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Equity Europe Income Defensive is a high-dividend stock-picking with option overlay aiming to reduce volatility

Investment Theme

Defensive Strategies/ Income

Asset class

Equities

Style

Defensive / Income

Objective:

The THEAM Quant – Equity Europe Income Defensive Fund aims at increasing the value of its assets over the medium term by being exposed to a basket of highdividend European equities. 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, a selection of the most liquid European non-financial companies with high and stable dividend yields through the BNP Paribas High Dividend Yield Europe Equity Net Total return Index. 
  • Moreover, 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 compared to an investment in the equity strategy.

Performance data and latest documents