ODDO BHF Algo Trend Eurozone DRw-EUR
investment
horizon 60
Month
ODDO BHF Algo Trend Eurozone systematically invests in equities from the Eurozone. The fund utilizes our proprietary quantitative trend following investment approach. It combines high-quality trend investing with a strict risk management process. This eventually results in a diversified and risk-controlled portfolio with a basket of different trends.
Annual performances (rolling 12 months)
Calendar performance of the fund
NAV track record
ODDO BHF Algo Trend Eurozone DRw-EUR | |
---|---|
Initial NAV | 0.00 EUR |
NAV 7/4/2021 | 110.53EUR |
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.
Key features
Launch date of the fund 01/03/2016
Launch date of the share class 18/11/2020
Benchmark 100% Euro Stoxx (Net return)
Legal structure SICAV
ISIN codeLU1361561282
Bloomberg code TRDEDRE LX
Currency EUR
Income allocation Distributed
DecimalisationOne-thousandth of a part
Subscription fees 5.00% maximum
Redemption feesnil
Management fees Annual rate of 1.60% maximum, payable quarterly and calculated based on the average net assets of the compartment for the given month.
Performance fees N/A
Transaction fees received by the Management Company none
Management company ODDO BHF AM SAS
Custodian Caceis Bank Luxembourg (Luxembourg)
Administration and accounting Caceis Bank Lux
Subscriptions/ Redemptions12:00pm, D
NAV calculation frequency Daily