Fact sheet: Theam Quant Raw Mats Inc

Fund information
Fund name
Theam Quant Raw Materials Income I Dis USD
Fund manager company
Theam
Fund type
No data available.
Fund managers
  • Maxime Panelsince 01/12/2015
Fund objective
No data available.
Benchmark
  • Bloomberg Commodity Ex-Precious Metals
Investment style
None
Investment method
Futures
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Commodity & Energy
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
EGI Earth Gold120.2%
LLB Craton Cap Precious Metal102.9%
Investec Global Gold89.4%
LO Wld Gld Expts88.2%
Franklin Gold&Prec Met87.1%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector-0.4%3.5%14.5%16.8%-13.2%-18.1%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector20.6%-19.8%-9%-6.6%-3.4%
Rank within sector-----
Quartile
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%.
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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.
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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 high-
52 week low-
Current bid price-
Current offer price-
Current mid price1007.84
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
No data available.
Fund objective
No data available.
Benchmark
  • Bloomberg Commodity Ex-Precious Metals
Investment style
None
Investment method
Futures
Fund managers
NameSinceBiography
Maxime Panel01/12/2015
Compliance
UCITS V Compliant
Domicile
No data available.
Fund for sale in
France, United Kingdom
Theam Quant Raw Materials Income I Acc USD
Initial charge5%
Annual charge0.5%
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1077.25
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMQJG
Theam Quant Raw Materials Income I Dis USD
Initial charge5%
Annual charge0.5%
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1007.84
CurrencyUSD
Price updated30/07/2015
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFW3L
Theam Quant Raw Materials Income I H EUR
Initial charge-
Annual charge-
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price998.78
CurrencyEUR
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNCZH
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.