Theam quant funds
THEAM Quant - Alpha Commodity
Alpha Commodity offers absolute return from 3 sources of commodity alpha: curve, momentum & backwardation
Objective:
The Alpha Commodity Fund’s objective (the “Fund”) is to generate absolute performance.
This performance is generated thanks to a synthetic exposure to a portfolio of quantitative strategies aiming at benefiting from key Commodity markets’ specificities.
Key points:
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Firstly, access, on a pure-Alpha basis, to similar Commodity Alpha sources as the ones used by our flagship in-house commodity strategy, BNP Paribas® Oscillator Commodity strategy (live since October 2007). Additional source of Alpha: backwardation.
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Moreover, non directional, market-neutral portfolio of non directional, market-neutral underlying quantitative strategies, broadly uncorrelated with each other in order to benefit from diversification.
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In addition, a dynamic and risk-balanced allocation.
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At last, the funds aims at delivering a level of volatility ranging from 3% to 6% .
Performance data and latest documents
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Brochure: Liquid Alternatives Investing
Find below the Liquid Alternatives Investing Brochure, by BNP Paribas.
Overview of funds
Funds | Investment theme | Asset Class | Style |
---|---|---|---|
THEAM Quant - Alpha Commodity | Liquid Alternatives | Commodities | Long Short Multi Premia |
THEAM Quant - Raw Materials Income | Liquid Alternatives / Income | Commodities | Income |
BNP Paribas Easy Energy & Metals Enhanced Roll ETF | Commodities | Carry | |
THEAM Quant - Equity Euro Long Dividends | Defensive Strategies | Equities | Dividends |
THEAM Quant - Equity Europe Income Defensive | Defensive Strategies / Income | Equities | Defensive / Income |
THEAM Quant - Equity Eurozone Income Defensive | Defensive Strategies / Income | Equities | Defensive / Income |
THEAM Quant - Equity US 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 |
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 - 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 World DEFI Market Neutral | Liquid Alternatives / Factor Investing | Equities | Market Neutral |
THEAM Quant - Equity US Premium Income | Liquid Alternatives / Income | Equities | Income |
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 - Equity Euro Covered | Equities | Benchmarked | |
THEAM Quant - Equity US Covered | Equities | Benchmarked | |
THEAM Quant - Equity Asia GURU® | Equities | High Conviction | |
THEAM Quant - Equity Emerging GURU® | Equities | High Conviction | |
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 - High Yield Europe Defensive | Defensive Strategies / Income | Fixed Income | Defensive / Income |
THEAM Quant - Fixed Income Diversifier | Factor Investing | Fixed Income | Absolute Return |
THEAM Quant - Convertible Europe Investment Grade | Fixed Income | Absolute Return | |
THEAM Quant - Enhanced Government Bonds Global | Fixed Income | Government bond | |
THEAM Quant - Global Income | Income | Multi-Asset | Income |
THEAM Quant - Absolute Alpha | Liquid Alternatives | Multi-Asset | Absolute Return |
THEAM Quant - Multi Asset Artificial Intelligence | Liquid Alternatives | Multi-Asset | Managed Futures |
THEAM Quant - Multi Asset Diversified | Liquid Alternatives | Multi-Asset | Managed Futures |
THEAM Quant - Volatility World Absolute | Liquid Alternatives | Multi-Asset | Volatility Arbitrage |
THEAM Quant - Multi Asset Diversified Defensive | Liquid Alternatives / Defensive Strategies | Multi-Asset | Flexible Multi-Asset |
THEAM Quant - Multi Asset Diversified Protected | Liquid Alternatives / Defensive Strategies | Multi-Asset | Protected |

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