Theam quant funds
Equities investments are amongst investors favourite tools to generate growth and performance in their portfolios.
Our long-standing expertise in equity investment solutions has enabled us to develop a broad range of strategies, from long-only stock-picking, or single and multi factor investments to long-short, ESG or income orientated strategies, we aim to make the most of the asset class and cover all types of risk and diversification profiles.
High Conviction Strategies
Over the last century, some of the best and well-known asset managers – the financial markets “Gurus” – have learnt a great deal about how (and how not) to successfully invest in equities over the long-term.
Investment Gurus such as Warren Buffett or Peter Lynch have delivered high consistent performance over a long term period, thanks to investment principles based on economic common sense.
Inspired by their success, BNP Paribas has launched in 2008 an investment methodology directly linked to the Gurus’ approaches.
We call this strategy the GURU® strategy.
The Funds seek to achieve long term growth by investing in a selection of the largest listed companies in each fund’s own geographical universe. The selection process follows a rules-based, fundamental analysis and aims to identify investment candidates with the best economic profiles in each geographical universe.
“Its far better to buy a wonderful company at a fair price than a fair company at a wonderful price.” Warren Buffet
“A good business generates more cash than it consumes [..] Virtually certain to grow in value.” Benjamin Graham
“What makes a company more valuable tomorrow than it is today always comes down to earnings and assets. Especially earnings.” Peter Lynch
For the investors who wish to combine the features of all equity factors, we created the DEFI (Diversified Equity Factor Investing) funds range. These funds maintain an equal risk allocation to each of the 4 core equity factors, in addition to beta and tracking error controls with respect to market cap indices.
THEAM Quant Sustainable offer ambition is to track global benchmark series through a systematic approach integrating financial criteria and robust ESG framework, controversies and disputable activities monitoring, while focusing on Sustainable themes. Our SRI strategies are Europe Climate Care, Europe Climate Care Protection 90%, Europe Climate Carbon Offset Plan, World Climate Carbon Offset Plan, World Global Goals, and World Climate Navigator 90% Protected.
Single Factor Strategies
Operating in liquid European or US markets, our single-factor ETFs, launched in 2016 and 2017, enable more active managers to be invested in the factors they want to be exposed to and from which they wish to benefit.
For more details, please check the product pages which are accessible through the table at the bottom of this page.
Income and Defensive Strategies
Equity Income Defensive
In the current environment of persistently low interest rates, investors are struggling to find acceptable levels of return for their investments. The hunt for yield has typically been synonymous with an increased degree of risk which, for many investors, is often unacceptable.
BNP Paribas has developed an investment strategy which uses a rules-based method to select highly liquid non-financial companies. These are selected based on an analysis of their ability to pay high, recurring and sustainable dividends.
The objective of the THEAM Quant – Equity Income Defensive fund is to provide income and capital growth by being exposed to a basket of high-dividend equities and by implementing a systematic options strategy which aims at generating additional income and reducing risk. The strategy is available in a Eurozone version.
Equity Factor Defensive
Equity Factor Defensive combines a diversified investment into the main factors driving equity returns with a protection overlay.
The fund is a risk-balanced portfolio composed of four core equity factors – momentum, quality, low volatility and value – aiming to provide capital growth by being exposed to a basket of equities and by implementing a systematic options strategy which aims at reducing risk by minimizing volatility.
Volatility Dynamic Carry
The THEAM Quant – Dynamic Volatility Carry fund seeks to provide long volatility exposure during pronounced market stress scenarios, while exhibiting positive carry. The Fund is for qualified investors seeking an agile and efficient defensive solution that does not drag on portfolio returns. The Fund strategy is implemented systematically, and offers and optimized way of getting long exposure to VIX futures, while keeping a positive carry cost on the long run.
Europe Target Premium
US Premium Income
Equity Euro Long Dividends
Equity GURU® Long/Short
The THEAM Quant Equity GURU® Long Short Fund aims to increase the value of its assets over the medium term by being exposed to a diversified long/short equity basket, the components of which are chosen using a systematic selection method (based on a fundamental analysis of companies.
