THEAM Quant Dispersion US S

The fund aims to offer unitholders positive exposure, over a recommended investment period of 2 years, to changes in dispersion on the US equities market. Dispersion is seen as a measure of the difference between the performance of equities of a given market and the performance of that market.

In order to achieve its objective, the fund implements an investment strategy combining synthetic long exposure to the volatility of equities selected from the 500 largest companies listed on the US markets, weighted based on a defined systematic and quantitative algorithm, with short exposure to the volatility of the S&P 500 index.

The fund is subject to risks associated with market movements and the ability to pay investors. The summary risk indicator classifies this fund as 6 out of 7, indicating a relatively high risk level. Additionally, investors should be aware of currency risk if the currency of their account differs from the fund's currency.

https://theamquant.bnpparibas-am.com/fundsheet/equity/theam-quant-dispersion-us-i-c-fr0013292281