Quantica Managed Futures UCITS R1C-E |
Performance History | 31/12/2024 |
Growth of 1,000 (EUR) |
Fund | - | -5.5 | 8.9 | -2.9 | 4.5 | |
+/-Cat | - | -8.1 | 1.7 | -0.5 | 3.9 | |
+/-Idx | - | -17.1 | 21.2 | -13.9 | -6.7 | |
Category: Systematic Trend EUR | ||||||
Benchmarks: Morningstar EU Mod Gbl Tgt ... |
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. |
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Management | ||
Manager Name Start Date | ||
Bruno Gmür 07/08/2015 | ||
Inception Date 25/02/2019 |
Benchmarks | |
Fund Benchmark | Morningstar Benchmark |
No benchmark | Morningstar EU Mod Gbl Tgt Alloc NR EUR |
Portfolio Profile for Quantica Managed Futures UCITS R1C-E | - |
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Growth Of 1000 (EUR) | 31/12/2024 |
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Annual Returns (EUR) | 31/12/2024 | |||||||
2021 | 2022 | 2023 | 31/12 | |||||
Total Return | -5.54 | 8.88 | -2.94 | 4.51 | ||||
+/- Category | -8.10 | 1.69 | -0.49 | 3.92 | ||||
+/- Category Index | -17.06 | 21.16 | -13.92 | -6.66 | ||||
% Rank in Category | 84 | 58 | 51 | 36 |
Trailing Returns (EUR) | 23/01/2025 | ||
Total Returns | +/- Category | +/- Category Index | |
1 Day | 0.25 | 0.18 | 0.65 |
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 Year | 2.75 | -3.80 | -9.65 |
3 Years Annualised | 4.51 | 1.67 | 0.22 |
5 Years Annualised | 0.54 | -1.14 | -4.03 |
10 Years Annualised | - | - | - |
Category: Systematic Trend EUR | |||
Category Index: Morningstar EU Mod Gbl Tgt Alloc NR EUR |
Quarterly Returns (EUR) | 31/12/2024 | |||
Quarter 1 | Quarter 2 | Quarter 3 | Quarter 4 | |
2024 | 8.94 | -1.97 | 0.29 | -2.42 |
2023 | -7.84 | 6.84 | 4.32 | -5.50 |
2022 | 7.05 | 6.11 | 2.36 | -6.36 |
2021 | 6.81 | -0.18 | -4.15 | -7.58 |
2020 | - | 2.74 | -0.45 | 8.27 |
Morningstar Rating™(Relative to Category) | 31/12/2024 | ||||||||||||||||||||
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Category : Systematic Trend EUR | Click here to see our Methodology |
Volatility Measurements | 31/12/2024 | ||||||||||
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Modern Portfolio Statistics | 31/12/2024 | 31/12/2024 |
Standard Index | Best 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 Alpha | 2.08 | -4.29 |
Investment Style Details | - | ||||||||||||||||||||||||||||||||||||||||
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Category: Systematic Trend EUR |
Fixed Income Style | - | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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Asset Allocation | - |
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World Regions | - | |||
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Category: Systematic Trend EUR |
Sector Weightings | - | |||
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Category: Systematic Trend EUR |
Top 10 Holdings | - |
Portfolio | |
Total Number of Equity Holdings | - |
Total Number of Bond Holdings | - |
Assets in Top 10 Holdings | - |
Name | Sector | Country | % of Assets | ||
No Data Available | |||||
Increase Decrease New since last portfolio | |||||
Category: Systematic Trend EUR | |||||
Management | ||||||||||||||||||||||||||
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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). |
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Purchase Details | ||||||||
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