Fact sheet: Theam QuantEqUSGuru

Fund information
Fund name
Theam Quant Equity US Guru I Dis USD
Fund manager company
Theam
Fund type
Offshore Fund
Fund managers
  • Henri Fourniersince 09/10/2014
Fund objective
The sub-fund THEAM Quant - Equity US 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 North American market capitalizations selected according to the GURU™ selection methodology.
Benchmark
  • S & P 500 Composite
Investment style
None
Investment method
Shares
Quick stats
1 Year return
5.5%
1 Year rank in sector
35/37
Sector
FO Equity - North America
Yield
-
Fund size
£475m (£488m 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.
113
Top in this sector
Fund name1 Year
Sanlam FOUR US Div Inc43%
M&G Offshore North Am Div34.4%
La Mondiale American Equity27.9%
Lloyds North American26.8%
Legg Mason Nth America24.3%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • No data available.
  • Industrials18%
    Others13.9%
    Distributors13.6%
    Food, Beverages and Tobacco12.2%
    Building & Construction11.7%
  • US Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%6.6%2.1%5.5%--
Sector-0.4%7.2%8.8%13.4%30.7%85.1%
Rank within sector32 / 3921 / 3837 / 3735 / 37--
Quartile4th3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund0.3%-0.2%13.3%--
Sector8.2%-0.8%12.9%29.7%8.8%
Rank within sector35 / 37----
Quartile4th
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 high99.37
52 week low82.61
Current bid price94.36
Current offer price94.36
Current mid price-
Region
No data available.
Industry sector
1Industrials18%
2Others13.9%
3Distributors13.6%
4Food, Beverages and Tobacco12.2%
5Building & Construction11.7%
6Travel11.2%
7Health & Household6.9%
8Chemicals4.6%
9Technology4.6%
Asset type
1US Equities100%
Individual holdings
1VANTIV INC2.57%
2LENNOX INTERNATIONAL INC2.49%
3SABRE CORP2.47%
4HOME DEPOT INC2.38%
5LYONDELLBASELL INDUSTRIES NV2.38%
6GLOBAL PAYMENTS2.36%
7TYSON FOODS INC(DEL)2.17%
8CAMPBELL SOUP CO2.14%
9LOWES COMPANIES INC2.08%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Equity US 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 North American market capitalizations selected according to the GURU™ selection methodology.
Benchmark
  • S & P 500 Composite
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Henri Fournier09/10/2014Henri 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 Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Offshore
Theam Quant Equity US Guru C Dis 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 price92.59
Offer price92.59
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM7AE
Theam Quant Equity US Guru C EUR
Initial charge3%
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price109.47
Offer price109.47
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM21A
Theam Quant Equity US Guru C H 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 price113.54
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJWRI
Theam Quant Equity US Guru C USD
Initial charge3%
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price124.87
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJQ4B
Theam Quant Equity US Guru I Acc EUR
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 price142.64
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK4LC
Theam Quant Equity US Guru I Dis USD
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 price94.36
Offer price94.36
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeM7AF
Theam Quant Equity US Guru I H Acc EUR
Initial charge-
Annual charge0.65%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price167.63
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09NA
Theam Quant Equity US Guru I SEK
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 price106.95
Offer price106.95
Mid price-
CurrencySEK
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTSM
Theam Quant Equity US Guru I USD
Initial charge-
Annual charge0.65%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price185.53
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09NB
Theam Quant Equity US 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 price112.56
Offer price112.56
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN01A
Theam Quant Equity US Guru R Acc GBP
Initial charge3%
Annual charge0.85%
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 codeM7YA
Theam Quant Equity US Guru R Inc GBP
Initial charge3%
Annual charge0.85%
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 codeM7XZ
Data provided by

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