THEAM QUANT Multi Asset Diversified I Cap EUR

The objective of the Sub-fund is to increase the value of its assets over the medium term, by being exposed to a euro-hedged diversified long/short basket, the components of which are chosen using a systematic selection method based on different asset classes. The exposure to the dynamic basket is adapted in order to keep the Sub-fund annual volatility at a target level of 10%.The investment universe of the strategy is composed of four asset classes: (i) equities, (ii) fixed income including credit, (iii) currencies and (iv) commodities. The process used to select the underlying from each asset class is based on criteria relating to geographical diversification, liquidity and transparency.An automatic reallocation among the different underlyings is carried out daily using an algorithm. Optimal diversification shall be sought via the application of a systematic risk/return optimisation model based on historically observed levels (performance, volatility and correlation).The strategy is implemented via the use of the financial index (the Strategy Index) BNP Paribas Cross Asset Trend Vol 10% (Bloomberg code: BNPICT10 Index). The Strategy Index is based on a systematic model developed by BNP Paribas and its rebalancing frequency which corresponds to technical adjustments based upon systematic algorithms, can be as much as daily. The methodology embeds certain fees which cover replication, rebalancing and fixed costs. Replication and rebalancing costs represent on average approximately 2.3% per annum and the fixed fee is set at 0.5% per annum. For further information on the Strategy Index, investors are invited to consult the following website: https://indx.bnpparibas.com. The complete breakdown of this index and performance information are available on the same page. The index calculation method is available directly at: https://indx.bnpparibas.com/nr/CT10ER.pdf.The Strategy of the Sub-fund is deemed active. The Sub-fund does not have any benchmark for performance compa

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No