29 Haussmann Flexible Structurés
29 Haussmann Flexible Structurés is mainly characterized by management decorrelated from traditional asset classes, made up of structured equity products, dynamically hedged and supplemented by alternative management products.
A selection of underlyings based on a system of quantitative filters combined with our fundamental views.
Broad diversification and risk monitoring within our investment process for an optimized risk/return profile
Ordinary Securities Account
Portfolio management process
Choice of the allocation
Fundamental analysis linked to long-term market trends and investment themes
Definition of a macro-economic scenario: growth projections and valuation estimates
Interest rate environment
Volatility regime level of realised volatility versus expected market volatility
Selection of stocks
Target universe: Equity markets Europe and USA
Quantitative filter: Exclusion of controversies, High dividend, Reasonable volatility and leverage, Profitability
Stock Selection: Quantitative Analysis
Construction of the portfolio
Correlation between the underlying assets : Maximum correlation limit of 75% between the underlying assets
Position size : Maximum weight limit ► 2.5% per position for structured products on underlying equities
Diversification: The sector allocation is close to the European and American indices (EuroStoxx 50 and S&P500).
Follow-up: Stress test / VAR analysis / Sensitivity
|Funds||29 HAUSSMANN FLEXIBLE STRUCTURES|
|Eligible subscribers||All subscribers||Institutional Investors|
|Initial NAV||1000 EUR|