Chairman & Founder
Founder
Quantitative Long/Short European Equity Fund - Positive Biais (0%-50%)
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).
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 |
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 |
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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 |