GOAL ABSOLUTE PERFORMANCE

FUNDS WITH DIFFERENTIATED RISK PROFILES

GOAL ABSOLUTE PERFORMANCE

GOAL ABSOLUTE PERFORMANCE

Funds

HELIUM FUND - A

29/11/2019

Syquant’s historical fund with a “very low volatility” profile, Helium Fund has an objective to realize an absolute performance with a low correlation to equity markets.

The fund focuses on merger arbitrage and other event driven strategies across both Europe and North America.

A highly diversified portfolio, the Helium Fund adheres to strict risk management constraints.

NET ASSET
VALUE
1648.90
PERFORMANCE
YTD
2.26%
AuM
595 Mios

EVOLUTION OF THE FUND

Libor 1 month
NAV HF.PartA

KEY FIGURES (rolling year)

1 year 3 years Launch
Accumulated Performance 2.2% 3% 64.9%
Annualized Performance 2.2% 1% 3.6%
% positive months 75% 66.7% 79.3%
Perf. Monthly Average 0.2% 0.1% 0.3%
Annualized Volatility 0.8% 0.9% 1.6%
Sharpe Ratio 3.4 1.6 2.1
Drawdown Max -0.4% -1.5% -1.7%
RoMAD 6.0 0.7 2.1

PERFORMANCE SINCE INCEPTION IN %

January February March April May June July August September October November December Ytd Perf%
2019 0.61% 0.36% 0.15% 0.28% -0.05% 0.01% 0.27% -0.01% 0.15% 0.22% 0.24% 2.26%
2018 0.43% -0.16% -0.59% -0.17% 0.29% 0.01% -0.39% 0.04% -0.16% -0.31% 0.38% -0.05% -0.68%
2017 0.05% -0.05% 0.18% 0.40% 0.34% 0.37% 0.14% 0.01% 0.18% -0.18% -0.35% 0.08% 1.16%
2016 0.77% 0.40% 0.52% 0.19% 0.36% 0.02% 0.36% 0.15% 0.36% -0.17% 0.20% 0.20% 3.41%
2015 0.51% 1.04% 0.46% 0.54% 0.38% 0.10% 0.29% 0.09% -0.59% 0.75% -0.11% 0.70% 4.24%
2014 0.38% 0.42% -0.09% 0.08% 0.26% 0.19% 0.35% 0.02% 0.20% -0.49% 0.49% 0.77% 2.60%
2013 0.21% 0.27% 0.44% 0.40% 0.43% -0.64% 0.45% 0.16% 0.35% 0.28% 0.15% 0.58% 3.12%
2012 0.32% 0.61% 0.65% 0.69% -0.48% 0.39% -0.13% 0.32% -0.03% -0.09% 0.12% 0.37% 2.77%
2011 1.35% 0.94% 0.58% 0.50% 0.38% 0.10% 0.21% -1.03% 0.28% 1.46% -0.77% 0.26% 4.31%
2010 0.61% -0.36% -0.09% -0.03% 0.15% 0.46% 0.63% 0.38% 0.48% 0.17% -0.09% 1.55% 3.91%
2009 0.21% 0.67% 0.58% 1.07% 1.21% 1.07% 1.23% -0.09% 0.67% 0.88% 0.27% 1.01% 9.13%
2008 0.18% 0.56% 0.13% 0.46% 0.53% 0.42% 0.75% 0.31% 0.16% 0.24% 0.49% 0.76% 5.10%
2007 2.01% 0.80% 1.00% 0.82% 0.78% 0.34% -1.11% -0.24% 0.47% 0.65% -0.47% 0.33% 5.49%
2006 0.96% 0.16% 0.62% 0.60% -1.72% 0.32% 0.53% 0.59% 0.65% 0.91% 0.68% 0.93% 5.32%
2005 -0.01% -0.86% -0.87%

INFORMATION ELEMENTS

Inception 23/08/2019
Volatility objective Below 2%
Comparison element Libor EUR 1 month
Recommended investment period 3 years minimum
Liquidity / NAV Weekly
Deadline Thursday before 5 pm CET
Senior Manager Henri Jeantet
Code ISIN LU0912261541
Code Bloomberg HELIUMF LX
FCP Structure SICAV - UCITS
Base currency EUR
Domicile Luxembourg
Administrator CACEIS Bank Luxembourg
Auditor Deloitte & Touche
Minimum initial subscription EUR 50 000
Management fees 1.50%
Performance fees 15% with High Water Mark
Assignment result Capitalization

INVESTOR RELATIONS

Carl Dunning-Gribble
Head of sales and marketing
T: +331 42 56 56 28

Julien Vanlerberghe, CFA
Product specialist
T: +331 42 56 56 32