Low risk and uncorrelated funds

Built to deliver a positive performance whatever the market trends of financial markets

Quantology Absolute Return

Quantitative US Equity Market Neutral Fund (Net Exposure: -20% / +20%)

Strategy

The fund takes systematic long and short positions following signals detected by our proprietary quantitative models.

Investment universe: US listed companies.

Target

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