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
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

5.11 %

1 Year rank in sector

197/208

Sector

FO Equity - USA

Yield
-
Fund size

£ 148.4 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.93 %-2.24 %5.11 %-13.72 %0 %
Sector-0.24 %3.6 %12.89 %23.47 %70.9 %
Rank within sector192 / 219192 / 214197 / 208 / /
Quartile th4 th4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund0.51 %11.26 %0 %0 %0 %
Sector8.78 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector195 / 21373 / 197 / / /
Quartile th4 th2 nd th th th

Risk statistics

Alpha-8.73
Beta0.77
Sharpe-0.01
Volatility10.92
Tracking error7.68
Information ratio-1.35
R-Squared0.57

Price movement

52 week high99.31
52 week low89.23
Current bid price0
Current offer price0
Current mid price94.4

Holdings by region

  • 100% USA

Holdings by sector

-

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 2.85% WYNDHAM WORLDWIDE
  • 2.78% BEST BUY CO INC
  • 2.7% EASTMAN CHEMICAL CO
  • 2.68% H & R BLOCK
  • 2.64% DELTA AIR LINES INC
  • 2.63% VALERO ENERGY CORP(NEW)
  • 2.62% HP INC
  • 2.49% GENERAL MOTORS CO
  • 2.43% LYONDELLBASELL INDUSTRIES NV
  • 2.34% SCRIPPS NETWORKS INTERACTIVE INC