Fact sheet: Theam QuantEqUSIncDef

Fund information

Fund name
Theam Quant Equity US Income Defensive I Inc USD
Fund company manager
Theam
Fund type
SIB
Fund manager(s)
Maxime Panel
since 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

10.48 %

1 Year rank in sector

183/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 132.7 m

FE Risk score

110

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.02 %3.72 %10.48 %-1.67 %0 %
Sector2.41 %8.08 %17.63 %32.81 %74.17 %
Rank within sector204 / 216187 / 212183 / 205 / /
Quartile th4 th4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund4.97 %11.26 %0 %0 %0 %
Sector12.47 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector184 / 20873 / 193 / / /
Quartile th4 th2 nd th th th

Risk statistics

Alpha-6.48
Beta0.76
Sharpe-0.01
Volatility10.82
Tracking error7.7
Information ratio-1.07
R-Squared0.56

Price movement

52 week high99.82
52 week low89.28
Current bid price0
Current offer price0
Current mid price98.59

Holdings by region

  • 100% USA

Holdings by sector

-

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 2.88% GILEAD SCIENCES INC
  • 2.79% HP INC
  • 2.74% EASTMAN CHEMICAL CO
  • 2.73% SCRIPPS NETWORKS INTERACTIVE INC
  • 2.63% ABBVIE INC
  • 2.63% VALERO ENERGY CORP(NEW)
  • 2.62% LYONDELLBASELL INDUSTRIES NV
  • 2.6% GENERAL MOTORS CO
  • 2.42% VERIZON COMMUNICATIONS INC
  • 2.35% WYNDHAM WORLDWIDE