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 (Eonia Capitalised + 100bps).
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Mar 20, 2020 |
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| Perf. YTD : | 5.1 % | |
| Perf. 1 year : | 5.86 % | |
| Perf. 3 years : | 17.06 % | |
| Since inception pro forma (Aug 1, 2016) : |
18.82 % | |
| NAV : | 104 864.69 $ |
Characteristics
- Classification : Alternative UCITS 4
- Inception date : Jun 28, 2019
- Portfolio Manager : Julien Messias
- Isin code U share class : FR0013425311
- Bloomberg ticker U share class : UNSMPRU FP EQUITY
- Liquidity : Weekly
- Currency : Dollar
- Maximum subscription fee R share class: 1% TTC
- Maximum redemption fee : 0.0%
- Annual management fees R share class: 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