DEFI Market Neutral
For the more directional risk averse profiles who seek stable returns in various market conditions, we created DEFI Market Neutral.
The objective of the fund is to increase the value of its assets over the medium term by being exposed to a leveraged long/short dynamic basket of equities and futures listed on worldwide markets or operating on these markets, the components of which are chosen using a systematic selection method based on a fundamental analysis of companies.
This fund takes a long exposure to the four core equity factors, as well as short positions in regional market indices (S&P 500, EURO STOXX 50 and Nikkei 225). The weights of each exposure are adjusted in order to neutralise the aggregate beta versus the MSCI World Index. For more information, you can browse its dedicated website.
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|Funds||Investment theme||Asset Class||Style|
|THEAM Quant - Equity Europe GURU®||Equities||High Conviction|
|THEAM Quant - Equity Eurozone GURU®||Equities||High Conviction|
|THEAM Quant - Equity US GURU®||Equities||High Conviction|
|THEAM Quant - Equity World GURU®||Equities||High Conviction|
|THEAM Quant - Equity Euro Long Dividends||Defensive Strategies||Equities||Dividend|
|THEAM Quant - Equity Eurozone Income Defensive||Defensive Strategies / Income||Equities||Defensive / Income|
|THEAM Quant - Equity Europe DEFI||Factor Investing||Equities||Benchmarked|
|THEAM Quant - Equity Eurozone DEFI||Factor Investing||Equities||Benchmarked|
|THEAM Quant - Equity US DEFI||Factor Investing||Equities||Benchmarked|
|THEAM Quant - Equity World DEFI||Factor Investing||Equities||Benchmarked|
|BNP Paribas Easy Equity Dividend Europe ETF||Factor Investing||Equities||Dividend|
|BNP Paribas Easy Equity Low Vol Europe ETF||Factor Investing||Equities||Low Vol|
|BNP Paribas Easy Equity Low Vol US ETF||Factor Investing||Equities||Low Vol|
|BNP Paribas Easy Equity Momentum Europe ETF||Factor Investing||Equities||Momentum|
|BNP Paribas Easy Equity Quality Europe ETF||Factor Investing||Equities||Quality|
|BNP Paribas Easy Equity Value Europe ETF||Factor Investing||Equities||Value|
|BNP Paribas Easy ESG Growth Europe ETF||Factor Investing||Equities||Growth|
|THEAM Quant - Equity Europe Factor Defensive||Factor Investing / Defensive Strategies||Equities||Defensive|
|THEAM Quant - Equity Eurozone Factor Defensive||Factor Investing / Defensive Strategies||Equities||Defensive|
|THEAM Quant - Equity US Factor Defensive||Factor Investing / Defensive Strategies||Equities||Defensive|
|THEAM Quant - Equity Europe Target Premium||Income||Equities||Defensive / Income|
|THEAM Quant - Equity GURU® Long/Short||Liquid Alternatives||Equities||Long Short Equity|
|THEAM Quant - Dispersion US||Liquid Alternatives||Equities||Volatility Arbitrage|
|THEAM Quant - Equity US Premium Income||Liquid Alternatives / Income||Equities||Income|
|THEAM Quant - Equity World DEFI Market Neutral||Liquid Alternatives/ Factor Investing||Equities||Market Neutral|
|THEAM Quant - Equity World Global Goals||SRI Investing||Equities||Benchmarked|
|THEAM Quant Europe Climate Carbon Offset Plan||SRI Investing||Equities||Benchmarked|
|THEAM Quant - World Climate Carbon Offset Plan||SRI Investing||Equities||Benchmarked|
|THEAM Quant - Equity Europe Climate Care Protection 90%||SRI Investing||Equities||Protected|
|THEAM Quant - Equity Europe Climate Care||SRI Investing||Equities||Thematic|
|THEAM Quant Funds - Equity Global SDG Champions Protection 90%||SRI Investing||Equities||Protected|
|THEAM Quant Funds - Dynamic Volatility Carry||Defensive Strategies||Equities||Volatility Arbitrage|
|THEAM Quant - World Climate Navigator 90% Protected||SRI Investing||Equities||Protected|
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