BNP AM

The bank for a changing world

The fund constitutes a DEFI (Diversified Equity Factor Investing) Strategy; it includes a multi-factor portfolio that offers balanced exposure to a set of core equity factors.

Investment theme

Factor investing

Asset class

Equities

Style

Benchmarked

Fund 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 in these markets, the components of which, are chosen using a systematic selection method based on fundamental and technical analysis of companies’ shares.

Key points:

  • The fund is exposed to US equity markets.
  • The DEFI strategy combines risk-premia equity factors for a pre-defined error tracking positioning. It attempts to generate excess return over traditional market-cap weighted indices.
  • The strategy is based on a systematic investment process that selects equities through a combination of four investment style factors: Quality, Value, Low Volatility and Momentum.
  • 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