Quantology Long Short Europe is a quantitative Long/Short European equity fund, with a net exposure in the range of 0% to +50% net exposure, 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).
From:
To:
amCharts
May 22, 2020 |
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|---|---|---|
| Perf. YTD : | -11.13 % | |
| Perf. 1 year : | -8.39 % | |
| Perf. 3 years : | N/A | |
| Since new strategy (Dec 21, 2018) : | -4.85 % | |
| NAV : | 84 719.42 € |
Characteristics
- Classification: Alternative UCITS 4
- Inception date: Jul 13, 2017
- New strategy : Dec 21, 2018
- Portfolio Managers: Julien Messias, Vincent Fourcaut
- Code Isin I share class: FR0013256260
- Bloomberg ticker I share class: UNCSMPI FP EQUITY
- Liquidity: Hebdomadaire
- Currency: Euro hedged
- Maximum subscription fee I share class: 3% TTC
- Maximum redemption fee: 0%
- Annual management fees I share class: 1,5% TTC
- Performance fees: 20% of the outperformance versus Benchmark with High Water Mark
- Trading fees (on behalf of the asset manager): None
- Minimum investment recommended period: 5 years
- Benchmark: 25% Stoxx 600, 75% Eonia Capitalised
- Custodian: CACEIS Investor Services
- Accountant: CACEIS Investor Services
- Fund auditor: PWC Sellam
- Prime broker: Global Pime Partners
- SRRI: 4/7
- PEA : Eligibity
Insurance Partners
