ODDO BHF Algo Emerging Markets CR-EUR
investment
horizon 60
Month
ODDO BHF Algo Emerging markets is a systematic equity fund, which uses Algo 5, our proprietary quantitative multi factor model, to invest in Emerging Markets equities. The Algo 5 model selects equities based on five different factors: Valuation, Momentum, Risk, Growth and Analyst revisions. The portfolio is comprised of the best stocks from every strategy and the weights of each factor strategy. This approach leads to a broadly diversified and risk-controlled portfolios, with a limited tracking error. The fund manager makes no discretionary investment decisions but are continuously reviewing the model inputs and outputs to ensure data quality and sufficient liquidity.
Annual performances (rolling 12 months)
Calendar performance of the fund
NAV track record
ODDO BHF Algo Emerging Markets CR-EUR | |
---|---|
Initial NAV | 0.00 EUR |
NAV 14/4/2021 | 222.93EUR |
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 19/11/1993
Launch date of the share class 19/11/1993
Benchmark MSCI Emerging Markets NR
Legal structure FCP
ISIN codeFR0007475843
Bloomberg code CFGASSD FP
Currency EUR
Income allocation Capitalisation
DecimalisationFull Part
Subscription fees 4.00% maximum
Redemption feesnil
Management fees Up to 1.75% of net assets, inclusive of tax
Performance fees 20% of the Fund's outperformance relative to the benchmark index provided that the Fund's performance is positive.
Transaction fees received by the Management Company none
Management company ODDO BHF AM SAS
Custodian Société Générale Securities Services, France (Paris)
Administration and accounting SGSS Net Asset Value Paris
Subscriptions/ Redemptions11:15am D+1
NAV calculation frequency Daily