BNP THEAM - Absolute Alpha

Investment Objective

The objective of the fund is to increase the value of its assets over the medium term, through the use of quantitative investment strategies across different asset classes. In order to achieve its investment objective, the fund implements a strategy allocating its assets between different strategies by identifying single sources of return coming from market opportunities or inefficiencies across different asset classes and combining them within a balanced risk-adjusted portfolio. The fund will in particular be exposed to the equity, volatility, interest rates, foreign exchange and commodities market risk premia through, but not limited to, relative value, momentum, long-short, volatility and term structure strategies. The Sub-fund may however not be exposed to all of the aforementioned at all times. The Strategy will be implemented according to a Synthetic Replication Policy, through the conclusion of OTC Derivatives.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2018 0.1 0.4 0.8 0.3 0.3 0.4 0.9 0.9 0.6 0.9 0.0 0.0 0.9
2017 0.5 0.1 0.9 0.4 0.2 0.0 0.7 0.3 0.4 0.3 0.0 0.5 0.9

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