ODDO BHF Algo Trend Europe CI-EUR

Momentum ODDO BHF Algo Trend Europe CI-EUR Unit CI-EUR - EUR ISIN code : LU1361561365
Morningstar®
Rating as of 31 August 2019
Europe Large-Cap Blend Equity
NAV of the fund (million) 30.98 EUR NAV N-1 day 1231.43 EUR
NAV at 18/09/2019 1234.83 EUR YTD 20.30%
Risk/return scale 1 234567 12-month performance 6.05 %
Recommended
investment
horizon
60
Month
Annualized performance since inception 6.12 %

The strategy is based on a proprietary quantitative approach that has a multiyear live track record for various institutional and mutual fund portfolios. It combines the ideas of behavorial finance with momentum analysis. The aim is to identify stable, sustainable trends in individual stocks and construct a broadly diversified and risk-controlled portfolio with numerous small positions and many trends. Dedicated risk management is employed to manage portfolio risk actively and limit tracking error and beta.

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 Trend Europe CI-EUR
Initial NAV 0.00 EUR
NAV 18/9/2019 1234.83EUR

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 01/03/2016

Launch date of the share class 01/03/2016

Benchmark Stoxx Europe 600 (Net Return)

Legal structure SICAV

ISIN codeLU1361561365

Bloomberg code TRDECIE LX

Currency EUR

Income allocation Capitalisation

DecimalisationOne-thousandth of a part

Subscription fees 2.00% maximum

Redemption feesnil

Management fees Annual rate of 0.60% maximum, payable quarterly and calculated based on the average net assets of the compartment for the given month.

Performance fees 10% of the Sub-Fund's outperformance relative to the benchmark, provided that the Sub-Fund's performance is positive.

Transaction fees none

Management company ODDO BHF AM SAS

Custodian Caceis Bank Luxembourg (Luxembourg)

Administration and accounting Caceis Bank Lux

Subscriptions/ Redemptions4:00pm, D

NAV calculation frequency Daily

Stefan Braun
Portfolio manager & 19 years of experience
Karsten Seier
Portfolio manager & 19 years of experience
Documents