Equity Market Neutral (U.S.)

May 20, 2022

5 Years

+8.55%

3 Years

+1.89%

YTD

-5.48%

MTD

-0.61%

Last NAV

$ 100840.64

Past performance is no guarantee of future performance. They are net of costs (Excluding any subscription fees applied by the distributor), if applicable.

Our approach

Absolute return on U.S. equities

Our how-know

Thanks to the modeling of investor behavior in their decision-making, we detect new market dynamics of companies.
The investment process (long/short) and portfolio hedging are systematic.

Return target

Return target: +5% per annum with a low risk framework (4% volatility)

Results

75% positive downside capture (vs. S&P 500 Index) since August 2016
Strategy which performs well in volatile markets
Historical net exposure between -10% and +10%

Price Chart

CHARACTERISTICS

Classification

Alternative UCITS 4

Inception date

Jun 28, 2019

Portfolio Manager

Julien Messias

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

Aug 1, 2016 - Jun 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
PlaceholderPDF

Monthly report

PlaceholderPDF

Bi-annual report

PlaceholderPDF

DICI

PlaceholderPDF

Prospectus

PlaceholderPDF

Historical NAV price chart