Lumyna - MW Systematic Alpha UCITS Fund

Investment Objective

The MW Systematic Alpha UCITS Fund is a global equity market neutral fund aiming to generate a consistent absolute return with low correlation to equities and a low volatility target range of 4-6%. The Fund invests systematically in securities selected on the basis of investment decisions generated by Marshall Wace’s proprietary algorithms which utilise a wide range of data to model stock returns and alpha. Inputs include (but are not limited to) company fundamentals data, investor positioning and flows, sentiment and news flow. The Fund may also exploit additional investment opportunities, in line with the investment policy, identified on a non-systematic basis by MW.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.8 0.4 0.9 0.7 0.7 0.2 0.3 1.0 0.5 0.7 0.3 0.4 0.0
2022 0.8 1.0 0.1 0.0 0.7 0.8 1.0 0.2 0.9 0.0 0.6 0.2 0.8

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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.