Funds
HELIUM FUND - I
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
1124.74 €
PERFORMANCE
MTD
MTD
0.4%
AuM
605 Mios €
PERFORMANCE
YTD
YTD
1.89%
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartI
KEY FIGURES (rolling year)
1 year | 3 years | Launch | |
---|---|---|---|
Accumulated Performance | 7.6% | 6.9% | 12.5% |
Annualized Performance | 7.6% | 2.2% | 2.2% |
% positive months | 92.3% | 75.7% | 76.9% |
Perf. Monthly Average | 0.7% | 0.2% | 0.2% |
Annualized Volatility | 1.5% | 2.3% | 1.8% |
Sharpe Ratio | 5.4 | 1.2 | 1.5 |
Drawdown Max | -0.8% | -6.6% | -6.6% |
PERFORMANCE SINCE INCEPTION IN %
January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | 0.44% | 0.53% | 0.50% | 1.48% | |||||||||
2020 | 0.36% | -0.26% | -5.38% | 3.03% | 0.65% | 0.65% | 0.15% | 0.23% | 0.41% | -0.36% | 1.87% | 1.01% | 2.16% |
2019 | 0.62% | 0.37% | 0.17% | 0.26% | -0.03% | 0.03% | 0.29% | 0.01% | 0.17% | 0.24% | 0.25% | 0.48% | 2.92% |
2018 | 0.45% | -0.14% | -0.57% | -0.15% | 0.31% | 0.04% | -0.37% | 0.07% | -0.14% | -0.29% | 0.41% | -0.01% | -0.42% |
2017 | 0.06% | -0.04% | 0.21% | 0.42% | 0.36% | 0.39% | 0.15% | 0.03% | 0.20% | -0.16% | -0.33% | 0.10% | 1.38% |
2016 | 0.79% | 0.42% | 0.53% | 0.21% | 0.38% | 0.04% | 0.38% | 0.17% | 0.38% | -0.15% | 0.21% | 0.22% | 3.62% |
2015 | 0.36% | 0.36% |
INFORMATION ELEMENTS
Inception | 18/12/2015 |
---|---|
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 | LU1334564140 |
Code Bloomberg | HFHFICP LX |
Base currency | EUR |
---|---|
Domicile | Luxembourg |
Administrator | CACEIS Bank Luxembourg |
Auditor | Deloitte & Touche |
Minimum initial subscription | EUR 100 000 |
Management fees | 1.25% |
Performance fees | 15% High Water Mark |
Hurdle | Libor EUR 1 month |
Assignment result | Capitalization |