Finaltis EfficientBeta Euro
Enhanced replication of the euro zone equity universe through systematic weighting.
Performance
Rebased to 100 at 31/12/2013. Net of management fees.
Investment objective
The fund's management objective is to seek, through a systematic management strategy using a quantitative model, a performance superior to that of the Euro Stoxx Net Return index over an investment horizon of more than five years, while maintaining a level of volatility similar to that of the index.
How we select
Every direct holding or derivative first passes an exclusion filter for activities with a high sustainability risk, then an ESG filter that removes companies ranked in the bottom quartile of their sector: at least 90% of holdings must be rated. The real investment universe, recalculated quarterly, keeps only stocks whose average daily liquidity exceeds EUR 10 million over three months.
The theoretical portfolio is then built from a proprietary estimate of volatilities and correlations combined with a minimum-variance optimisation. A multiplying coefficient finally adjusts the real portfolio's exposure to bring its volatility closer to that of the benchmark, which can push equity exposure beyond 100% of net assets, up to a 200% cap.
Main risks
Risk of capital loss (no guarantee), equity risk including small caps, model risk related to the use of quantitative models, overexposure risk (global exposure can reach 200% of net assets), risk related to commitments on forward financial instruments, counterparty risk, interest rate risk, currency risk. The full list is set out in the prospectus.
Fund manager
Share class details
| Share class | ISIN | Management fee | Minimum subscription | Assets |
|---|---|---|---|---|
| A | FR0012368744 | 1.40 % | €1,000 | €176,516 |
| I | FR0011603794 | 0.80 % | €10,000 | €7,040,531 |
Subscribe
The terms depend on your situation. The profile chosen at the top of the page determines what is shown here.
Distribution
The fund is available on the main platforms and insurance companies. The list of contracts is updated each quarter.
View insurer listingsYour contact
A partner relations manager follows your firm and handles requests for documentation or bespoke reporting.
Write to usThrough your adviser
The simplest route. Your wealth adviser or your bank can subscribe on your behalf.
How to subscribeThrough life insurance
The fund is available as a unit-linked option in several contracts. Check availability with your insurer.
Listed contractsBefore you invest
Read the key information document. This fund carries a risk of capital loss and should be held for the recommended holding period.
Key information documentIC share class
Share class reserved for institutional investors, reduced management fee, minimum subscription of 500,000 euros.
IC share class documentationBespoke reporting
Detailed monthly reporting, portfolio look-through, ESG data in the format you require.
Request a reportPast performance is not a guide to future performance and is not constant over time. It is calculated net of all fees and as at the date shown. This fund carries a risk of capital loss and offers no guarantee of return.
The information on this page is general in nature and constitutes neither personalised investment advice nor an offer to subscribe. Before any decision, the key information document and the prospectus must be consulted.