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.