Funds
HELIUM FUND - F
30/11/2020
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
1011.05 €
PERFORMANCE
MTD
MTD
1.91%
AuM
558 Mios €
PERFORMANCE
YTD
YTD
1.11%
EVOLUTION OF THE FUND
Libor 1 month
NAV HF.PartF
KEY FIGURES (rolling year)
| 1 year | 3 years | Launch | |
|---|---|---|---|
| Accumulated Performance | - | - | 1.1% |
| Annualized Performance | - | - | - |
| % positive months | - | - | 77.8% |
| Perf. Monthly Average | - | - | 0.1% |
| Annualized Volatility | - | - | 4.6% |
| Sharpe Ratio | - | - | - |
| Drawdown Max | - | - | -6.4% |
PERFORMANCE SINCE INCEPTION IN %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -5.46% | 3.05% | 0.67% | 0.67% | 0.16% | 0.25% | 0.42% | -0.35% | 1.91% | 1.11% |
INFORMATION ELEMENTS
| Inception | 03/03/2020 |
|---|---|
| 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 | LU1991442788 |
| Code Bloomberg | HELFDFE LX |
| FCP Structure | SICAV - UCITS |
|---|---|
| Base currency | EUR |
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 50 000 000 |
| Management fees | 1.05% |
| Performance fees | 15% High Water Mark |
| Assignment result | Capitalization |