ODDO BHF Algo Trend Europe CR-EUR
Rating as of 31 January 2020
Europe Large-Cap Blend Equity
investment
horizon 60
Month
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.
Annual performances (rolling 12 months)
Calendar performance of the fund
NAV track record
| ODDO BHF Algo Trend Europe CR-EUR | |
|---|---|
| Initial NAV | 0.00 EUR |
| NAV 19/2/2020 | 134.57EUR |
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 01/03/2016
Benchmark Stoxx Europe 600 (Net Return)
Legal structure SICAV
ISIN codeLU1361561100
Bloomberg code TRDECRE LX
Currency EUR
Income allocation Capitalisation
DecimalisationOne-thousandth of a part
Subscription fees 5.00% maximum
Redemption feesnil
Management fees Annual rate of 1.40% 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 received by the Management Company 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
