Boston Partners Global Long/Short

The investment strategy of the fund is based on so called “fundamental truths” that are central to Boston Partners’ approach. These are that low valuation stocks outperform high valuation stocks, companies with strong fundamentals outperform companies with weak fundamentals, and stocks with positive business momentum outperform those with negative momentum. The investment process is designed to exploit these truths by combining quantitative screening with fundamental analysis. For allocators looking to get exposure to a fundamentally driven long short strategy with a tilt towards value then this fund makes an interesting option in our opinion.

Monthly Fund Performance Report - August 2018

Our monthly performance report highlights the ten best and worst performing funds in each strategy, both for the prior month and the year to date. Featured funds this month include:

MLIS Millburn Diversified UCITS
Odey Absolute Return
H2O MultiReturns
JPMorgan US Opportunistic Long/Short Equity

For the full report, please download below:

Systematica BlueMatrix

Systematica’s investment philosophy is grounded in the belief that diversification and efficient asset allocation are the vital elements of superior risk adjusted returns. The BlueMatrix strategy does this by trying to identify systematic sources of alpha from a variety of market conditions. These include mispriced fundamentals, market sentiment, and price action, all of which are often created by human behaviour but are exploitable by a systematic trading strategy. On the back of a strong run, the strategy was launched in UCITS format in June 2015 and has since then generated annualised returns of 1.5% with a volatility of 7.7%, somewhat behind the strategy’s longer term track record.

Schroder GAIA Sirios US Equity

Despite being a very well populated strategy group in offshore hedge funds, the US equity long/short space in UCITS is relatively underserved, with just a handful of funds with more than a five year track record. Schroder GAIA Sirios US Equity was launched in UCITS in 2013 and is based on the longer term offshore strategy that has been run by Sirios Capital Management since July 1999. The strategy seeks to find a concentrated portfolio of 40-60 longs and 50-70 shorts, based on fundamental analysis of predominantly mid/large cap US companies. Over the long history of the strategy, it has outperformed the S&P 500 with lower volatility and strong capital protection, generating alpha on both the long and short sides of the portfolio.