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Equity iESG 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 iESG Eurozone Income Defensive Fund aims at increasing the value of its assets over the medium term by being exposed to a basket of high dividend Eurozone 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 Eurozone non-financial companies with high and stable dividend yields through the BNP Paribas High Dividend Yield Eurozone 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

    Investments in the aforementioned strategies are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09