ODDO BHF Algo Europe DRw-EUR

Multifactor ODDO BHF Algo Europe DRw-EUR Unit DRw-EUR - EUR ISIN code : DE000A2JJ107
NAV of the fund (million) 204.53 EUR NAV N-1 day 94.37 EUR
NAV at 06/07/2020 95.62 EUR YTD -15.44%
Risk/return scale 1 234567 12-month performance -10.05 %
Annualized performance since inception -9.45 %

ODDO BHF Algo Europe invests in the equity securities of European companies. The security selection process is based on a proprietary quantitative approach (Algo 5), that considers the fundamental data of stocks in the STOXX Europe 600 index in regard to valuation, momentum, risk, growth and earnings revisions. The portfolio is comprised of the best stocks in these categories and is reviewed regularly. The investment policy aims for longer-term capital appreciation. ODDO BHF Algo Europe can be used for diversification by investors with an aggressive investment strategy, who want to capture the potential of the total European equity market via a first class equity portfolio.

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 Europe DRw-EUR
Initial NAV 0.00 EUR
NAV 6/7/2020 95.62EUR

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 29/07/1992

Launch date of the share class 09/10/2019

Benchmark 100% Stoxx Europe 600

Legal structure OGAW Sondervermögen

ISIN codeDE000A2JJ107

Bloomberg code ODBDRWE GR

Currency EUR

Income allocation Distributed

DecimalisationOne-thousandth of a part

Subscription fees 5.00% maximum

Redemption feesnil

Management fees 1.50% p.a.

Performance fees N/A

Transaction fees received by the Management Company none

Management company ODDO BHF AM GmbH

Custodian Bank of New York Mellon SA/NV Ndl Frankfurt

Administration and accounting ODDO BHF AM GmbH

Subscriptions/ Redemptions2:00pm, D

NAV calculation frequency Daily

Dr. Carsten Große-Knetter
Global Head of Quantitative Equities & 26 years of experience
Thierry Misamer
Portfolio manager & 20 years of experience