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THEAM Quant - Equity US Income Defensive I Cap

Ranked 25 out of 25 in - US Income over 12 months
All calculations are in GBP unless stated

Managed by

Maxime Panel


The objective of the Sub-fund is to provide income and capital growth by being exposed to a basket of high-dividend U.S. equities and by implementing a systematic options strategy which aims at generating additional income and reducing risk by minimising volatility in the Sub-fund. In order to achieve its investment objective, the Sub-Fund implements a quantitative investment strategy that combines two performance pillars: a long exposure to a basket of high-dividend U.S. equities through the BNP Paribas High Dividend Yield US Equity Long TR USD Index; and a complementary systematic options strategy on the S&P500 index intended to improve the risk/return ratio compared to a direct investment in the index by taking short positions on call options on the S&P 500 Index which aim at generating additional income while limiting the Sub-fund's volatility and long positions on put options on the S&P 500 Index in order to reduce the Sub-fund's volatility. The index is a diversified index representing a dynamic investment in a basket of US equities. The Strategy will be implemented according to a Synthetic Replication Policy, through the conclusion of OTC Derivatives. The Sub-fund invests at all times at least 75% of its net assets in equities and/or securities treated as equivalent to equities issued by companies of any country.

Showing fund performance in United Kingdom View performance globally


US Income over : 30/04/2018 - 30/04/2019

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 0.6%
2018 -1.7% -4.4% 10.5% 3.0% -9.7%
2017 3.3% 2.0% -4.4% -0.2% 6.1%
2016 35.4% 7.2% 3.3% 10.6% 10.5%
2015 -4.0% 6.0% -7.5% -3.6% 1.6%
2014 1.3% 6.6% 3.9%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Belgium
  2. France
  3. Germany
  4. Italy
  5. Luxembourg
  6. Norway
  7. Spain
  8. Sweden
  9. Switzerland
  10. United Kingdom

Fund Info

  • Launch date31/03/2014
  • Share Class size30Mn
  • Base currencyUSD
  • ISIN LU1047563017

Purchase Info

  • Min. initial investment0
  • Min. regular additional investment0


  • Initial investment0.00%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).