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 : 113,97€
As of 02/10/2023
Fund news
Three questions about … Echiquier QME
Update on ECHIQUIER QME
Fund Managers
Fund Manager
After receiving a master’s degree in Bank and Finance from Paris-Sorbonne University, Alexis Grutter started his career in 2001 as a quantitative analyst for emerging markets and rate products at Fortis IM. He joined HDF Finance in 2003 where he was successively analyst, alternative fund picker, alternative fund manager in 2008 and finally systematic strategy manager in 2011. In 2013 he joined la Financiere de l’Echiquier to manage alternative funds.
Fund Manager
After his Master’s degree in Finance from Paris Dauphine University, Ludovic started his career at HDF Finance, a pioneer of hedge fund selection in France, as a quantitative analyst for alternative funds. He spent 8 years within the company, becoming, in 2006, fund picker, risk manager and member of the risk control committee and then manager of systematic trading strategies in 2011. He joined La Financiere de l’Echiquier in 2013 as manager of alternative funds.
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 (%)
| 2023 | |
| Echiquier QME G | +5,98 |
| Benchmark | +2,30 |
| 2022 | |
| Echiquier QME G | +4,11 |
| Benchmark | -0,02 |
| 2021 | |
| Echiquier QME G | +0,56 |
| Benchmark | -0,49 |
| 2020 | |
| Echiquier QME G | +4,25 |
| Benchmark | -0,47 |
| 2019 | |
| Echiquier QME G | +2,48 |
| Benchmark | -0,40 |
| 2018 | |
| Echiquier QME G | -3,73 |
| Benchmark | -0,37 |
| 2017 | |
| Echiquier QME G | - |
| Benchmark | -0,36 |
Cumulative performance (%)
| 3 months | |
| Echiquier QME G | +3,42 |
| Benchmark | +0,94 |
| 2023 | |
| Echiquier QME G | +5,98 |
| Benchmark | +2,30 |
| 1 year | |
| Echiquier QME G | +1,12 |
| Benchmark | +2,61 |
| 3 years | |
| Echiquier QME G | +12,83 |
| Benchmark | +1,66 |
| 5 years | |
| Echiquier QME G | +21,44 |
| Benchmark | +0,82 |
| 10 years | |
| Echiquier QME G | - |
| Benchmark | - |
| Inception | |
| Echiquier QME G | +13,97 |
| Benchmark | +0,51 |
Annualised performance (%)
| 1 year | |
| Echiquier QME G | +1,12 |
| Benchmark | +2,61 |
| 3 years | |
| Echiquier QME G | +4,11 |
| Benchmark | +0,55 |
| 5 years | |
| Echiquier QME G | +3,96 |
| Benchmark | +0,16 |
| 10 years | |
| Echiquier QME G | - |
| Benchmark | - |
| Inception | |
| Echiquier QME G | +2,27 |
| Benchmark | +0,09 |
Risk indicators (%)
| 1 year | |
| Fund volatility | 9,53 |
| Index volatility | 0,13 |
| Sharpe ratio | -0,17 |
| Information ratio | -0,17 |
| Beta | 15,00 |
| 3 years | |
| Fund volatility | 8,28 |
| Index volatility | 0,21 |
| Sharpe ratio | 0,45 |
| Information ratio | 0,45 |
| Beta | 1,24 |
| 5 years | |
| Fund volatility | 8,32 |
| Index volatility | 0,18 |
| Sharpe ratio | 0,49 |
| Information ratio | 0,49 |
| Beta | 1,15 |
Characteristics
| General characteristics of the fund | |
| Fund Inception | 06/11/2015 |
| 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 | 01/12/2017 |
| 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 |
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.