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).
From:
To:
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Jan 17, 2020 |
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| Perf. YTD : | -0.08 % | |
| Perf. 1 year : | N/A % | |
| Perf. 3 years : | N/A % | |
| Since inception (01/08/2016) : | -0.3% | |
| NAV : | 99 699.73 € |
Characteristics
- Classification : Alternative UCITS 4
- Inception date : 28.06.2019
- 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 : 0.0%
- Maximum redemption fee : 0.0%
- Annual management fees : (TTC) U share : 1.0%
- 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