Funds
HELIUM ALPHA - B
31/07/2020
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
955.22 €
PERFORMANCE
YTD
YTD
0.55%
AuM
14 Mios €
EVOLUTION OF THE FUND
Libor 1 month
NAV HA.PartB
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | -2.5% | - | -4.5% |
| Annualized Performance | -2.5% | - | -1.6% |
| % positive months | 41.7% | - | 51.4% |
| Perf. Monthly Average | -0.2% | - | -0.1% |
| Annualized Volatility | 8.3% | - | 6.7% |
| Sharpe Ratio | -0.2 | - | -0.2 |
| Drawdown Max | -6% | - | -11.4% |
| RoMAD | - | - | - |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 1.26% | -1.04% | -1.22% | 0.87% | 0.23% | -0.71% | 0.56% | -0.08% | |||||
| 2019 | 2.30% | 1.36% | 0.36% | -1.69% | 0.11% | -0.14% | 0.00% | -0.69% | -0.63% | -0.55% | 1.29% | -1.17% | 0.47% |
| 2018 | 0.74% | -1.59% | -0.40% | 1.11% | 0.13% | -1.91% | 0.22% | 0.14% | 0.02% | -2.22% | -3.15% | -0.56% | -7.37% |
| 2017 | 0.54% | 0.85% | -0.36% | 1.62% | 2.66% |
INFORMATION ELEMENTS
| Inception | 22/09/2017 |
|---|---|
| Volatility objective | 5% - 7% |
| Comparison element | Libor EUR 1 month |
| Recommended investment period | 3 years |
| Liquidity / NAV | Weekly |
| Deadline | Thursday before 5 pm CET |
| Senior Manager | Olivier Leymarie |
| Code ISIN | LU1685859180 |
| Code Bloomberg | HEALBEC LX |
| FCP Structure | SICAV - UCITS |
|---|---|
| Base currency | EUR |
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 5 000 |
| Management fees | 2.00% |
| Performance fees | 20% High Water Mark |
| Assignment result | Capitalization |