Fact sheet: Theam Quant Eqty Eur Guru

Fund information
Fund name
Theam Quant Equity Europe Guru I Acc EUR
Fund manager company
Theam
Fund type
Offshore Fund
Fund managers
  • Henri Fourniersince 14/07/2014
Fund objective
The sub-fund THEAM Quant - Equity Europe 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 European market capitalizations selected according to the GURU™ selection methodology.
Benchmark
  • STOXX Europe 600
Investment style
Long Bias
Investment method
Equity
Quick stats
1 Year return
3.4%
1 Year rank in sector
47/110
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£904m (£1,144m 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.
95
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS34.9%
DNB ECO Abs Rt28.7%
Majedie Tortoise27%
Income Partners AllSeasnAsCred25.6%
FundLogic MS DltnAsPfcUCITS25.1%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • Europe ex UK100%
  • Health Care17.8%
    Household Goods14.4%
    Others13.4%
    Industrials13.1%
    Travel9.9%
  • Europe ex UK Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%6.2%5.6%3.4%20.9%84.8%
Sector0.7%0.6%1.5%0.4%3.9%15.1%
Rank within sector17 / 11710 / 12321 / 12047 / 11012 / 755 / 53
Quartile1st1st1st2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund1%-7.7%16.7%14.9%27.9%
Sector0.8%-2%2.7%2.5%7.1%
Rank within sector35 / 11193 / 1103 / 903 / 727 / 65
Quartile2nd4th1st1st1st
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.
4.9
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.
2.99
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.
0.28
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%.
13.57
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.
11.47
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.
0.55
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.
0.51
Price movement
52 week high263.35
52 week low222.14
Current bid price-
Current offer price-
Current mid price254.4
Region
1Europe ex UK100%
Industry sector
1Health Care17.8%
2Household Goods14.4%
3Others13.4%
4Industrials13.1%
5Travel9.9%
6Media8.4%
7Technology6.8%
8Telecommunications4.3%
9Building & Construction4.2%
Asset type
1Europe ex UK Equities100%
Individual holdings
1PARTNERS GROUP HOLDING3.01%
2IMPERIAL BRANDS PLC2.98%
3ACTELION2.79%
4COMPASS GROUP2.74%
5PANDORA AS2.72%
6GLAXOSMITHKLINE2.39%
7WOLTERS-KLUWER NV2.37%
8FRESENIUS SE & CO KGAA2.35%
9ATOS2.34%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Equity Europe 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 European market capitalizations selected according to the GURU™ selection methodology.
Benchmark
  • STOXX Europe 600
Investment style
Long Bias
Investment method
Equity
Fund managers
NameSinceBiography
Henri Fournier14/07/2014Henri 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
Transparent for Austrian Tax, Transparent for German Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Offshore, Sweden
Theam Quant Equity Europe Guru C Acc EUR
Initial charge3%
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price175.45
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMCM1
Theam Quant Equity Europe Guru 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 price99.41
Offer price99.41
Mid price-
CurrencyEUR
Price updated13/01/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN10Y
Theam Quant Equity Europe Guru I 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)0.75%
Bid price-
Offer price-
Mid price254.4
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKWV9
Theam Quant Equity Europe Guru I Acc SEK
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price100.59
Offer price100.59
Mid price-
CurrencySEK
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN6RQ
Theam Quant Equity Europe Guru I Inc EUR
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.63
CurrencyEUR
Price updated13/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN46E
Theam Quant Equity Europe Guru Life EUR
Initial charge-
Annual charge1.39%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price110.29
Offer price110.29
Mid price-
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN01B
Theam Quant Equity Europe Guru M EUR
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price104.69
Offer price104.69
Mid price-
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN01C
Theam Quant Equity Europe Guru N Acc EUR
Initial charge-
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 price115.86
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK88I
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.