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.
| session | 3 years | 5 years | 10 years | Launch | |
|---|---|---|---|---|---|
| Accumulated Performance | 3.5% | 8.8% | 8.2% | - | 6.2% |
| Annualized Performance | 3.5% | 2.8% | 1.6% | - | 0.9% |
| % positive months | 38.5% | 51.4% | 49.2% | - | 52.5% |
| Perf. Monthly Average | 0.2% | 0.3% | 0.1% | - | 0.1% |
| Annualized Volatility | 4.9% | 4.8% | 5.8% | - | 5.9% |
| Sharpe Ratio | - | 0.3 | 0.2 | - | 0.1 |
| Drawdown Max | -3.2% | -5.3% | -7.7% | - | -12.2% |
This is a marketing communication. Past performance is no guarantee of future performance. The investment presents a risk of capital loss. Before any investment, please refer to the risks and various costs of each share class available in the prospectus and the KIDs.
Performances since inception in %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.56% | 0.83% | 2.80% | 3.09% | |||||||||
| 2023 | -1.83% | -1.55% | 0.76% | -0.16% | -0.38% | 0.95% | -0.84% | -0.18% | -0.58% | 2.50% | -0.91% | 0.23% | -2.04% |
| 2022 | -1.54% | 0.35% | 2.16% | -0.68% | -1.15% | 1.94% | 0.98% | 0.90% | 0.05% | 0.86% | -0.43% | -0.03% | 3.39% |
| 2021 | 1.24% | 0.81% | 3.20% | 1.67% | 2.35% | -0.91% | 1.67% | -1.42% | 1.87% | 0.06% | -0.69% | 1.83% | 12.21% |
| 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% |
This is a marketing communication. Past performance is no guarantee of future performance. The investment presents a risk of capital loss. Before any investment, please refer to the risks and various costs of each share class available in the prospectus and the KIDs.
Information elements
| Inception | 22/09/2017 |
|---|---|
| Legal status | SICAV - UCITS |
| Volatility objective | 5% - 7% |
| Recommended investment period | 5 years |
| Liquidity / NAV | Weekly |
| Deadline | Thursday before 5 pm CET |
| Senior Manager | Olivier Leymarie |
| Code ISIN | LU1685858703 |
| Code Bloomberg | HEALAEC LX |
| SFDR | Article 8 |
| 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 | ESTR |
| Assignment result | Capitalization |