Funds
HELIUM ALPHA - A
17/09/2021
Launched in September 2017, the Helium Alpha fund relies on a quantitative equity long/short hybrid strategy, also called Quantamental which combines quantitative and fundamental portfolio management approaches.
Invested in Europe, Helium Alpha is an absolute performance fund moderately correlated with the equity markets.
SRRI
NET ASSET
VALUE
VALUE
1011.81 €
PERFORMANCE
MTD
MTD
1.64%
AuM
15 Mios €
PERFORMANCE
YTD
YTD
10.62%
EVOLUTION OF THE FUND
Libor 1 month
NAV HA.PartA
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | 5.3% | - | 1.2% |
| Annualized Performance | 5.3% | - | 0.3% |
| % positive months | 61.5% | - | 55.1% |
| Perf. Monthly Average | 0.4% | - | - |
| Annualized Volatility | 5.7% | - | 6.4% |
| Sharpe Ratio | 1.0 | - | 0.1 |
| Drawdown Max | -4.8% | - | -12.2% |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 1.24% | 0.81% | 3.20% | 1.67% | 2.35% | -0.91% | 1.67% | -1.42% | 8.84% | ||||
| 2020 | 1.31% | -1.00% | -1.18% | 0.92% | 0.27% | -0.67% | 0.62% | -1.31% | 0.08% | -1.48% | -1.83% | -1.30% | -5.48% |
| 2019 | 2.34% | 1.41% | 0.41% | -1.65% | 0.16% | -0.10% | 0.04% | -0.64% | -0.59% | -0.50% | 1.33% | -1.12% | 1.02% |
| 2018 | 0.78% | -1.54% | -0.35% | 1.12% | 0.11% | -1.83% | 0.26% | 0.19% | 0.06% | -2.18% | -3.10% | -0.45% | -6.81% |
| 2017 | 0.56% | 0.88% | -0.33% | 1.66% | 2.79% |
INFORMATION ELEMENTS
| Inception | 22/09/2017 |
|---|---|
| FCP Structure | SICAV - UCITS |
| Volatility objective | 5% - 7% |
| Recommended investment period | 3 years |
| Liquidity / NAV | Weekly |
| Deadline | Thursday before 5 pm CET |
| Senior Manager | Olivier Leymarie |
| Code ISIN | LU1685858703 |
| Code Bloomberg | HEALAEC LX |
| SFDR | Article 6 |
| Base currency | EUR |
|---|---|
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 50 000 |
| Management fees | 1.50% |
| Performance fees | 20% High Water Mark |
| Hurdle | Libor EUR 1 month |
| Assignment result | Capitalization |