Fact sheet: Theam Quant Eq Emg Guru

Fund information
Fund name
Theam Quant Equity Emerging Guru I Acc
Fund manager company
Theam
Fund type
Offshore Fund
Fund managers
  • Henri Fourniersince 06/05/2015
Fund objective
The sub-fund THEAM Quant - Equity Emerging GURU™ of THEAM Quant SICAV aims to increase the value of its assets over the medium term through an exposure to liquid stocks from the largest market capitalisations in emerging countries, or operating in these countries, selected according to the GURU™ selection methodology.
Benchmark
  • MSCI Emerging Markets Free
Investment style
None
Investment method
Shares
Quick stats
1 Year return
3.3%
1 Year rank in sector
235/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£78m (£106m 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.
132
Top in this sector
Fund name1 Year
GAM Star Nth of Sth EM Eq53.5%
Wells Fargo WW Emg Mkts Eq49.5%
Templeton BRIC49%
T. Rowe Price EmgMktsEq48.2%
JOHCM Emerging Markets45.6%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • Global Emerging Markets100%
  • Others18.4%
    Distributors17.1%
    Oil & Gas11.7%
    Industrials9.4%
    Utilities8.1%
  • Global Emerging Market Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%6.9%6.3%3.3%-11%-
Sector1.8%10%13.5%16.1%-2%12.6%
Rank within sector196 / 264210 / 264243 / 260235 / 258184 / 207-
Quartile3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund5.1%-14.8%-1.9%-3.9%-
Sector14.5%-14.3%-1.4%-0.7%14.2%
Rank within sector237 / 259161 / 243124 / 218125 / 192-
Quartile4th3rd3rd3rd
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.
-2.7
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.
1.18
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.
-0.01
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%.
18.04
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.
7.16
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.
-0.41
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.
0.86
Price movement
52 week high94.12
52 week low72.73
Current bid price-
Current offer price-
Current mid price88.76
Region
1Global Emerging Markets100%
Industry sector
1Others18.4%
2Distributors17.1%
3Oil & Gas11.7%
4Industrials9.4%
5Utilities8.1%
6Financials6.8%
7Automotive6%
8Telecommunications6%
9Health & Household5.8%
Asset type
1Global Emerging Market Equities100%
Individual holdings
1TELEKOMUNIKASI INDONESIA(PERSERO)3.28%
2HOTA INDUSTRIAL MFG CO3.07%
3LOJAS RENNER SA2.76%
4AAC TECHNOLOGIES HLDGS INC2.5%
5BIM BIRLESIK MAGAZALAR2.4%
6POLSKI KONCERN NAFTOWY ORLEN SA2.4%
7EQUATORIAL ENERGIA2.19%
8LANDMARK OPTOELECTRONICS CORP2.06%
9TURKIYE PETROL RAFINERILERI A.S.1.95%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Equity Emerging GURU™ of THEAM Quant SICAV aims to increase the value of its assets over the medium term through an exposure to liquid stocks from the largest market capitalisations in emerging countries, or operating in these countries, selected according to the GURU™ selection methodology.
Benchmark
  • MSCI Emerging Markets Free
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Henri Fournier06/05/2015Henri Fournier, Quant Equity Portfolio Manager. In 2012, he is the Equity Quant Analyst and Portfolio Manager, Quant Strategies, THEAM. From 2007-2012, he worked has Quant Analyst, Systematic Investment Strategies, BNP Paribas CIB, Paris. In 1996-2004, he was a Quant Analyst at Equity Derivatives Department/Equity Research Strategy team, BNP Paribas CIB, Paris. In 1993-1996, he was a Analyst, Equity Research department, Société Générale, Paris. He was graduated in Engineering degree, “EPITA" Engineering School, France in 1991 and SFAF certification (Financial Analyst French Association) in 2001.
Compliance
Reporting Fund Status
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Offshore
Theam Quant Equity Emerging Guru C Acc EUR
Initial charge3%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.73
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKIK
Theam Quant Equity Emerging Guru C Acc USD
Initial charge3%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price86.21
Offer price86.21
Mid price-
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMFZO
Theam Quant Equity Emerging Guru C Dis USD
Initial charge3%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.27%
Total expense ratio (TER)-
Bid price84.06
Offer price84.06
Mid price-
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMFZP
Theam Quant Equity Emerging Guru C H Acc EUR
Initial charge3%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price77.91
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKEF
Theam Quant Equity Emerging Guru C H Dis EUR
Initial charge3%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price85.71
Offer price85.71
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW8J
Theam Quant Equity Emerging Guru I Acc
Initial charge-
Annual charge0.65%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.76
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0X47
Theam Quant Equity Emerging Guru Life Acc EUR
Initial charge-
Annual charge1.54%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price118.1
Offer price118.1
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7FU
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.