The fund has a systematic strategy exposed to a global portfolio of money market rates and government bonds.
The THEAM Quant – Fixed Income Diversifier (FIND) fund implements a systematic strategy aiming to generate uncorrelated performance over the medium term, by being exposed to a global dynamic long/short portfolio of short-term money market rates and long-term government bonds.
- The fund strategy gives access to different sources of returns in the interest rates curve with risk control mechanisms, in a fully systematic fashion:
- Trends in short-term interest rates
- Interest rate differences across countries observed with a diversified set of factors (Carry, Momentum and Relative Value) while aiming to neutralise duration exposure in the medium-term
- ESG Integration – the fund strategy’s geographical allocation is contingent to each country’s adherence to the Paris Agreement, and their respective democracy score (by leveraging data from expert ESG providers such as Moody’s ESG Solutions)
Performance data and latest documents:
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