FP Artellium Evolution

Investment Objective

Capital markets exhibit temporary inefficiencies that can be identified and profitably exploited using statistical learning techniques. Artellium’s technology extracts predictive patterns from financial market data and generates statistical forecasts as well as assessments of relative value for each security in the investment universe. The FP Artellium Evolution fund uses these forecasts to identify undervalued securities that are bought and overvalued securities that are sold short with the same notional value. Overall, the strategy is market neutral.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.8 0.2 1.0 0.4 0.4 0.4 0.7 0.0 0.3 0.3 0.0 0.7 0.8
2020 0.8 0.2 0.6 0.4 0.9 0.6 0.4 0.5 0.2 0.5 0.3 0.2 0.3

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.