Parworld Alpha Derivatives Fund: Theam (BNP Paribas Investment Partners Lux)

12th European Single Manager Awards 2012


Theam believes the secret to the success of its Parworld Alpha Derivatives Fund is its diversified trading styles. A further important source of diversification is the use of different time horizons ranging from few days to few months. The fund aims to provide investors with performance over the short-term money market rate of 9% while adhering to strict risk constraints with average annualised volatility of 13%.

The fund, which began trading at the beginning of 2011, had a positive 5.96% return