Zest North America Pairs Relative

Investment Objective

The strategy focuses on North American equity markets with a strong emphasis on relative value strategies and mainly pair trades. Each position (long/short) satisfies liquidity and market cap requirements and its weight is set in order to provide better diversification and no market correlation. The portfolio is made up of diversified Single Stock L/S positions as well as Index Relative Value Strategies. Innovative hedging process exploits continuous time decay cliff combining vertical and calendar spreads.

Performance

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

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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.