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

8.4 %

1 Year rank in sector

182/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 168.0 m

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.05 %1.88 %8.4 %-12.94 %0 %
Sector0.93 %7.97 %15.24 %23.64 %79.37 %
Rank within sector150 / 217188 / 211182 / 205 / /
Quartile th3 rd4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund2.01 %11.26 %0 %0 %0 %
Sector9.7 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector196 / 21172 / 196 / / /
Quartile th4 th2 nd th th th

Risk statistics

Alpha-9.04
Beta0.77
Sharpe-0.01
Volatility10.96
Tracking error7.68
Information ratio-1.36
R-Squared0.57

Price movement

52 week high99.31
52 week low88.52
Current bid price0
Current offer price0
Current mid price95.81

Holdings by region

  • 100% USA

Holdings by sector

-

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 3.3% BEST BUY CO INC
  • 3.22% WYNDHAM WORLDWIDE
  • 2.91% HP INC
  • 2.62% EASTMAN CHEMICAL CO
  • 2.59% H & R BLOCK
  • 2.5% DELTA AIR LINES INC
  • 2.47% GENERAL MOTORS CO
  • 2.47% VALERO ENERGY CORP(NEW)
  • 2.33% LYONDELLBASELL INDUSTRIES NV
  • 2.32% EATON CORP PLC