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

Minimum variance ODDO BHF Algo Min Var CR-EUR (ex Oddo Vision CR-EUR) Unit CR-EUR - EUR ISIN code : FR0011570613
Morningstar®
Rating as of 31 August 2019
Europe Large-Cap Blend Equity
NAV of the fund (million) 113.48 EUR NAV N-1 day 155.06 EUR
NAV at 18/09/2019 155.32 EUR YTD 16.34%
Risk/return scale 1 234567 12-month performance 3.75 %
Recommended
investment
horizon
60
Month
Annualized performance since inception 7.67 %

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 CR-EUR (ex Oddo Vision CR-EUR)
Initial NAV 0.00 EUR
NAV 18/9/2019 155.32EUR

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 04/10/2013

Benchmark MSCI Europe (Net Return)

Legal structure FCP

ISIN codeFR0011570613

Bloomberg code ODINVEU FP

Currency EUR

Income allocation Capitalisation

DecimalisationOne-thousandth of a part

Subscription fees 4.00% maximum

Redemption feesnil

Management fees Up to 1.50% (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