BNP AM

The bank for a changing world

The fund constitutes a dynamic long/short allocation strategy based on identification of trend-following and risk-diversification across asset classes.

Investment Theme

Liquid Alternatives

Asset class

Multi-Asset

Style

Managed Futures

Funds Objective:

The THEAM Quant – Multi Asset Diversified fund aims to increase the value of its assets over the medium term by being exposed to a dynamic long/short basket, the components of which are chosen using a systematic selection method based on different asset classes (equities, FX, rates, commodities and credit). The exposure to the dynamic basket will be adapted to keep the fund’s annual volatility at a target level of 10%.

Key Points:

  • Systematic and quantitative approach based on two investment principles: trend following and risk-diversification.
  • Diversified investment universe covering several asset classes to multiply investment opportunities.
  • Dynamic allocation, entirely reviewed each month to ensure reactivity to changing market conditions.

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