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).
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May 22, 2020 |
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| Perf. YTD : | 4.64 % | |
| Perf. 1 year : | 5.82 % | |
| Perf. 3 years : | 12.39 % | |
| Since inception pro forma (Aug 1, 2016) : |
18.3 % | |
| NAV : | 104 408.43 $ |
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 versus Benchmark with High Water Mark
- Benchmark: Capitalised Libor USD + 1%
- Trading fees (on behalf of the asset manager): none
- Minimum investment recommended period: 3 years
- Custodian: Caceis Investor Services
- Accountant: Caceis Investor Services
- Fund auditor: PWC Sellam
- Prime broker: Global Prime Partners
- SRRI:3/7
- Pro forma: Aug 1, 2016 - Jun 21, 2019
Insurance Partners
