THEAM Quant-Cross Asset High Focus C EUR Capitalisation

The Cross Asset High Focus fund aims to increase the value of its assets over the medium term, through the use of quantitative investment strategies across different asset classes and factors. The fund targets an annual volatility between 10-15%, although, the achievement of this target is not guaranteed.

To achieve its investment objective, the fund implements a euro-hedged strategy - it allocates assets between six quantitative strategies, split across different asset classes (equity volatility, fixed income, commodities and FX), which aim to identify and exploit sources of return arising from market opportunities and/or inefficiencies. These include, but are not limited to, relative value, momentum, long-short, volatility and term-structure strategies. The allocation between the quantitative strategies is systematic and based upon diversification and downside risk characteristics.

The fund is classified as a medium risk class (4 out of 7) and investors should be aware of currency risk. If the currency of the investor's account is different from the currency of the fund, the payments received will depend on the exchange rate between the two currencies.

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