BNP THEAM Quant - Multi Asset Diversified

Investment Objective

The THEAM Quant - Multi Asset Diversified Fund aims to offer absolute performance decorrelated from traditional asset classes, while respecting a volatility limit of 10%. The investment universe is composed of four asset classes (equities, fixed income, commodities and real estate), selected with the objective to maximize portfolio diversification. The allocation within the strategy is determined by using an optimization model, that aims to maximize the portfolio’s expected return while controlling its volatility.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.4 0.3 0.3 0.1 0.3 0.3 1.0 0.8 0.3 0.8 1.0 0.5 0.8
2018 0.6 0.1 0.0 0.4 0.2 0.7 0.5 0.3 0.6 0.3 0.5 0.8 0.9

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.