Absolute Return Strategy

Quantology Absolute Return

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

Strategy

Fund's strategy is to detect share price trends following stock events. 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 index:

- EONIA capitalised + 100bps (high water mark) for Share I & R
- LIBOR USD Overnight capitalised + 100bps (high water mark) for Share U

EONIA (Euro Overnight Index Average) is calculated by The Centrale European Bank and is available on emmi-benchmarks.

Quantology Absolute Return SHARE U

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

Jan 22, 2021 - SRRI 3/7


PERFORMANCE
YTD

+1.24%


PERFORMANCE
1 year

+8.17%


PERFORMANCE
Inception

+22.2%

ÉVOLUTION DU FONDS

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Monthly report
Detail product
Semestrial report
DICI - Prospectus
Historique VL
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

Jun 28, 2019

Portfolio Manager

Julien Messias

Isin code

FR0013425311

Bloomberg ticker

UNSMPRU FP EQUITY

Liquidity

Weekly

Currency

US Dollar hedged

Maximum subscription fee

1% TTC

Maximum redemption fee

0.0%

Annual management fees

1% TTC

Performance fees

10% of the outperformance

Benchmark

Capitalised Libor USD + 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

Pro forma

Aug 1, 2016 - Jun 21, 2019