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

9.14 %

1 Year rank in sector

182/206

Sector

FO Equity - USA

Yield
-
Fund size

£ 135.0 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
Fund5.45 %2.47 %9.14 %-8.64 %0 %
Sector2.79 %4.48 %15.69 %21.37 %67.7 %
Rank within sector9 / 218164 / 212182 / 206 / /
Quartile th1 st4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund3.83 %11.26 %0 %0 %0 %
Sector9.95 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector174 / 21172 / 195 / / /
Quartile th4 th2 nd th th th

Risk statistics

Alpha-9.11
Beta0.77
Sharpe-0.01
Volatility10.94
Tracking error7.69
Information ratio-1.37
R-Squared0.57

Price movement

52 week high99.31
52 week low89.28
Current bid price0
Current offer price0
Current mid price97.52

Holdings by region

  • 100% USA

Holdings by sector

-

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 2.98% SCRIPPS NETWORKS INTERACTIVE INC
  • 2.79% HP INC
  • 2.68% WYNDHAM WORLDWIDE
  • 2.63% EASTMAN CHEMICAL CO
  • 2.63% VALERO ENERGY CORP(NEW)
  • 2.57% LYONDELLBASELL INDUSTRIES NV
  • 2.54% GILEAD SCIENCES INC
  • 2.52% GENERAL MOTORS CO
  • 2.46% BEST BUY CO INC
  • 2.38% H & R BLOCK