BNP THEAM Quant - Equity World DEFI Market Neutral

Overview

Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor BNP Paribas Investment Partners
Portfolio Manager Fabrice Ricci
Fund Currency USD
Fund AUM $187.6m
Fund AUM (GBP) £142m
Fund AUM as of 24 January 2019
Fund Inception 13 December 2017
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

The Fund implements a quantitative investment strategy (the Strategy) that combines long positions on a diversified basket of worldwide equities and short positions on futures through the BNP Paribas DEFI Equity World Market Neutral 2X TR Index. The strategy aims to deliver positive returns regardless of market conditions through a market neutral exposure to 4 core equity factors: Value, Quality, Low Volatility and Momentum.

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