Fact sheet: Theam QntEqEurIncDef

Fund information

Fund name
Theam Quant Equity Europe Income Defensive I H Acc GBP
Fund company manager
Theam
Fund type
SIB
Fund manager(s)
Solène Deharbonnier
since 06/11/2014
Fund objective
The objective of the Sub-fund is to provide income and capital growth (i) by being exposed to a basket of high-dividend European equities and (ii) by implementing a systematic options strategy which aims at generating additional income and reducing risk by minimizing volatility in the Sub-fund.
Benchmark
No Specified Index
Investment style
Passive/Tracking
Investment method
Shares,Synthetic

Quick stats

1 Year return

8.89 %

1 Year rank in sector

215/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 1.3 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe ex UK
    100%
  • Europe ex UK Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.4 %-1.1 %8.89 %23.04 %0 %
Sector2.26 %5.71 %17.07 %33.25 %58.83 %
Rank within sector209 / 237230 / 233215 / 226 / /
Quartile th4 th4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund2.82 %8.61 %5.95 %0 %0 %
Sector11.83 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector228 / 23123 / 220163 / 203 / /
Quartile th4 th1 st4 th th th

Risk statistics

Alpha2.65
Beta0.51
Sharpe0.37
Volatility7.89
Tracking error7.81
Information ratio-0.09
R-Squared0.64

Price movement

52 week high123.32
52 week low108.8
Current bid price0
Current offer price0
Current mid price118.39

Holdings by region

  • 100% Europe ex UK

Holdings by sector

-

Holdings by asset type

  • 100% Europe ex UK Equities

Individual holdings

  • 4.55% TAYLOR WIMPEY PLC
  • 3.94% UPM-KYMMENE OYJ
  • 3.79% BAYERISCHE MOTOREN WERKE AG
  • 3.74% DAIMLER AG
  • 3.61% CENTRICA PLC
  • 3.48% INTERNATIONAL CONSOLIDATED AIRL GRP
  • 3.42% RENAULT(REGIE NATIONALE DES USINES)
  • 3.21% ROYAL MAIL PLC
  • 3.11% ACS ACTIV.CONSTR.Y SERV.
  • 2.67% TELENOR ASA