Single factor strategy on European Quality
The THEAM Quant – Equity Europe DEFI Fund aims to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on European markets, the components of which are chosen using a systematic selection method based on fundamental and technical analysis of the companies’ shares.
- Firstly, the THEAM Quant – Equity Europe DEFI Fund is exposed to the global equity markets.
- Moreover, DEFI Strategy combines equity factors for a pre-defined tracking error positioning.
- It attempts to generate excess return over traditional market cap weighted indices.
- In addition, the strategy is based on a systematic investment process that selects equities through a combination of four investment style factors: Quality, Value, Low-Vol and Momentum.
- At last, an allocation mechanism which aims at controlling the relative risk between this factor allocation and a pan-European market-cap benchmark index is implemented.