Funds
HELIUM FUND - I
30/06/2022
Syquant’s historical fund with a “very low volatility” profile, Helium Fund has an absolute performance strategy and 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
1132.18 €
PERFORMANCE
MTD
MTD
-0.85%
AuM
799 Mios €
PERFORMANCE
YTD
YTD
-2.67%
EVOLUTION OF THE FUND
ESTR
NAV HF.PartI
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | -1% | 6.2% | 13.2% |
| Annualized Performance | -1% | 2% | 1.9% |
| % positive months | 66.7% | 80.6% | 75.9% |
| Perf. Monthly Average | -0.1% | 0.2% | 0.2% |
| Annualized Volatility | 1.5% | 2.4% | 1.7% |
| Sharpe Ratio | -0.3 | 1.1 | 1.4 |
| Drawdown Max | -3.3% | -6.6% | -6.6% |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.00% | 0.21% | -0.69% | -0.51% | -0.85% | -1.83% | |||||||
| 2021 | 0.44% | 0.53% | 0.50% | 0.61% | 1.02% | 0.46% | 0.19% | 0.18% | 0.63% | 0.35% | 0.11% | 0.23% | 5.37% |
| 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 |
| SFDR | Article 6 |
| 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 | ESTR |
| Assignment result | Capitalization |