Funds
HELIUM FUND - B Cl
02/04/2020
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
969.18 €
PERFORMANCE
YTD
YTD
-5.35%
AuM
559 Mios €
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartB Cl
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | -3.8% | 0% | -3.1% |
| Annualized Performance | -3.8% | 0% | -1.4% |
| % positive months | 69.2% | 0% | 60.7% |
| Perf. Monthly Average | -0.3% | 0% | -0.1% |
| Annualized Volatility | 3.4% | 0% | 2.4% |
| Sharpe Ratio | -1.0 | 0.0 | -0.4 |
| Drawdown Max | -6.6% | 0% | -6.6% |
| RoMAD | 0.0 | 0.0 | 0.0 |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.35% | -0.26% | -5.38% | -5.29% | |||||||||
| 2019 | 0.62% | 0.37% | 0.17% | 0.27% | -0.03% | 0.03% | 0.29% | 0.01% | 0.17% | 0.24% | 0.25% | 0.48% | 2.89% |
| 2018 | 0.43% | -0.14% | -0.58% | -0.15% | 0.31% | 0.03% | -0.37% | 0.06% | -0.14% | -0.30% | 0.40% | -0.02% | -0.48% |
INFORMATION ELEMENTS
| Inception | 29/12/2017 |
|---|---|
| Volatility objective | Below 2% |
| Comparison element | Libor EUR 1 month |
| Recommended investment period | 3 years minimum |
| Liquidity / NAV | Daily |
| Deadline | Every day before 5 pm CET |
| Senior Manager | Henri Jeantet |
| Code ISIN | LU1734046201 |
| Code Bloomberg | HELBCLE LX |
| FCP Structure | SICAV - UCITS |
|---|---|
| Base currency | EUR |
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 5 000 |
| Management fees | 1.25% |
| Performance fees | 15% High Water Mark |
| Assignment result | Capitalization |