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.

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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