Acc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.69
CurrencyCHF
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNL4O
Theam Quant Equity Europe Income Defensive I H Acc GBP
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price122.35
CurrencyGBP
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKYVL
Theam Quant Equity Europe Income Defensive I H Acc USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price108.93
Offer price108.93
Mid price-
CurrencyUSD
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMGOK
Theam Quant Equity Europe Income Defensive I H Dis GBP
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.74
CurrencyGBP
Price updated19/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKYVM
Theam Quant Equity Europe Income Defensive I H Dis USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price99.61
Offer price99.61
Mid price-
CurrencyUSD
Price updated19/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMGOJ
Theam Quant Equity Europe Income Defensive I SEK
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price118.03
Offer price118.03
Mid price-
CurrencySEK
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTSL
Theam Quant Equity Europe Income Defensive J Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price133.84
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJT9P
Theam Quant Equity Europe Income Defensive J H Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.21
CurrencyGBP
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNVQB
Theam Quant Equity Europe Income Defensive J Inc
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price97.01
Offer price97.01
Mid price-
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMPWE
Theam Quant Equity Europe Income Defensive Privilege Acc EUR
Initial charge3%
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.14
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNV1L
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.