Funds
HELIUM FUND - B Cl
03/03/2021
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
1056.81 €
PERFORMANCE
MTD
MTD
0.09%
AuM
592 Mios €
PERFORMANCE
YTD
YTD
1.07%
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartB Cl
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | 3.1% | - | 5.7% |
| Annualized Performance | 3.1% | - | 1.8% |
| % positive months | 84.6% | - | 71.8% |
| Perf. Monthly Average | 0.3% | - | 0.1% |
| Annualized Volatility | 3.8% | - | 2.2% |
| Sharpe Ratio | 1.0 | - | 1.0 |
| Drawdown Max | -6.4% | - | -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% | 0.97% | ||||||||||
| 2020 | 0.35% | -0.26% | -5.38% | 3.03% | 0.65% | 0.64% | 0.14% | 0.23% | 0.40% | -0.37% | 1.87% | 1.00% | 2.12% |
| 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 |
|---|---|
| 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 | LU1734046201 |
| Code Bloomberg | HELBCLE LX |
| 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 |
| Hurdle | Libor EUR 1 month |
| Assignment result | Capitalization |