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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.5 | 1.0 | 0.0 | 0.7 | 1.0 | 0.5 | 0.4 | 0.5 | 0.9 | 0.4 | 0.7 | 0.5 | 0.9 | |
| 2022 | 0.2 | 0.6 | 0.5 | 0.5 | 0.4 | 0.8 | 0.9 | 0.1 | 0.2 | 0.5 | 0.4 | 0.6 | 0.4 |
