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
  • Solène 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
11.8%
1 Year rank in sector
141/228
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£1,532m (£620m 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.
65
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC47.7%
IVI European39.5%
EP Pan European Opportunities38.7%
GS Eur CORE Eq Portfolio35.5%
State Street EurpValSptlght29.8%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%4.9%9.5%11.8%--
Sector1.7%8.5%6.6%14.9%15.6%53.6%
Rank within sector168 / 235222 / 23571 / 234141 / 228--
Quartile3rd4th2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2.1%8.6%5.9%--
Sector2.6%-0.6%11.1%4.2%21.1%
Rank within sector151 / 23525 / 227164 / 208--
Quartile3rd1st4th
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 high117.83
52 week low98.96
Current bid price-
Current offer price-
Current mid price117.59
Region
1Europe ex UK100%
Industry sector
No data available.
Asset type
1Europe ex UK Equities100%
Individual holdings
1UPM-KYMMENE OYJ4.75%
2DAIMLER AG4.01%
3ST MICROELECTRONICS3.71%
4BAYERISCHE MOTOREN WERKE AG3.44%
5ACS ACTIV.CONSTR.Y SERV.3.37%
6CENTRICA PLC3.19%
7SMURFIT KAPPA GROUP PLC3.02%
8RANDSTAD HLDGS2.83%
9ORANGE SA2.78%
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
Solène Deharbonnier06/11/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German 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, Sweden
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 price112.78
CurrencyEUR
Price updated16/02/2017
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)-
Total expense ratio (TER)-
Bid price105.4
Offer price105.4
Mid price-
CurrencyUSD
Price updated16/02/2017
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)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.02
CurrencyEUR
Price updated16/02/2017
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 price129.85
CurrencyEUR
Price updated16/02/2017
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 price116.6
CurrencyEUR
Price updated16/02/2017
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 price106.62
CurrencyCHF
Price updated16/02/2017
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 price117.59
CurrencyGBP
Price updated16/02/2017
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 price104.42
Offer price104.42
Mid price-
CurrencyUSD
Price updated16/02/2017
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 price108.02
CurrencyGBP
Price updated16/02/2017
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 price98.06
Offer price98.06
Mid price-
CurrencyUSD
Price updated16/02/2017
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 price109.75
Offer price109.75
Mid price-
CurrencySEK
Price updated16/02/2017
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)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price128.74
CurrencyEUR
Price updated16/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJT9P
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)-
Total expense ratio (TER)-
Bid price95.71
Offer price95.71
Mid price-
CurrencyEUR
Price updated16/02/2017
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

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