BNP AM

The bank for a changing world

Global Income is a multi asset and innovative allocation strategy aiming at generating stable income

Investment Theme

Income

Asset class

Multi-Asset

Style

Income

Objective:

The THEAM Quant – Global Income Fund aims at generating income and capital growth by being exposed to quantitative investment strategies across different asset classes and geographies and by using systematic options strategies to reduce risk. The Fund aims at generating an annual income of 4% (there is no guarantee that the performance objective will be achieved). 

Key points:

The THEAM Quant Global Income Fund benefits from the BNP Paribas quantitative expertise to enhance the income/risk profile of various asset classes and to analyse large set of financial data to optimize allocation daily. 

A broadly diversified investment universe covering most geographies and asset classes, income assets are selected and enhanced to target the best portfolio yield for a given level of risk.

  • Firstly, a systematic and dynamic allocation aiming at maximising the portfolio’s yield while having a limited risk (6% target volatility) and benefitting from a daily rebalancing to seek a diversified and consistent income.
  • Moreover, a variable long allocation controlling leverage, risks and liquidity of each underlying.
  • In addition, X-hedged for non EUR denominated underlyings.

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