Price, share classes and risk rating
The This is Money listing showed a midprice of $105.44 for the accumulation share class with ISIN LU3338297388. Its 52-week low was $98.71 and its high was $106.63. The fund is structured as a SICAV, has a US dollar base currency and retains income through accumulation. The listing did not provide an ongoing charge or annual management charge.
Available share classes are A USD, A EUR (hedged), CR USD, I USD and S USD. The recommended minimum holding period is five years. Edmond de Rothschild Asset Management rates the risk indicator for Class A and Class I units at Category 4 on a scale of 1 to 7.
How the quantitative strategy works
The fund seeks consistent returns in the US securities market regardless of market conditions. Its portfolio uses the MSCI USA Index as its target benchmark, while the S&P 500 (NR) Index serves only as a performance comparator and does not dictate investment decisions. That comparison is expressed in the relevant share class's currency, with net dividends reinvested.
Stock selection and portfolio construction rely on the manager's proprietary multi-factor model. It assesses value, momentum, quality, low risk, size, growth and sentiment, using a combination of machine-learning techniques to define the factors dynamically as market conditions change.
The manager allocates risk among those factors and then optimizes the portfolio to increase factor exposure within an active risk budget. The process also accounts for turnover, transaction costs and diversification limits.
Edmond de Rothschild Asset Management describes the strategy as fully invested in equities, with relatively low tracking error. It says the approach incorporates artificial intelligence and targets "full-cycle" performance with a beta close to 1.
The firm's March 2026 white paper provides context for its focus on factors. It said S&P 500 concentration at the end of 2025 was at its highest since 1998 and described pronounced factor rotation during 2025 and 2026. The examples included pressure on Momentum from the January 2025 DeepSeek event, support for defensive factors during the first-quarter 2025 "Liberation Day" tariff stress, and a shift toward Low Volatility and Value by the end of February 2026.
Investment limits and ESG classification
The investment policy requires at least 75% of net assets to be held in equities and equity-related securities. These holdings are primarily large companies with market capitalizations above $5 billion when purchased, incorporated in the United States, quoted on a stock exchange or traded on a US regulated market. All securities must be issued in US dollars.
For cash management, the policy permits up to 25% of net assets in liquid instruments, including cash, fiduciary deposits, money market instruments and money market funds. The fund may also use derivatives for hedging and to pursue its investment objective.
The fund is classified under Article 8(1) of SFDR because it promotes a combination of ESG characteristics. No reference benchmark has been designated for those characteristics. Although its ESG strategy promotes environmental characteristics, it does not invest in environmentally sustainable economic activities or take account of the EU Taxonomy's criteria for such activities.
The Quartz range and its management team
Edmond de Rothschild Asset Management announced the Quartz range on June 9, 2026, with Quartz Core US Equity among its first three funds. The firm intends the range to include seven funds by the end of 2026. Management of the US equity sub-fund is delegated to Edmond de Rothschild (Switzerland).
Bruno Taillardat, Head of Quantitative Management, leads the team behind Quartz. Paris-based quantitative analysts and portfolio managers Yu Sun and Juan Sebastian Caicedo joined Edmond de Rothschild Asset Management in March and April 2026, respectively.
The Edmond de Rothschild Group reported more than CHF 198 billion in assets under management as of December 31, 2025.
