Equity Market Neutral (U.S.)

Sep 23, 2022

5 Years

+12.08%

3 Years

+3.96%

YTD

-1.69%

MTD

+0.67%

Last NAV

$ 104886

Past performance is no guarantee of future performance. They are net of costs (Excluding any subscription fees applied by the distributor), if applicable.

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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 2016
Strategy 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
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Monthly report

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Bi-annual report

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DICI

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Prospectus

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Historical NAV price chart