Funds
HELIUM FUND - B
21/06/2021
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.
SRRI
NET ASSET
VALUE
VALUE
1125.98 €
PERFORMANCE
MTD
MTD
0.44%
AuM
646 Mios €
PERFORMANCE
YTD
YTD
3.4%
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartB
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | 6.5% | 7% | 12.6% |
| Annualized Performance | 6.5% | 2.3% | 1.9% |
| % positive months | 92.3% | 70.3% | 70.7% |
| Perf. Monthly Average | 0.5% | 0.2% | 0.2% |
| Annualized Volatility | 1.3% | 2.3% | 1.7% |
| Sharpe Ratio | 5.4 | 1.2 | 1.4 |
| Drawdown Max | -0.9% | -6.7% | -6.7% |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.41% | 0.50% | 0.46% | 0.57% | 0.98% | 2.94% | |||||||
| 2020 | 0.32% | -0.29% | -5.43% | 2.98% | 0.61% | 0.60% | 0.10% | 0.19% | 0.36% | -0.41% | 1.90% | 0.97% | 1.69% |
| 2019 | 0.70% | 0.24% | 0.13% | 0.31% | -0.07% | -0.01% | 0.26% | -0.03% | 0.14% | 0.20% | 0.22% | 0.44% | 2.54% |
| 2018 | 0.41% | -0.18% | -0.62% | -0.20% | 0.27% | -0.02% | -0.41% | 0.02% | -0.18% | -0.33% | 0.36% | -0.06% | -0.95% |
| 2017 | 0.03% | -0.08% | 0.16% | 0.38% | 0.32% | 0.34% | 0.12% | -0.01% | 0.16% | -0.20% | -0.37% | 0.06% | 0.91% |
| 2016 | 0.75% | 0.38% | 0.49% | 0.16% | 0.34% | 0.01% | 0.34% | 0.13% | 0.33% | -0.19% | 0.18% | 0.17% | 3.14% |
| 2015 | 0.35% | 0.06% | 0.25% | 0.06% | -0.62% | 0.71% | -0.14% | 0.66% | 1.31% |
INFORMATION ELEMENTS
| Inception | 24/04/2015 |
|---|---|
| FCP Structure | SICAV - UCITS |
| Volatility objective | Below 2% |
| Recommended investment period | 3 years minimum |
| Liquidity / NAV | Daily |
| Deadline | Every day before 5 pm CET |
| Senior Manager | Henri Jeantet |
| Code ISIN | LU0912261624 |
| Code Bloomberg | HELIUMB LX |
| SFDR | Article 6 |
| Base currency | EUR |
|---|---|
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 5 000 |
| Management fees | 1.75% |
| Performance fees | 15% High Water Mark |
| Hurdle | Libor EUR 1 month |
| Assignment result | Capitalization |