ODDO BHF Algo Min Var CN-EUR (ex Oddo Vision CN-EUR)

Minimum variance ODDO BHF Algo Min Var CN-EUR (ex Oddo Vision CN-EUR) Unit CN-EUR - EUR ISIN code : FR0013280161
NAV of the fund (million) 113.8 EUR NAV N-1 day 106.29 EUR
NAV at 12/11/2019 106.40 EUR YTD 19.59%
Risk/return scale 1 234567 12-month performance 11.1 %
Recommended
investment
horizon
60
Month
Annualized performance since inception 5.54 %

The fund seeks to outperform the benchmark index, with lower volatility, over an investment period of more than five years. The fund strategy aims to exploit the minimum variance anomaly (the least volatile stocks tend to outperform the market average over the long term) by adding additional analysis: the use of specific financial criteria, sector diversification to correct the defensive bias and quantitative validation of securities.

Investors are reminded that past performance is not a reliable indication of future returns and is not constant over time.

Annual performances (rolling 12 months)

Calendar performance of the fund

NAV track record

ODDO BHF Algo Min Var CN-EUR (ex Oddo Vision CN-EUR)
Initial NAV 0.00 EUR
NAV 12/11/2019 106.40EUR

Performance analysis
Data as of

Annualised performance Cumulative performance
1 year 3 years 5 years Since inception 1 Month YTD 1 year 3 years 5 years Since inception

Failing sufficient regulatory historical data, past performance cannot be published.

Technical and risk indicators
Data as of

Annualised volatility
Portfolio Benchmark* Annualised Jensen's Alpha Sharpe ratio Information ratio Tracking error Beta Correlation coefficient
1 year
3 years
5 years

Failing sufficient regulatory historical data, past performance cannot be published.

Computing performance

* This is a synthetic indicator of risk and return: lower risk means a potentially lower return, and higher risk means a potentially higher return. The risk profile is not constant and may change over time.

Key features

Launch date of the fund 04/10/2013

Launch date of the share class 18/09/2018

Benchmark MSCI Europe (Net Return)

Legal structure FCP

ISIN codeFR0013280161

Bloomberg code ODBACNE FP

Currency EUR

Income allocation Capitalisation

DecimalisationOne-thousandth of a part

Subscription fees 4.00% maximum

Redemption feesnil

Management fees Up to 0.90% (inclusive of tax) of the net assets

Performance fees 10% (inclusive of taxes) of the Fund’s outperformance relative to the benchmark provided that the Fund’s performance is positive.

Transaction fees Transaction fees are listed in the prospectus and may be applied in addition to the fees shown above.

Management company ODDO BHF AM SAS

Custodian ODDO BHF SCA, France (Paris)

Administration and accounting EFA

Subscriptions/ Redemptions11:15am D

NAV calculation frequency Daily

Stefan Braun
Portfolio manager & 19 years of experience
Documents