GAM Systematic Global Equity Market Neutral

Investment Objective

Run by the Cantab team, this is a systematic global equity market neutral fund which aims to provide investors with consistent absolute returns independent of global equity markets over a three year period. The fund uses systematic trading processes within an equity and market-neutral long/short framework. The trading programme invests in 2,500 of the most liquid equities globally and combines multiple investment strategies grouped around core and satellite return streams. The core strategies include 4 principal factors: value, quality, momentum, and defensive. The satellite strategies target more idiosyncratic return sources and use alternative data sets such as analyst sentiment, volumes traded and implied volatilities. The clusters are combined together in a market neutral portfolio with a target of 6%-8% annnualised volatility.

Reference Index

3m LIBOR USD

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.7 0.7 1.0 0.7 0.6 0.0 0.5 0.3 0.8 0.4 0.3 0.2 0.5
2018 0.4 0.7 0.6 0.6 0.0 0.9 0.8 0.5 0.9 0.2 0.5 0.1 0.4

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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.