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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%.

Class I - FR0013133618 - NAV : 1 237,49

Performance 2024

+6,35%

Annualized performance

+2,54%since inception
on 11/03/2016

AuM

48,7 € millions

Investment horizon

3 years

SRI PRIIPS

3/7

As of 22/07/2024

Fund news

Fund Spotlight 29/07/2022

Three questions about … Echiquier QME

Fund Spotlight 19/07/2022

Update on ECHIQUIER QME

Fund Managers

Ludovic Berthe

Fund Manager

Alexis Grutter

Fund Manager

Performance

-

Price data

Calendar performance (%)

Past performance is not an indication of future performance. Returns indicated are after management fees but before taxes paid by the investor.
Until 31 December 2021, the sub-fund’s performance was compared to the Capitalised Eonia. As of 1 June 2022, the sub-fund’s strategy was adjusted, and so the reported returns were generated under different circumstances.

Cumulative performance (%)

Echiquier QME I Benchmark
3 months -1,28 +0,96
2024 +6,35 +2,24
1 year +5,64 +3,99
3 years +14,05 +5,35
5 years +17,78 +4,37
10 years - -
Inception +23,42 +3,12

Annualised performance (%)

Echiquier QME I Benchmark
1 year +5,63 +3,98
3 years +4,48 +1,75
5 years +3,32 +0,86
10 years - -
Inception +2,54 +0,37

Calendar performance (%)

Echiquier QME I +6,35
Benchmark +2,24
Echiquier QME I +2,13
Benchmark +3,28
Echiquier QME I +4,38
Benchmark -0,02
Echiquier QME I +0,93
Benchmark -0,49
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 -1,28
Benchmark +0,96
Echiquier QME I +6,35
Benchmark +2,24
Echiquier QME I +5,64
Benchmark +3,99
Echiquier QME I +14,05
Benchmark +5,35
Echiquier QME I +17,78
Benchmark +4,37
Echiquier QME I -
Benchmark -
Echiquier QME I +23,42
Benchmark +3,12

Annualised performance (%)

Echiquier QME I +5,63
Benchmark +3,98
Echiquier QME I +4,48
Benchmark +1,75
Echiquier QME I +3,32
Benchmark +0,86
Echiquier QME I -
Benchmark -
Echiquier QME I +2,54
Benchmark +0,37

Risk indicators (%)

Fund volatility Index volatility Sharpe ratio Information ratio Beta
1 year 7,79 0,02 0,75 0,24 -28,36
3 years 8,37 0,27 0,58 0,37 0,36
5 years 8,01 0,26 0,48 0,35 0,69

Risk indicators (%)

Fund volatility 7,79
Index volatility 0,02
Sharpe ratio 0,75
Information ratio 0,24
Beta -28,36
Fund volatility 8,37
Index volatility 0,27
Sharpe ratio 0,58
Information ratio 0,37
Beta 0,36
Fund volatility 8,01
Index volatility 0,26
Sharpe ratio 0,48
Information ratio 0,35
Beta 0,69

Characteristics

General characteristics of the fund
Fund Inception 06/11/2015
Investment management company La Financière de l'Echiquier
Legal form Sicav (subfund)
Reference indicator €STER CAPITALISE
Investment horizon 3 years
Periodicity and Listing currency Daily (EUR)
Custodian BNP Paribas SA
Fund Administrator Société Générale
SFDR classification Article 6
Share class characteristics
Fund Inception 11/03/2016
ISIN Code FR0013133618
SRI PRIIPS 3/7
Minimum subscription amount 1 000 000 €
Investor profile Reserved for institutional investors
Tax included Including tax 1,00%
Subscription fee max. tax incl. not retained by the fund 3,00%
Redemption fee max. tax incl. not retained by the fund 0,00%
Performance fee 15% of the performance over and above the higher of 2% and Eonia TR
Management fees and other administrative and operating expenses
(based on the fund's last fiscal year)
1,03%
Transaction costs
(based on the average of the fund's last 3 fiscal years)
0,27%