Enhanced-beta strategy with monthly optimal allocation to 11 Commodities curves.
The objective of the THEAM Quant – Convertible Europe Investment Grade Fund is to benefit from the upside potential on equity markets while reducing the downside risk by replicating the asymmetrical investment profile of convertible bonds.
This synthetic Convertible Bond fund offers a differentiated and complementary approach to traditional Convertible Bond funds thanks to:
- Firstly, an exposure to European large cap equities through options on the EURO STOXX 50 Index.
- Moreover, an exposure to Investment grade bonds through the iBoxx Euro Corporates Overall Performance Index.
- In addition, a dynamic management of the equity exposure (delta) to remain within a 20%-60% range.
Performance data and latest documents
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