HiQ Invest Fundamental Value Fund Score Card 31-01-2012

Results
rendement
01-01-2007 / 31-01-2012
high / low
volatility
sharpe
HiQ Invest Fundamental Value Fund
-14.30%
10.00 / 8.57
12.75 / 4.27
21.84%
-0.23
HSBC Small Caps Euro (benchmark)
-37.75%
272.23 / 169.45
315.90 / 103.11
22.02%
-0.49
AEX Index
-35.71%
495.34 / 318.47
561.90 / 199.25
27.13%
-0.38
Euro StoXX Small Cap Europe
-31.93%
231.95 / 157.89
260.19 / 92.45
25.33%
-0.36
MSCI EMU Small Cap
-31.61%
217.72 / 148.89
256.69 / 86.71
23.66%
-0.38
MSCI Small Cap Europe
-23.33%
278.93 / 213.85
315.96 / 116.17
21.86%
-0.32

Grafiek

Performance (laatste 12 maanden)
Fonds
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Periode
HiQ Fundamental Value Fund
1.16%
-1.73%
5.37%
-0.28%
-2.32%
-5.80%
-8.78%
-9.29%
3.29%
-8.15%
2.19%
7.80%
-16.88%
HSBC Small Caps Euro
1.49%
0.35%
1.83%
-2.50%
-3.20%
-6.45%
-10.68%
-8.61%
4.89%
-6.24%
-0.52%
8.52%
-20.64%
AEX Index
2.32%
-0.95%
-1.55%
-2.92%
-2.80%
-3.09%
-11.01%
-4.35%
9.75%
-2.54%
4.27%
1.92%
-11.72%
Euro StoXX Small Cap Europe
1.63%
0.37%
1.70%
-2.00%
-2.15%
-5.65%
-9.41%
-9.71%
5.53%
-3.62%
-0.44%
7.64%
-16.32%
MSCI EMU Small Cap
1.35%
0.60%
2.53%
-2.17%
-3.30%
-7.03%
-10.47%
-8.50%
5.38%
-5.04%
-0.72%
9.12%
-18.35%
MSCI Small Cap Europe
0.77%
0.43%
2.71%
-1.51%
-3.05%
-5.07%
-10.18%
-7.58%
6.50%
-3.31%
-1.03%
8.65%
-13.39%


Performance (per jaar)
Fonds
2007
2008
2009
2010
2011
2012
CUM.
HiQ Fundamental Value Fund
6.20%
-52.73%
52.79%
32.72%
-21.91%
7.80%
-14.30%
HSBC Small Caps Euro
-4.77%
-51.22%
47.93%
11.60%
-25.21%
8.52%
-37.75%
AEX Index
4.12%
-52.32%
36.35%
5.74%
-11.87%
1.92%
-35.71%
Euro StoXX Small Cap Europe
-4.49%
-47.70%
43.07%
12.53%
-21.38%
7.64%
-31.93%
MSCI EMU Small Cap
-1.20%
-51.38%
48.59%
16.92%
-24.90%
9.12%
-31.61%
MSCI Small Cap Europe
-6.29%
-48.47%
50.00%
22.60%
-20.53%
8.65%
-23.33%




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
0.89
0.79
0.86
0.86
0.88
HSBC Eur Index (benchmark)
0.89
1
0.89
0.98
0.97
0.98
AEX Index
0.79
0.89
1
0.91
0.87
0.89
Euro StoXX Small Cap Europe
0.86
0.98
0.91
1
0.96
0.97
MSCI EMU Small Cap
0.86
0.97
0.87
0.96
1
0.96
MSCI Small Cap Europe
0.88
0.98
0.89
0.97
0.96
1


Ratio's (Annualized)
Fundamental Value Fund
HSBC Eur Index (benchmark)
 
-0.23
-0.49
 
-14.51%
-37.75%
 
24.89%
24.28%
 
0.88
1
 
-9.01%
-13.74%
 
55.59
 
4.16 %
 


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.