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 2016Strategy 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 |