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.
Quantitative US Equity Market Neutral Fund (Net Exposure: -20% / +20%)
Monthly report |
|
|---|---|
Bi-annual report |
|
DICI |
|
Prospectus |
|
Historical NAV price chart |
The information provided above is not contractual and does not constitute investment advice. Past performance is not a reliable indicator of future performance. Management and performance fees are included. 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.
Classification |
Alternative UCITS 4 |
|---|---|
Inception date |
06/28/2019 |
Portfolio Manager |
Vincent Fourcaut |
Isin code |
FR0013425311 |
Bloomberg ticker |
UNSMPRU FP EQUITY |
Liquidity |
Weekly |
Currency |
US Dollar hedged |
Maximum redemption fee |
0.0% |
Annual management fees |
1% |
Performance fees |
10% of the outperformance |
|---|---|
Benchmark |
Capitalized Libor USD + 1% |
Trading fees (on behalf of the asset manager) |
none |
Recommended Investment period |
3 Years Minimum |
Custodian |
Caceis Investor Services |
Accountant |
Caceis Investor Services |
Fund auditor |
PWC Sellam |
Execution broker |
Goldman Sachs |
Pro forma |
08/01/2016 - 06/21/2019
Data calculated from August 2016 to July 2019 using data from Quantology Absolute Return I, and spread between 3-month risk free rate between USD and EUR |