Echiquier QME A
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 A - FR0012815876 - NAV : 1 156,94€
As of 07/11/2024
Fund news
Update on Echiquier QME
Fund Managers
Performance
Price dataCalendar 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.
Calendar performance (%)
2024 | |
Echiquier QME A | +1,58 |
Benchmark | +3,32 |
2023 | |
Echiquier QME A | +1,55 |
Benchmark | +3,28 |
2022 | |
Echiquier QME A | +3,91 |
Benchmark | -0,02 |
2021 | |
Echiquier QME A | +0,40 |
Benchmark | -0,49 |
2020 | |
Echiquier QME A | +3,98 |
Benchmark | -0,47 |
2019 | |
Echiquier QME A | +2,26 |
Benchmark | -0,40 |
2018 | |
Echiquier QME A | -3,84 |
Benchmark | -0,37 |
2017 | |
Echiquier QME A | +2,19 |
Benchmark | -0,36 |
2016 | |
Echiquier QME A | +2,22 |
Benchmark | -0,32 |
2015 | |
Echiquier QME A | - |
Benchmark | -0,11 |
Cumulative performance (%)
3 months | |
Echiquier QME A | +1,01 |
Benchmark | +0,89 |
2024 | |
Echiquier QME A | +1,58 |
Benchmark | +3,32 |
1 year | |
Echiquier QME A | -0,50 |
Benchmark | +3,90 |
3 years | |
Echiquier QME A | +6,00 |
Benchmark | +6,61 |
5 years | |
Echiquier QME A | +11,37 |
Benchmark | +5,60 |
10 years | |
Echiquier QME A | - |
Benchmark | - |
Inception | |
Echiquier QME A | +15,69 |
Benchmark | +4,12 |
Annualised performance (%)
1 year | |
Echiquier QME A | -0,50 |
Benchmark | +3,89 |
3 years | |
Echiquier QME A | +1,96 |
Benchmark | +2,15 |
5 years | |
Echiquier QME A | +2,17 |
Benchmark | +1,09 |
10 years | |
Echiquier QME A | - |
Benchmark | - |
Inception | |
Echiquier QME A | +1,63 |
Benchmark | +0,45 |
Risk indicators (%)
1 year | |
Fund volatility | 7,47 |
Index volatility | 0,03 |
Sharpe ratio | -0,15 |
Information ratio | -0,67 |
Beta | 29,63 |
3 years | |
Fund volatility | 8,53 |
Index volatility | 0,26 |
Sharpe ratio | 0,23 |
Information ratio | -0,03 |
Beta | -0,46 |
5 years | |
Fund volatility | 7,91 |
Index volatility | 0,27 |
Sharpe ratio | 0,30 |
Information ratio | 0,14 |
Beta | -0,38 |
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 | 06/11/2015 |
ISIN Code | FR0012815876 |
SRI PRIIPS | 3/7 |
Minimum subscription amount | 1 000 € |
Investor profile | All subscribers |
Tax included Including tax | 1,50% |
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) |
1,53% |
Transaction costs (based on the average of the fund's last 3 fiscal years) |
0,27% |
Legal information
The information provided above is not contractual and does not constitute investment advice. Past performance is not a reliable indicator of future performance. Management fees are included in performances. The value of the investment may change in line with market fluctuations and investors may lose some or all of their initial investment, as the investment funds carry no capital guarantee. Access to the products and services presented herein may be subject to restrictions for certain people or countries. Taxation depends on each investor’s personal situation. The risks, charges and recommended investment period of the investment funds presented are described in the KIIDs (key investment information documents) and prospectuses available on this website. The KIID must be provided to potential investors prior to subscription.