Absolute Return
PART - R

Alternative UCITS 4

Julien Messias

Founder

Quantology Absolute Return PART R

Quantitative Long/Short US Equity Fund - Market Neutral (+/-20%)

Stratégie

Quantology Absolute Return is a quantitative Long/Short US market neutral equity fund. The strategy relies on a proprietary model based on Post Earnings Announcement Drift - commonly named PEAD. The fund takes systematic long or short positions based on stock-signals after quarterly earnings release. The fund’s investment universe is the NASDAQ and NYSE Index listed stocks. The fund follows a long/short market neutral approach (+/-20%) aiming at delivering, whatever the market conditions, uncorrelated positive returns to equity markets with the following benchmark (LIBOR USD O/N Capitalised + 100bps).

Nov 30, 2020 - SRRI 3/7


PERFORMANCE
YTD

4.58 %


PERFORMANCE
1 year

3.8 %


PERFORMANCE
3 years

2.68 %

ÉVOLUTION DU FONDS

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Disclaimer

The information provided above is not contractual and does not constitute investment advice. Past performance is not a reliable indicator of future performance. Management fees are included in performances. The value of the investment may change in line with market fluctuations and investors may lose some or all of their initial investment, as the investment funds carry no capital guarantee. Access to the products and services presented herein may be subject to restrictions for certain people or countries. Taxation depends on each investor’s personal situation. The risks, charges and recommended investment period of the investment funds presented are described in the KIIDs (key investment information documents) and prospectuses available on demand. The KIID must be provided to potential investors prior to subscription.

CHARACTERISTICS

Classification

Alternative UCITS 4

Inception date

Aug 1, 2016

Portfolio Manager

Julien Messias

Isin code

FR0013185279

Bloomberg ticker

UNSMPRU FP EQUITY

Liquidity

Weekly

Currency

Euro hedged

Maximum subscription fee

3% TTC

Maximum redemption fee

0.0%

Annual management fees

1.6% TTC

Performance fees

10% of the outperformance

Benchmark

EONIA Capitalized + 1%

Trading fees (on behalf of the asset manager)

none

Investment recommended period

3 years Minimum

Custodian

Caceis Investor Services

Accountant

Caceis Investor Services

Fund auditor

PWC Sellam

Execution broker

Goldman Sachs