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Equity US DEFI: Multi-factor portfolio that offers a balanced exposure to a set of core equity factors: Value, Quality, Momentum and Low Volatility

Investment Theme

Factor Investing

Asset class

Equities

Style

Benchmarked

Objective:

The THEAM Quant – Equity US 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 US markets or operating on these markets, the components of which are chosen using a systematic selection method based on fundamental and technical analysis of the companies’ shares.

Key points:

  • Firstly, the THEAM Quant – Equity US 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 US market-cap benchmark index is implemented.

Performance data and latest documents

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    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