BG Artificial Intelligence Long Short Equity US
|Fund Strategy||Equity Long / Short|
|Investment Advisor||Boussard & Gavaudan|
|Portfolio Manager||Boussard & Gavaudan|
|Fund AUM (GBP)||£40m|
|Fund AUM as of||30 November 2017|
|Fund Inception||21 February 2017|
The strategy is expected to deliver a Sharpe ratio at least equal to 1, with a volatility level in the 6% to 9% range. The recommended holding period of time corresponds to 3 to 5 years. Over such a period, the strategy should display almost no directionality, i.e. an average beta close to zero.