Funds
HELIUM FUND - B
20/04/2021
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
1108.04 €
PERFORMANCE
MTD
MTD
0.38%
AuM
605 Mios €
PERFORMANCE
YTD
YTD
1.75%
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartB
KEY FIGURES (rolling year)
1 year | 3 years | Launch | |
---|---|---|---|
Accumulated Performance | 7.2% | 5.5% | 10.8% |
Annualized Performance | 7.2% | 1.8% | 1.7% |
% positive months | 92.3% | 67.6% | 69.9% |
Perf. Monthly Average | 0.7% | 0.2% | 0.1% |
Annualized Volatility | 1.5% | 2.3% | 1.7% |
Sharpe Ratio | 5.0 | 1.0 | 1.2 |
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% | 1.37% | |||||||||
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 |
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 |