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ALTERNATIVE / SYSTEMATIC

Echiquier QME I

Fund using a proprietary quantitative management method that systematically implements trading strategies for equities, interest rates, sovereign and corporate bonds and currencies with the aim of benefiting from bullish and bearish market trends alike, with an average annual volatility under 10%.

Performance 2021

+2,43%

Annualized performance

+1,95%since inception
on 11/03/2016

AuM

90,8 € millions

Investment horizon

3 years

Risk level

4/7

As of 06/05/2021

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Fund news

Update on Echiquier QME

Fund Managers

Alexis Grutter

Fund Manager

Ludovic Berthe

Fund Manager

Performance

Price data

Past performances do not guarantee future performances and are not constant over time.
Fund and index performances include dividend distributed (strating January 1st 2013). Until 2012 included, index performance was calculated ex dividend.

Calendar performance (%)

Echiquier QME I Benchmark
2021 +2,43 -0,17
2020 +4,50 -0,47
2019 +2,66 -0,40
2018 -3,33 -0,37
2017 +2,66 -0,36
2016 - -0,32

Cumulative performance (%)

Echiquier QME I Benchmark
3 months +1,70 -0,12
2021 +2,43 -0,17
1 year +3,75 -0,47
3 years +7,14 -1,26
5 years +10,06 -1,97
10 years - -
Inception +10,49 -2,02

Annualised performance (%)

Echiquier QME I Benchmark
1 year +3,75 -0,48
3 years +2,32 -0,42
5 years +1,93 -0,40
10 years - -
Inception +1,95 -0,39

Calendar performance (%)

Echiquier QME I +2,43
Benchmark -0,17
Echiquier QME I +4,50
Benchmark -0,47
Echiquier QME I +2,66
Benchmark -0,40
Echiquier QME I -3,33
Benchmark -0,37
Echiquier QME I +2,66
Benchmark -0,36
Echiquier QME I -
Benchmark -0,32

Cumulative performance (%)

Echiquier QME I +1,70
Benchmark -0,12
Echiquier QME I +2,43
Benchmark -0,17
Echiquier QME I +3,75
Benchmark -0,47
Echiquier QME I +7,14
Benchmark -1,26
Echiquier QME I +10,06
Benchmark -1,97
Echiquier QME I -
Benchmark -
Echiquier QME I +10,49
Benchmark -2,02

Annualised performance (%)

Echiquier QME I +3,75
Benchmark -0,48
Echiquier QME I +2,32
Benchmark -0,42
Echiquier QME I +1,93
Benchmark -0,40
Echiquier QME I -
Benchmark -
Echiquier QME I +1,95
Benchmark -0,39

Risk indicators (%)

Fund volatility Index volatility Sharpe ratio Information ratio Beta
1 year 6,89 0,00 0,69 0,69 39,66
3 years 8,03 0,01 0,38 0,38 21,21
5 years 7,39 0,01 0,35 0,35 11,66

Risk indicators (%)

Fund volatility 6,89
Index volatility 0,00
Sharpe ratio 0,69
Information ratio 0,69
Beta 39,66
Fund volatility 8,03
Index volatility 0,01
Sharpe ratio 0,38
Information ratio 0,38
Beta 21,21
Fund volatility 7,39
Index volatility 0,01
Sharpe ratio 0,35
Information ratio 0,35
Beta 11,66
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Characteristics

General characteristics of the fund
Legal form Sicav (sub-fund)
Reference indicator EONIA CAPITALISE
Investment horizon 3 years
Periodicity and Listing currency Daily (EUR)
Custodian BNP Paribas Securities Services
Fund Administrator Société Générale
SFDR classification Article 6
Share class characteristics
Fund Inception 11/03/2016
ISIN Code FR0013133618
Risk level 4/7
Minimum subscription amount 1 000 000 €
Investor profile Intended essentially for institutional investors
Tax included Including tax 1,00%
Maximum subscription fee 3,00%
Redemption fee 0,00%
Performance fee 15% of the performance over and above the higher of 2% and Eonia TR