Investment Objective
The THEAM Quant - Multi Asset Diversified Fund aims to offer absolute performance decorrelated from traditional asset classes, while respecting a volatility limit of 10%. The investment universe is composed of four asset classes (equities, fixed income, commodities and real estate), selected with the objective to maximize portfolio diversification. The allocation within the strategy is determined by using an optimization model, that aims to maximize the portfolio’s expected return while controlling its volatility.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.7 | 0.4 | 0.5 | 0.2 | 1.0 | 0.5 | 0.2 | 0.5 | 0.1 | 0.5 | 0.3 | 0.4 | 0.5 | |
| 2019 | 0.1 | 0.3 | 0.5 | 0.2 | 0.8 | 0.9 | 0.8 | 0.4 | 0.4 | 0.9 | 0.2 | 0.6 | 0.7 |
