| Results |
rendement |
01-01-2007 / 30-09-2015 |
high / low |
volatility |
sharpe |
| HiQ Invest Fundamental Value Fund | 32.70% |
10.00 / 13.27 |
15.09 / 4.27 |
19.54% |
0.06 |
| HSBC Small Caps Euro (benchmark) | 0.93% |
272.23 / 274.77 |
315.90 / 103.11 |
19.25% |
-0.10 |
| AEX Index | -14.98% |
495.34 / 421.14 |
561.90 / 199.25 |
23.22% |
-0.16 |
| Euro StoXX Small Cap Europe | -9.73% |
231.95 / 209.39 |
260.19 / 92.45 |
22.20% |
-0.14 |
| MSCI EMU Small Cap | 14.04% |
217.57 / 248.11 |
279.87 / 86.71 |
20.78% |
-0.02 |
| MSCI Small Cap Europe | 27.19% |
278.93 / 354.78 |
385.02 / 116.17 |
18.94% |
0.04 |
| Performance (laatste 12 maanden) |
| Fonds | Oct-14 | Nov-14 | Dec-14 | Jan-15 | Feb-15 | Mar-15 | Apr-15 | May-15 | Jun-15 | Jul-15 | Aug-15 | Sep-15 | Periode |
| HiQ Fundamental Value Fund | -2.23% | -0.65% | 0.57% | 3.59% | 9.29% | 1.66% | 0.64% | 4.23% | -4.80% | 5.96% | -5.09% | -6.35% | 5.74% |
| HSBC Small Caps Euro | -3.59% | 3.71% | -0.63% | 6.98% | 8.57% | 3.12% | 0.23% | 1.32% | -3.64% | 4.99% | -5.93% | -3.90% | 10.53% |
| AEX Index | -2.33% | 3.53% | -0.33% | 6.11% | 7.45% | 1.13% | -0.32% | 1.17% | -4.25% | 4.79% | -10.14% | -5.37% | -0.01% |
| Euro StoXX Small Cap Europe | -2.09% | 4.43% | -1.10% | 7.01% | 6.99% | 3.11% | -0.27% | 0.28% | -4.29% | 4.29% | -7.61% | -4.21% | 5.46% |
| MSCI EMU Small Cap | -3.69% | 4.49% | 0.01% | 8.04% | 8.48% | 3.53% | -0.23% | 1.03% | -3.88% | 5.78% | -5.70% | -4.21% | 13.05% |
| MSCI Small Cap Europe | -1.12% | 2.98% | 1.33% | 3.47% | 7.63% | 1.39% | 1.27% | 2.40% | -3.67% | 3.71% | -4.02% | -2.85% | 12.55% |
| Performance (per jaar) |
| Fonds | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | CUM. |
| HiQ Fundamental Value Fund | 6.20% | -52.73% | 52.79% | 32.72% | -21.91% | 22.01% | 28.66% | -1.76% | 8.24% | 32.70% |
| HSBC Small Caps Euro | -4.77% | -51.22% | 47.93% | 11.60% | -25.21% | 17.28% | 31.67% | 2.45% | 11.23% | 0.93% |
| AEX Index | 4.12% | -52.32% | 36.35% | 5.74% | -11.87% | 9.68% | 17.24% | 5.64% | -0.78% | -14.98% |
| Euro StoXX Small Cap Europe | -4.49% | -47.70% | 43.07% | 12.53% | -21.38% | 13.30% | 22.39% | -1.30% | 4.30% | -9.73% |
| MSCI EMU Small Cap | -1.13% | -51.38% | 48.60% | 16.92% | -24.90% | 20.55% | 31.43% | 2.18% | 12.32% | 14.04% |
| MSCI Small Cap Europe | -6.29% | -48.47% | 50.00% | 22.60% | -20.53% | 21.76% | 32.74% | 2.23% | 9.09% | 27.19% |
| Correlations |
|
|
Fundamental Value Fund |
HSBC Eur Index (benchmark) |
AEX Index |
Euro StoXX Small Cap Europe |
MSCI EMU Small Cap |
MSCI Small Cap Europe |
|
Fundamental
Value Fund |
1 |
0.82 |
0.73 |
0.79 |
0.79 |
0.81 |
|
HSBC Eur Index
(benchmark) |
0.82 |
1 |
0.88 |
0.98 |
0.97
|
0.98
|
|
AEX Index
|
0.73 |
0.88 |
1 |
0.90
|
0.86
|
0.89
|
|
Euro StoXX
Small Cap Europe |
0.79 |
0.98 |
0.90 |
1 |
0.95
|
0.97
|
|
MSCI EMU Small
Cap |
0.79 |
0.97 |
0.86 |
0.95
|
1 |
0.96
|
|
MSCI Small
Cap Europe |
0.81 |
0.98 |
0.89 |
0.97
|
0.96
|
1 |
| Ratio's (Annualized) |
| |
Fundamental Value Fund |
HSBC Eur Index (benchmark) |
|
0.06 |
-0.10 |
|
32.50% |
0.93% |
|
21.90% |
21.30% |
|
0.83 |
1 |
| -2.11% |
-4.90% |
|
26.77 |
|
| 2.31 % |
|
| Indices |
|
Index |
# of shares |
P/B |
P/E |
Market cap / # funds (mio) |
Daily VOL. (mio) |
| CAC Small 90Index | 90 |
1.30 |
neg |
196 |
33.62 |
| ASCX (Amsterdam Small Cap) | 22 |
1.47 |
neg |
377 |
16.31 |
| MIDEX (Milan Mid-Cap) | 60 |
0.99 |
neg |
962 |
113.9 |
| DAX Index (Mid-Caps) | 50 |
1.37 |
209 |
2174 |
360.3 |
| Euro Stoxx (Small Caps) | 96 |
1.37 |
neg |
2427 |
748.87 |
| HiQ Fundamental Value Fund | 18 |
1.29 |
11.98 |
479 |
25.66 |
The riskfree rate used in our scorecard is 2%.
The results of HiQ Fundamental Value Fund are after all costs and include dividends.
The benchmark is not tradable and there are no adjustments for dividend or costs.
