Fact sheet: Theam QuantEqUSIncDef

Fund information
Fund name
Theam Quant Equity US Income Defensive I Inc USD
Fund manager company
Theam
Fund type
Offshore Fund
Fund managers
  • Maxime Panelsince 01/12/2015
Fund objective
The sub-fund THEAM Quant - Equity US Income Defensive of THEAM Quant SICAV aims at increasing the value of its assets over the medium term by being exposed to a basket of high-dividend U.S. equities. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
4.3%
1 Year rank in sector
167/207
Sector
FO Equity - USA
Yield
-
Fund size
£91m (£88m 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.
86
Top in this sector
Fund name1 Year
T. Rowe Price USLgeCapValEq37.4%
Dodge & Cox US Stk34.3%
Vanguard USEqIndxComnCntr33.9%
Hermes US SMID Equity33.8%
Pictet USA Index33.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%4.4%2.2%4.3%--
Sector-0.5%4.3%5.9%6.5%22.5%84.4%
Rank within sector140 / 220103 / 217196 / 212167 / 207--
Quartile3rd2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund5.9%----
Sector4.9%-1.6%10.7%31.8%10.2%
Rank within sector86 / 210----
Quartile2nd
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 high92.42
52 week low81.39
Current bid price-
Current offer price-
Current mid price90.76
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1ATT INC2.85%
2NU SKIN ENTERPRISES INC2.73%
3INTERNATIONAL BUS MACH CORP2.64%
4EATON CORP PLC2.63%
5SCRIPPS NETWORKS INTERACTIVE INC2.62%
6VIACOM INC2.57%
7TRINITY INDUSTRIES INC2.54%
8VERIZON COMMUNICATIONS INC2.51%
9SEAGATE TECHNOLOGY PLC2.41%
Management
Fund manager group
Theam
Fund manager company
Theam
Fund type
Offshore Fund
Fund objective
The sub-fund THEAM Quant - Equity US Income Defensive of THEAM Quant SICAV aims at increasing the value of its assets over the medium term by being exposed to a basket of high-dividend U.S. equities. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Maxime Panel01/12/2015
Compliance
Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Offshore
Theam Quant Equity US Income Defensive C Acc 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 price97.56
Offer price97.56
Mid price-
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRAB
Theam Quant Equity US Income Defensive C Acc 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 price95.19
Offer price95.19
Mid price-
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFR9Z
Theam Quant Equity US Income Defensive C Dis 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 price91.67
Offer price91.67
Mid price-
CurrencyEUR
Price updated21/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM7AD
Theam Quant Equity US Income Defensive C Inc 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 price92.26
Offer price92.26
Mid price-
CurrencyUSD
Price updated21/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFRAA
Theam Quant Equity US Income Defensive I Acc USD
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.43
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIWA
Theam Quant Equity US Income Defensive I C Acc EUR
Initial charge-
Annual charge0.54%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.28
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKW9R
Theam Quant Equity US Income Defensive I H Acc EUR
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.45
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFL8C
Theam Quant Equity US Income Defensive I Inc USD
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price90.76
CurrencyUSD
Price updated21/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeM6BJ
Data provided by

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