Investment Objective
The fund’s objective is to outperform the capitalised EONIA over a minimum investment horizon of five years. The investment process is based on three stages: 1) Screening of the securities making up the Stoxx Europe 600 index and SP500, eliminating securities with a low daily volume. 2) Classification of securities according to various criteria, such as momentum, risk and business ratios. 3) Filtering securities with too high a volatility level. Following these three stages, the fund will have on average 100 European securities and 100 US securities in its portfolio.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.8 | 0.5 | 0.0 | 0.0 | 0.8 | 0.7 | 0.3 | 0.5 | 0.1 | 0.6 | 0.5 | 0.9 | 0.5 | |
2022 | 0.5 | 0.3 | 0.7 | 1.0 | 0.6 | 1.0 | 1.0 | 1.0 | 0.9 | 1.0 | 0.5 | 1.0 | 0.6 |