BNP THEAM Quant - Multi Asset Diversified

Overview

Fund Strategy Managed Futures
Fund Geography Global
Investment Advisor BNP Paribas Investment Partners
Portfolio Manager Solene Deharbonnier
Fund Currency EUR
Fund AUM €178.9m
Fund AUM (GBP) £156m
Fund AUM as of 31 December 2018
Fund Inception 01 February 2008
Fund Indices AH Managed Futures UCITS Index

Fund 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.

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