Overview

QFS SICAV - Global Risk Premia EUR A dis

The quantitative investment strategy Global Risk Premia invests in 15 global risk premia in global equity, bond and currency markets. The strategy aims to generate absolute returns. The investment universe comprises singles names as well as the associated index derivatives.

General Information

Data: As of 2022-04-29
ISIN LU1120175267
Bloomberg UQGBREA
Fund currency EUR
Appropriation of earnings Distributing
Benchmark -
Inception date (share class) 2015-03-05
Currency hedged No
Valuta T+3 (Forward Pricing)
Management Company Union Investment Luxembourg S. A.
Depositary DZ - PRIVATBANK S.A.
Ongoing charges 0.66 % (30.09.2021)
Management fee 0.50 % p.a.
Flat fee 0.16 % p.a.
Registered countries LU, DE, FR, GB, SE
AuM fund < 1 m in EUR
Share price 84.61 in EUR
Sustainability Article 8 SFDR

Performance Chart (net returns)

2017 2018 2019 2020 2021
2.00 -7.52 9.03 -13.64 2.63

Performance Ratios

Period Fund (%)
1 month -0.87
YTD -3.55
1 year -1.86
3 years p.a. -4.05
5 years p.a. -2.77
Since inception p.a. -0.57
Ratio Fund
Sharpe ratio -0.03
Volatility 6.15
Tracking error 6.20
VaR (99%/10) 2.56

Multi-Asset Factors (schematic representation)

DISCLAIMER

The use of investment services as well as investments in financial instruments are conjoint with risks. For more detailed information, in particular a description of the mentioned fund’s risks and rewards, please refer to the prospectus, the key investor information document and the most recently published annual and semi-annual report. These publications are available upon request and free of charge from the German payment and information agents, DZ BANK AG (Frankfurt/Main). The aforementioned documents constitute the sole binding basis for the purchase of fund units. Under no circumstances shall this document constitute an offer or recommendation to buy or sell units or shares of the presented funds.

Past Performance is not a reliable indicator for future performance.

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