Boussard & Gavaudan AI Long Short Equity US


Fund Strategy Equity Long / Short
Fund Geography US
Investment Advisor Bramham Gardens Investments
Portfolio Manager Bramham Gardens Investments
Fund Currency USD
Fund AUM $81.7m
Fund AUM (GBP) £61m
Fund AUM as of 30 May 2018
Max Gearing / Exposure 100% gross
Fund Inception 21 February 2017
Fund Indices AH Equity Long / Short UCITS Index
Sub Index - Equity Long / Short Conservative

Fund Objective

"The investment strategy consists of innovative stock-picking in a long-short format. The investment universe covers US large cap equities (>$4bn market cap). The strategy aims for low market and low risk-factor directionality. The sum of the long and short legs equals to 100%, meaning that there is no leverage. At the core of the investment process is a stock selection filter, which is informed by techniques derived from Artificial Intelligence. 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 of time, the strategy should display almost no directionality, i.e. an average beta close to zero."


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