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ALTERNATIVE / SYSTEMATIC

Echiquier QME Global I

Echiquier QME Global is a fund using a proprietary quantitative management method that systematically implements trading strategies on equity, interest rate, sovereign bond, currency and commodities with the aim of benefiting from bullish and bearish market trends alike, with an average annual volatility under 12%.

Class I - FR0012532836 - NAV : 1 139,67

Performance 2021

+9,63%

Annualized performance

+2,00%since inception
on 13/02/2015

AuM

7,4 € millions

Investment horizon

3 years

Risk level

5/7

As of 17/09/2021

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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 Global I Benchmark
2021 +9,63 -0,35
2020 +6,21 -0,47
2019 +0,39 -0,40
2018 -7,50 -0,37
2017 -0,49 -0,36
2016 -1,23 -0,32
2015 - -0,11

Cumulative performance (%)

Echiquier QME Global I Benchmark
3 months -2,29 -0,12
2021 +9,63 -0,35
1 year +13,64 -0,48
3 years +14,50 -1,31
5 years +4,51 -2,02
10 years - -
Inception +13,97 -2,34

Annualised performance (%)

Echiquier QME Global I Benchmark
1 year +13,64 -0,48
3 years +4,61 -0,44
5 years +0,88 -0,41
10 years - -
Inception +2,00 -0,36

Calendar performance (%)

Echiquier QME Global I +9,63
Benchmark -0,35
Echiquier QME Global I +6,21
Benchmark -0,47
Echiquier QME Global I +0,39
Benchmark -0,40
Echiquier QME Global I -7,50
Benchmark -0,37
Echiquier QME Global I -0,49
Benchmark -0,36
Echiquier QME Global I -1,23
Benchmark -0,32
Echiquier QME Global I -
Benchmark -0,11

Cumulative performance (%)

Echiquier QME Global I -2,29
Benchmark -0,12
Echiquier QME Global I +9,63
Benchmark -0,35
Echiquier QME Global I +13,64
Benchmark -0,48
Echiquier QME Global I +14,50
Benchmark -1,31
Echiquier QME Global I +4,51
Benchmark -2,02
Echiquier QME Global I -
Benchmark -
Echiquier QME Global I +13,97
Benchmark -2,34

Annualised performance (%)

Echiquier QME Global I +13,64
Benchmark -0,48
Echiquier QME Global I +4,61
Benchmark -0,44
Echiquier QME Global I +0,88
Benchmark -0,41
Echiquier QME Global I -
Benchmark -
Echiquier QME Global I +2,00
Benchmark -0,36

Risk indicators (%)

Fund volatility Index volatility Sharpe ratio Information ratio Beta
1 year 10,17 0,00 1,49 1,49 787,50
3 years 11,36 0,01 0,57 0,57 40,61
5 years 10,53 0,01 0,14 0,14 -47,80

Risk indicators (%)

Fund volatility 10,17
Index volatility 0,00
Sharpe ratio 1,49
Information ratio 1,49
Beta 787,50
Fund volatility 11,36
Index volatility 0,01
Sharpe ratio 0,57
Information ratio 0,57
Beta 40,61
Fund volatility 10,53
Index volatility 0,01
Sharpe ratio 0,14
Information ratio 0,14
Beta -47,80
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Characteristics

General characteristics of the fund
Legal form A French mutual fund (Fonds Commun de Placement or FCP)
Reference indicator EONIA CAPITALISE
Investment horizon 3 years
Periodicity and Listing currency Weekly (EUR)
Custodian BNP Paribas Securities Services
Fund Administrator Société Générale
SFDR classification Article 6
Share class characteristics
Fund Inception 13/02/2015
ISIN Code FR0012532836
Risk level 5/7
Minimum subscription amount 100 000 €
Investor profile
Tax included Including tax 1,50%
Maximum subscription fee 3,00%
Redemption fee 0,00%
Performance fee 15% of the performance over and above that of Eonia TR