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ALTERNATIVE / SYSTEMATIC

Echiquier QME G

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 G - FR0013300076 - NAV : 106,12

Performance 2023

-1,32%

Annualized performance

+1,15%since inception
on 01/12/2017

AuM

114,8 € millions

Investment horizon

3 years

SRI PRIIPS

3/7

As of 03/02/2023

Fund news

Fund Spotlight 29/07/2022

Three questions about … Echiquier QME

Fund Spotlight 19/07/2022

Update on ECHIQUIER QME

Fund Managers

Alexis Grutter

Fund Manager

Ludovic Berthe

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 G Benchmark
3 months -6,73 +0,42
2023 -1,32 +0,18
1 year +2,24 +0,22
3 years +5,69 -0,75
5 years +3,66 -1,51
10 years - -
Inception +6,12 -1,57

Annualised performance (%)

Echiquier QME G Benchmark
1 year +2,24 +0,22
3 years +1,86 -0,25
5 years +0,72 -0,30
10 years - -
Inception +1,15 -0,31

Calendar performance (%)

Echiquier QME G -1,32
Benchmark +0,18
Echiquier QME G +4,11
Benchmark -0,02
Echiquier QME G +0,56
Benchmark -0,49
Echiquier QME G +4,25
Benchmark -0,47
Echiquier QME G +2,48
Benchmark -0,40
Echiquier QME G -3,73
Benchmark -0,37
Echiquier QME G -
Benchmark -0,36

Cumulative performance (%)

Echiquier QME G -6,73
Benchmark +0,42
Echiquier QME G -1,32
Benchmark +0,18
Echiquier QME G +2,24
Benchmark +0,22
Echiquier QME G +5,69
Benchmark -0,75
Echiquier QME G +3,66
Benchmark -1,51
Echiquier QME G -
Benchmark -
Echiquier QME G +6,12
Benchmark -1,57

Annualised performance (%)

Echiquier QME G +2,24
Benchmark +0,22
Echiquier QME G +1,86
Benchmark -0,25
Echiquier QME G +0,72
Benchmark -0,30
Echiquier QME G -
Benchmark -
Echiquier QME G +1,15
Benchmark -0,31

Risk indicators (%)

Fund volatility Index volatility Sharpe ratio Information ratio Beta
1 year 8,18 0,13 0,27 0,24 -9,49
3 years 7,41 0,09 0,28 0,27 -6,61
5 years 7,76 0,07 0,30 0,29 -6,32

Risk indicators (%)

Fund volatility 8,18
Index volatility 0,13
Sharpe ratio 0,27
Information ratio 0,24
Beta -9,49
Fund volatility 7,41
Index volatility 0,09
Sharpe ratio 0,28
Information ratio 0,27
Beta -6,61
Fund volatility 7,76
Index volatility 0,07
Sharpe ratio 0,30
Information ratio 0,29
Beta -6,32

Characteristics

General characteristics of the fund
Fund Inception 01/12/2017
Legal form Sicav (sub-fund)
Reference indicator €STER CAPITALISE
Investment horizon 3 years
Periodicity and Listing currency (EUR)
Custodian BNP Paribas SA
Fund Administrator Société Générale
SFDR classification Article 6
Share class characteristics
Fund Inception 06/02/2022
ISIN Code FR0013300076
SRI PRIIPS 3/7
Minimum subscription amount Null
Investor profile For marketing by financial intermediaries only
Tax included Including tax 1,25%
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