Quantitative US Equity Market Neutral Fund (Net Exposure: -20% / +20%)
The fund takes systematic long and short positions following signals detected by our proprietary quantitative models.
Investment universe: US listed companies.
To deliver a regular positive performance uncorrelated to traditional financial assets with a target of outperforming the following indices:
- LIBOR USD Overnight capitalized + 100bps (high water mark) for Share class U
- EONIA capitalized + 100bps (high water mark) for Share classes I & R
EONIA (Euro Overnight Index Average) is calculated by The Central European Bank and is available on emmi-benchmarks.
UCITS Fund |
YTD |
1 Year |
3 Years |
SRRI |
---|---|---|---|---|
ABSOLUTE RETURN U |
-4.2 % | -2.9% | 0.96% | 3/7 |
UCITS Fund |
YTD |
1 Year |
3 Years |
SRRI |
---|---|---|---|---|
ABSOLUTE RETURN I |
-4.32 % | -4.78% | -2.48% | 3/7 |
UCITS Fund |
YTD |
1 Year |
3 Years |
SRRI |
---|---|---|---|---|
ABSOLUTE RETURN R |
-4.35 % | -5.33% | -3.99% | 3/7 |