Fact sheet: Theam QntEqEurIncDef

Fund information
Fund name
Theam Quant Equity Europe Income Defensive I H Acc GBP
Fund manager company
Theam
Fund type
Offshore Fund
Fund manager
  • Solene Deharbonniersince 06/11/2014
Fund objective
The sub-fund THEAM Quant - Equity Europe Income Defensive of THEAM Quant SICAV aims at increasing the value of its assets over the medium term by being exposed to a basket of high-dividend European equities. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
5.9%
1 Year rank in sector
21/227
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£1,344m (£683m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
66
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European23.3%
GS Eur CORE Eq Portfolio20.7%
JOHCM European Sel Val16%
EP Pan European Opportunities14.3%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%3.8%5.8%5.9%--
Sector3.3%-1.8%-0.9%-5.4%14.5%57.8%
Rank within sector82 / 23318 / 23426 / 23221 / 227--
Quartile2nd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund7.4%5.9%---
Sector-4.4%11.1%4.2%21.1%17.6%
Rank within sector17 / 228171 / 213---
Quartile1st4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high113.85
52 week low98.96
Current bid price-
Current offer price-
Current mid price113.85
Region
1Europe ex UK100%
Industry sector
No data available.
Asset type
1Europe ex UK Equities100%
Individual holdings
1UPM-KYMMENE OYJ4.88%
2ST MICROELECTRONICS4.17%
3DAIMLER AG3.91%
4FREENET AG3.16%
5ORANGE SA2.88%
6RANDSTAD HOLDING2.8%
7ACS ACTIV.CONSTR.Y SERV2.75%
8BMW2.7%
9DEUTSCHE LUFTHANSA AG2.68%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Equity Europe Income Defensive of THEAM Quant SICAV aims at increasing the value of its assets over the medium term by being exposed to a basket of high-dividend European equities. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Solene Deharbonnier06/11/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, 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)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.5
CurrencyEUR
Price updated06/12/2016
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)-
Total expense ratio (TER)-
Bid price101.87
Offer price101.87
Mid price-
CurrencyUSD
Price updated06/12/2016
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)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.15
CurrencyEUR
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price125.89
CurrencyEUR
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.05
CurrencyEUR
Price updated06/12/2016
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 price103.5
CurrencyCHF
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.85
CurrencyGBP
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price100.91
Offer price100.91
Mid price-
CurrencyUSD
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.59
CurrencyGBP
Price updated06/12/2016
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£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price94.74
Offer price94.74
Mid price-
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMGOJ
Theam Quant Equity Europe Income Defensive I SEK
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price110.27
Offer price110.27
Mid price-
CurrencySEK
Price updated06/12/2016
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£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price124.76
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJT9P
Theam Quant Equity Europe Income Defensive J Inc
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price92.76
Offer price92.76
Mid price-
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMPWE
Theam Quant Equity Europe Income Defensive R H Acc GBP
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 price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM7KE
Theam Quant Equity Europe Income Defensive R H Dis GBP
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 price-
CurrencyGBP
Price updated01/01/1900
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM7KD
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.