THEAM QUANT Multi Asset Diversif. Def. C DisS EUR

The Sub-Fund seeks to increase the value of its assets over the medium term by being exposed to a diversified portfolio, the components of which are chosen using a systematic selection method based on different asset classes (equities, fixed income, commodities and real estate). The exposure to the portfolio will however be adapted in order to keep the Sub-fund annual volatility at a target level of 5%.In order to achieve its investment objective, the Sub-fund implements a systematic investment strategy (the Strategy) that takes long and limited short positions resulting in a net long position in each asset class (equities, fixed income, commodities and real estate). The Strategy benefits from a systematic risk control mechanism which aims at keeping its annual volatility at a target level of 5%. As a result, the Strategy may be exposed to monetary market.The investment universe of the Strategy is composed of four asset classes: (i) equities, (ii) fixed income, (iii) commodities and (iv) real estate ((iii) and (iv) through indices). 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 underlying is carried out daily using an algorithm. Optimal diversification shall be sought via the application of a systematic risk/return optimization model based on historically observed levels (performance, volatility and correlation). The allocation mechanism aims to provide a net long exposure to each asset class.The Strategy of the Sub-fund is deemed active. The Sub-fund does not have any benchmark for performance comparison purpose.The Strategy will be implemented either according to a Synthetic Replication Policy, through the conclusion of OTC Derivatives or by physical replication. In the latter case, physical replication will concern the long positions of the dynamic basket.If the Strategy is implemented according to Synthetic Re

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No