Equity Europe Factor Defensive is a diversified Multi-Factor Portfolio with option overlay reducing volatility and drawdowns

Objective:

The THEAM Quant – Equity Europe Factor Defensive Fund aims at generating excess returns over the market benchmarks by being exposed to a risk-balanced portfolio composed of four core equity factors – momentum, quality, low volatility and value. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.

Key points:

• Firstly, the THEAM Quant – Equity Europe Factor Defensive Fund is exposed to the European equity market.
• Moreover, its core the Europe Multi-Factor strategy combines equity factors aiming to maximize return in a low correlated portfolio.
• A short term call option overlay strategy with the objective to generate additional income while limiting the fund’s volatility.
• In addition, a long term put option strategy aiming to reduce the fund’s volatility.

Performance data and latest documents

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