ODDO BHF Algo Trend Eurozone CR-EUR
Rating as of 30 November 2020
Europe Large-Cap Blend Equity
investment
horizon 60
Month
ODDO BHF Algo Trend Eurozone systematically invests in equities from the Eurozone. The fund utilizes our proprietary quantitative trend following investment approach. It combines high-quality trend investing with a strict risk management process. This eventually results in a diversified and risk-controlled portfolio with a basket of different trends.
Annual performances (rolling 12 months)
Calendar performance of the fund
NAV track record
ODDO BHF Algo Trend Eurozone CR-EUR | |
---|---|
Initial NAV | 0.00 EUR |
NAV 20/4/2021 | 135.04EUR |
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 100% Euro Stoxx (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/ Redemptions12:00pm, D
NAV calculation frequency Daily