QUANTOLOGY SMART
ABSOLUTRE RETURN FUND
ISIN: FR0013185261

A quantitative Long/Short US market neutral equity fund

Quantology Smart is a quantitative Long/Short US market neutral equity fund. The strategy relies on a proprietary model based on Post Earnings Announcement Drift - commonly named PEAD. The fund takes systematic long or short positions based on stock-signals after quarterly earnings release. The fund’s investment universe is the NASDAQ and NYSE Index listed stocks. The fund follows a long/short market neutral approach (+/-20%) aiming at delivering, whatever the market conditions, uncorrelated positive returns to equity markets with the following benchmark (Eonia Capitalised + 100bps).

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Sep 30, 2019

Perf. YTD : 1.7 %
Perf. 1 year : -0.32 %
Perf. 3 years : 5.87 %
Since inception (01/08/2016) : 6.29%
NAV : 107 402,60 €

Characteristics

  • Classification : Alternative UCITS 4
  • Inception date : 08.01.2016
  • Portfolio Manager : Julien Messias
  • Isin code R share class : FR0013185279
  • Isin code I share class : FR0013185261
  • Bloomberg ticker R share class : URSMPRR FP EQUITY
  • Bloomberg ticker I share class : UNSMPRI FP EQUITY
  • Liquidity : Weekly
  • Currency : Euro
  • Maximum subscription fee : 0.0%
  • Maximum redemption fee : 0.0%
  • Annual management fees : (TTC) R share class : 1,2%
  • Annual management fees : (TTC) I share : 1.0%
  • Performance fees : 10% of the outperformance versus Benchmark with High Water Mark
  • Benchmark : Capitalised Eonia + 1%
  • Trading fees (on behalf of the asset manager) : none
  • Minimum investment recommended period : 3 years
  • Custodian : Caceis Investor Services
  • Accountant : Caceis Investor Services
  • Fund auditor : PWC Sellam
  • Prime broker : Global Prime Partners
  • SRRI : 3/7

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.