Morningstar Fund Report  | 27/01/2025Print

Quantica Managed Futures UCITS R1C-E

Performance History31/12/2024
Growth of 1,000 (EUR)
Quantica Managed Futures UCITS R1C-E
Fund--5.58.9-2.94.5
+/-Cat--8.11.7-0.53.9
+/-Idx--17.121.2-13.9-6.7
 
Key Stats
NAV
23/01/2025
 EUR 1299.26
Day Change 0.25%
Morningstar Category™ Systematic Trend EUR
ISIN LU1869434651
Fund Size (Mil)
23/01/2025
 USD 122.11
Share Class Size (Mil)
23/01/2025
 EUR 2.18
Max Initial Charge 5.00%
Ongoing Charge
16/12/2024
  2.15%
Investment Objective: Quantica Managed Futures UCITS R1C-E
The Investment Objective of the Sub-Fund is capital appreciation. To achieve the Investment Objective, Quantica Capital AG (the "Investment Manager") intends to gain exposure to global exchange-traded futures and forward markets on equity indices, bonds, interest rates, commodities and currencies, all in accordance with Quantica’s proprietary systematic investment strategy.
Returns
Trailing Returns (EUR)23/01/2025
YTD-0.92
3 Years Annualised4.51
5 Years Annualised0.54
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Bruno Gmür
07/08/2015
Inception Date
25/02/2019

Benchmarks
Fund BenchmarkMorningstar Benchmark
No benchmarkMorningstar EU Mod Gbl Tgt Alloc NR EUR
Portfolio Profile for  Quantica Managed Futures UCITS R1C-E-
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
No Data Available
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
No Data Available
Quantica Managed Futures UCITS R1C-E
Growth Of 1000 (EUR) 31/12/2024
Fund:  Quantica Managed Futures UCITS R1C-E
Category:  Systematic Trend EUR
Category Index:  Morningstar EU Mod Gbl Tgt Alloc NR EUR
Growth of 1,000 EUR
Annual Returns (EUR)31/12/2024
 20212022202331/12
Total Return-5.548.88-2.944.51
+/- Category-8.101.69-0.493.92
+/- Category Index-17.0621.16-13.92-6.66
% Rank in Category84585136
Trailing Returns (EUR)23/01/2025
   Total Returns   +/- Category   +/- Category Index
1 Day0.25   0.180.65
1 Week-0.23   -0.65-0.36
1 Month-1.96   -3.27-2.79
3 Months-0.67   -3.53-3.14
6 Months-2.75   -5.58-8.63
YTD-0.92   -2.05-2.12
1 Year2.75   -3.80-9.65
3 Years Annualised4.51   1.670.22
5 Years Annualised0.54   -1.14-4.03
10 Years Annualised-   --
 
Quarterly Returns (EUR)31/12/2024
 Quarter 1Quarter 2Quarter 3Quarter 4
20248.94-1.970.29-2.42
2023-7.846.844.32-5.50
20227.056.112.36-6.36
20216.81-0.18-4.15-7.58
2020-2.74-0.458.27
 
 
 
Morningstar Rating™(Relative to Category)31/12/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAverage3 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageAverage3 star
 
Click here to see our Methodology
Volatility Measurements31/12/2024
 
3-Yr Std Dev11.18 %
3-Yr Mean Return4.00 %
 
3-Yr Sharpe Ratio0.15
 
Modern Portfolio Statistics31/12/202431/12/2024
 Standard IndexBest Fit Index
 Morningstar EU Mod Gbl Tgt Alloc NR EUR  Morningstar Gbl Core Bd GR Hdg EUR
3-Yr Beta-0.49-1.11
3-Yr Alpha2.08-4.29
 
Investment Style Details-
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil) --
Market Capitalisation% of Equity
Giant-
Large-
Medium-
Small-
Micro-
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings--
Price/Book--
Price/Sales--
Price/Cash Flow--
Dividend-Yield Factor--
 
Long-Term Projected Earnings Growth--
Historical Earnings Growth--
Sales Growth--
Cash-Flow Growth--
Book-Value Growth--
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)-
Maturity Distribution %
1 to 30.00
3 to 50.00
5 to 70.00
7 to 100.00
10 to 150.00
15 to 200.00
20 to 300.00
Over 300.00
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation-
 % Long% Short% Net Assets
World Regions-
 % of EquityRelative to Category
 
Sector Weightings-
 % of EquityRelative to Category
 
Top 10 Holdings-
 Portfolio
Total Number of Equity Holdings-
Total Number of Bond Holdings-
Assets in Top 10 Holdings -
NameSectorCountry% of Assets
No Data Available
 
 
Management
Name of CompanyAlma Capital Investment Management S.A.
Phone+352 288 454-1
Websitewww.almacapital.com
Address5 rue Aldringen
 Luxembourg   L-1118
 Luxembourg
DomicileLuxembourg
Legal StructureSICAV
UCITSYes
Inception Date25/02/2019
Fund Advisor(s)
Quantica Capital AG
Fund ManagerBruno Gmür
Manager Start Date07/08/2015
Career Start Year1998
Education
1998, University of Zurich, Ph.D.
1992, Swiss Federal Institute of Technology Zurich, M.S.
 
Biography
Dr. Bruno Gmür is the founder and Chief Investment Officer (CIO) of Quantica Capital AG. He is also a member of the Board of Directors of the Company. From the inception of Quantica Capital AG in May 2003 to the present, Bruno has been responsible for the design and implementation of Quantica Capital AG’s investment process and acts as the responsible portfolio manager for the Quantica Managed Futures (QMF) Program. In his role as CIO, Bruno heads the investment committee and further co-heads the research committee. From March 2001 through February 2003, Bruno was employed by Bank Julius Baer in the chief investment office as vice president and senior quantitative analyst. He was also a voting member of the Bank’s strategic asset allocation committee and was responsible for the development and implementation of a quantitative risk management framework for the tactical and strategic asset allocation investment process. Bruno was also responsible for the design, pricing and implementation of various structured and alternative products. From November 1998 through February 2001, he was employed by Swiss Re Life and Health, a leading global reinsurance company based in Zurich. Bruno’s responsibilities included the development and pricing of financial solutions and customized financial reinsurance covers for global insurance companies. From October 1994 through October 1998, Bruno was employed by the University of Zurich at the institute of empirical research as a lecturer and teaching and research assistant. His responsibilities included teaching graduate courses in game theory and capital market theory. From May 1993 through October 1994, Bruno was employed by the Swiss Federal Institute of Technology (ETH Zurich) at the seminar for applied mathematics as a teaching and scientific assistant. In March 2001, Bruno Gmür earned the designation as a qualified actuary from the Swiss Association of Actuaries. In October 1998, he earned his PhD in Economics (Dr oec publ) with “summa cum laude” from the University of Zurich. In October 1992 he earned his Master in Mathematics (Dipl. Math.ETH) from the Swiss Federal Institute of Technology (ETH Zurich).
Fees and Expenses
Sales Charges (Maximum) 
Max Initial Charge5.00%
Deferred Loadn/a
Switching Fee-
Annual Charges
Annual Management Charge1.89%
Ongoing Charge2.15%
Purchase Details
Minimum Investments
Initial10000  EUR
Additional10000  EUR
Savings-