Quantitative Long/Short US Equity Fund - Market Neutral (+/-20%)
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.
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.
Quantitative Long/Short US Equity Fund - Market Neutral (+/-20%)
Monthly report |
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Detail product |
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Semestrial report |
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DICI - Prospectus |
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Historique VL |
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.
Classification |
Alternative UCITS 4 |
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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 |
