DB Platinum MCP Terra Grove Pan Asia

Overview

Fund Strategy Market Neutral
Fund Geography Asia
Investment Advisor MCP Asset Management Company Limited
Fund Currency USD
Fund AUM $9.5m
Fund AUM (GBP) £7m
Fund AUM as of 31 May 2018
Fund Inception 30 September 2015
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

The fund seeks capital appreciation by generating consistent absolute returns with a relatively high Sharpe ratio and low drawdowns over the long term. The Investment Manager of the Fund is MCP Asset Management Company Limited (“MCP”). To achieve this objective, the Investment Manager will follow a market neutral equity long/short trading strategy based on a proven self-developed Multi-Factor Quants Model with 10-year track record that is fully quantitative and non-discretionary. The model captures markets inefficiencies in the equity markets: it calculates the expected return and the risk exposures based on multiple factors and uniquely optimizes the expected return and risk exposure of a single stock with market impact. The Fund invests predominantly in publicly-traded equities, mainly in Pan-Asian equities, including markets of Japan, Hong Kong, Korea and Taiwan, but may invest a portion of its assets globally and is not limited to any particular industry or sector. The investment universe excludes low liquidity and high credit risk stocks. The gross leverage is not expected to exceed 800% of the value of the Fund.

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