Fact sheet: Theam Quant Raw Mats Enhncd

Fund information
Fund name
Theam Quant Raw Materials Enhanced J H Acc EUR
Fund manager company
Theam
Fund type
Offshore Fund
Fund manager
  • Solène Deharbonniersince 24/09/2014
Fund objective
The sub-fund THEAM Quant - Raw Materials Enhanced SICAV of THEAM Quant SICAV investment objective is to offer investors, over a recommended investment horizon of five years, synthetic exposure to the commodity markets - excluding the agricultural and livestock commodities sector - via a quantitative, directional investment strategy using commodity futures indices. The allocation is similar to a static allocation as it is based on the benchmark index’s weightings for a period of one month. The Fund also aims to outperform its benchmark, the Bloomberg Commodity Ex-Agriculture and Livestock Capped Total Return Index over the long term.
Benchmark
  • Bloomberg Commodity Ex-Agriculture and Livestock Capped Total (RI)
Investment style
Passive/Tracking
Investment method
Synthetic, Futures
Quick stats
1 Year return
8.5%
1 Year rank in sector
45/102
Sector
FO Commodity & Energy
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.
0.5%
Fund size
£10m
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.
108
Top in this sector
Fund name1 Year
SIA Long Term Invest Nat Res32.3%
LLB Craton Capital Gbl Res31.8%
Pictet Timber31.2%
KBI Inst Wtr29.3%
Pictet Clean Energy28.6%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%0.3%2.6%8.5%-30.5%-
Sector-1%-2.7%1.1%8.1%-14.9%-20.2%
Rank within sector3 / 10130 / 10235 / 10245 / 10264 / 94-
Quartile1st2nd2nd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.5%16.5%-26%-13.2%-
Sector0%23.1%-19.8%-9%-6.6%
Rank within sector48 / 10255 / 10166 / 9955 / 91-
Quartile2nd3rd3rd3rd
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.
-7.98
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.
0.68
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.
-0.02
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%.
12.2
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.
8.79
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.
-0.76
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.
0.62
Price movement
52 week high76.7
52 week low68.25
Current bid price-
Current offer price-
Current mid price75.13
Region
No data available.
Industry sector
No data available.
Asset type
1Commodity & Energy100%
Individual holdings
No data available.
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Raw Materials Enhanced SICAV of THEAM Quant SICAV investment objective is to offer investors, over a recommended investment horizon of five years, synthetic exposure to the commodity markets - excluding the agricultural and livestock commodities sector - via a quantitative, directional investment strategy using commodity futures indices. The allocation is similar to a static allocation as it is based on the benchmark index’s weightings for a period of one month. The Fund also aims to outperform its benchmark, the Bloomberg Commodity Ex-Agriculture and Livestock Capped Total Return Index over the long term.
Benchmark
  • Bloomberg Commodity Ex-Agriculture and Livestock Capped Total (RI)
Investment style
Passive/Tracking
Investment method
Synthetic, Futures
Fund manager
NameSinceBiography
Solène Deharbonnier24/09/2014
Compliance
Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Germany, France, United Kingdom, Luxembourg, Offshore
Theam Quant Raw Materials Enhanced C
Initial charge3%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)-
Bid price118.25
Offer price118.25
Mid price-
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE4SW
Theam Quant Raw Materials Enhanced C Dis USD
Initial charge3%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)-
Bid price117.43
Offer price117.43
Mid price-
CurrencyUSD
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE5EY
Theam Quant Raw Materials Enhanced I USD
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price109.04
Offer price109.04
Mid price-
CurrencyUSD
Price updated05/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN9BS
Theam Quant Raw Materials Enhanced J H Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price75.13
CurrencyEUR
Price updated04/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJS9D
Theam Quant Raw Materials Enhanced M H GBP
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.16%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price73.69
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJMFL
Theam Quant Raw Materials Enhanced M USD
Initial charge-
Annual charge0.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.16%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price75.03
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJMFK
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.