Launched in September 2017, the Helium Alpha fund relies on a quantitative equity long/short hybrid strategy, also called Quantamental which combines quantitative and fundamental portfolio management approaches.
Invested in Europe, Helium Alpha is an absolute performance fund moderately correlated with the equity markets.
| session | 3 years | 5 years | 10 years | Launch | |
|---|---|---|---|---|---|
| Accumulated Performance | 4.7% | 7.3% | 14.7% | - | 12.4% |
| Annualized Performance | 4.7% | 2.4% | 2.8% | - | 1.6% |
| % positive months | 61.5% | 51.4% | 52.5% | - | 53.4% |
| Perf. Monthly Average | 0.4% | 0.2% | 0.2% | - | 0.1% |
| Annualized Volatility | 3.9% | 4.8% | 5.5% | - | 5.7% |
| Sharpe Ratio | 0.3 | - | 0.3 | - | 0.2 |
| Drawdown Max | -1.8% | -4.9% | -6.9% | - | -11% |
This is a marketing communication. Past performance is no guarantee of future performance. The investment presents a risk of capital loss. Before any investment, please refer to the risks and various costs of each share class available in the prospectus and the KIDs.
Performances since inception in %
| January | February | March | April | May | June | July | August | September | October | November | December | Ytd Perf% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.52% | 0.87% | 2.85% | -0.66% | 0.73% | 0.38% | -1.00% | 1.14% | 0.32% | 0.00% | -0.82% | 3.27% | |
| 2023 | -1.80% | -1.51% | 0.81% | -0.12% | -0.34% | 1.00% | -0.81% | -0.14% | -0.53% | 2.54% | -0.87% | 0.27% | -1.55% |
| 2022 | -1.50% | 0.39% | 2.21% | -0.68% | -1.08% | 1.99% | 1.09% | 0.99% | 0.09% | 0.94% | -0.43% | 0.00% | 4.00% |
| 2021 | 1.29% | 0.85% | 3.23% | 1.72% | 2.39% | -0.87% | 1.66% | -1.33% | 1.77% | 0.08% | -0.48% | 1.51% | 12.36% |
| 2020 | 1.35% | -0.96% | -1.14% | 0.97% | 0.31% | -0.61% | 0.66% | -1.27% | 0.12% | -1.44% | -1.79% | -1.25% | -4.99% |
| 2019 | 2.37% | 1.44% | 0.46% | -1.61% | 0.21% | -0.06% | 0.08% | -0.59% | -0.55% | -0.46% | 1.37% | -1.07% | 1.53% |
| 2018 | 0.86% | -1.55% | -0.30% | 1.14% | 0.15% | -1.71% | 0.30% | 0.24% | 0.10% | -2.15% | -3.05% | -0.48% | -6.35% |
| 2017 | 0.59% | 0.97% | -0.34% | 1.83% | 3.08% |
This is a marketing communication. Past performance is no guarantee of future performance. The investment presents a risk of capital loss. Before any investment, please refer to the risks and various costs of each share class available in the prospectus and the KIDs.
Information elements
| Inception | 22/09/2017 |
|---|---|
| Legal status | SICAV - UCITS |
| Volatility target | 5% - 7% |
| Recommended investment period | 5 years |
| Liquidity / NAV | Weekly |
| Deadline | Thursday before 5 pm CET |
| Senior Manager | Olivier Leymarie |
| Code ISIN | LU1685859263 |
| Code Bloomberg | HEALSEC LX |
| SFDR | Article 8 |
| Base currency | EUR |
|---|---|
| Domicile | Luxembourg |
| Administrator | CACEIS Bank Luxembourg |
| Auditor | Deloitte & Touche |
| Minimum initial subscription | EUR 100 000 |
| Management fees | 1.00% |
| Performance fees | 15% High Water Mark |
| Hurdle | ESTR |
| Assignment result | Capitalization |