FOCUS FUNDS

ODDO BHF Algo Min Var

ODDO BHF Algo Min Var “Invest in European equities with lower volatility thanks to a robust and quantitative process”

ODDO BHF Algo Min Var seeks to outperform the MSCI Europe (NR) EUR index, with lower volatility, over an investment period of more than five years. This fund is could be adapted to all market environments according to us, but is all the more relevant in times of market uncertainties.

The fund strategy aims to exploit the minimum variance anomaly (the least volatile stocks tend to outperform the market average over the long term). Empirical results show that an investor may achieve a higher return for a given amount of risk by investing in low volatility stocks

There are two drivers of performance: we use our proprietary quantitative multifactor model (Algo 4 model, used since 2004) to identify our preferred stocks in terms of financial metrics and risks. We then do a minimum variance optimization in order to construct a diversified portfolio of large cap “defensive” stocks.

Annual performances (rolling 12 months)

Failing sufficient regulatory historical data, past performance cannot be published. For more fund details please click here