Long Short Europe
PART - I

Alternative UCITS 4

Vincent Fourcaut

Chairman & Founder

Julien Messias

Founder

Quantology Long Short Europe I

Quantitative Long/Short European Equity Fund - Positive Biais (0%-50%)

Stratégie

Quantology Long Short Europe is a quantitative Long/Short European equity fund, with a net exposure in the range of 0% to +50%, based on two momentum's proprietary model.
In the first strategy, stocks are selected following a scoring process inside the Index MSCI Europe Small Cap Net Total Return.
The second strategy is based on the Post Earnings Announcement Drift (PEAD) momentum phenomena on European stocks.
The objective of the strategy is to outperform, over a recommended holding period of 5 years, its benchmark (75% Eonia Capitalised, 25% Stoxx Europe 600 TR).

Sep 11, 2020 - SRRI 4/7


PERFORMANCE
YTD

-7.24%


PERFORMANCE
1 year

-4.98%


PERFORMANCE
3 years

N/A %


Since new strategy :
(Dec 21, 2018)

-0.68 %

ÉVOLUTION DU FONDS

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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 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.

CHARACTERISTICS

Classification

 Alternative UCITS 4

Inception date

 Jul 13, 2017

New strategy

Dec 21, 2018

Portfolio Manager

 Julien Messias, Vincent Fourcaut

Isin code

 FR0013256260

Bloomberg ticker

 UNCSMPI FP EQUITY

Liquidity

 Weekly

Currency

 Euro hedged

Maximum subscription fee

 3% TTC

Maximum redemption fee

 0.0%

Annual management fees

 1,5% TTC

Performance fees

 20% of the outperformance versus Benchmark with High Water Mark

Benchmark

 25% Stoxx 600, 75% Eonia Capitalised

Trading fees (on behalf of the asset manager)

 None

Investment recommended period

 5 years Minimum

Custodian

 Caceis Investor Services

Accountant

 Caceis Investor Services

Fund auditor

 PWC Sellam

Execution broker

 Goldman Sachs

PEA		 Qualified