Absolute Return

Quantology Absolute Return

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

The strategy

The 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 indices:

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

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

Quantology Absolute Return SHARE U

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

Jun 4, 2021 - SRRI 3/7


PERFORMANCE
YTD

-0.35%


PERFORMANCE
2020

+6.77%


PERFORMANCE
Since Inception

+20.28%

Evolution of the fund

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Monthly report
Detail product
Bi-annual report
DICI - Prospectus
Historical NAV price chart
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 and performance fees are included. 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 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