QUANTOLOGY SMALL
L/S EQUITY FUND
ISIN: FR0013256260

A quantitative Long/Short European equity fund

Quantology Small 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).

Nov 15, 2019

Perf. YTD : 6.82 %
Perf. 1 year : 1.06 %
Perf. 3 years : N/A
Since inception (13/07/2017) : -5.38 %
NAV : 94 624.76 €

Caractéristiques


  • Classification: Alternative UCITS 4
  • Inception date: 13.07.2017
  • Portfolio Managers: Julien Messias, Vincent Fourcaut
  • Code Isin Part R: FR0013256278
  • Code Isin Part I: FR0013256260
  • Bloomberg ticker R share class: UNCSMPR FP  EQUITY
  • Bloomberg ticker I share class: UNCSMPI FP EQUITY
  • Liquidity: Hebdomadaire
  • Currency: Euro
  • Maximum subscription fee: 0%
  • Maximum redemption fee: 0%
  • Annual management fees R share class: 2%
  • Annual management fees I share class: 1,5%
  • 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

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.