BNP AM

The bank for a changing world

The fund consists of a multi-factor alpha strategy relying on diversified factors driving equity returns.

Investment Theme

Factor Investing

Asset class

Equity

Style

Market Neutral

Fund Objective:

The THEAM Quant – Equity World DEFI Market Neutral fund aims to increase the value of its assets over the medium term regardless of market conditions, by being exposed to a leveraged long/short dynamic basket of equities and futures listed on global markets, or operating in these markets. The components of the dynamic basket are chosen using a systematic selection method based on the fundamental analysis of companies.

Key points:

  • Absolute Returns: the strategy aims to deliver positive returns regardless of markets conditions through market-neutral exposure to 4 core equity factors: Value, Quality, Low Volatility and Momentum.
  • Leveraged Alpha: it is designed to display 8-9% annualised volatility in order to enhance performance as compared to unleveraged market-neutral funds, which often exhibit lower levels of volatility.
  • Low Correlation: it is conceived to have a low correlation to traditional asset classes including equities and bonds.

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