AH Equity Long / Short UCITS Index
Equity Long/Short is an investing strategy that seeks to profit from stock specific fundamentals by taking long positions in stocks that are expected to appreciate, and short positions in stocks that are expected to decline. By having both long and short equity positions, funds can benefit from the spread in performance between the longs and shorts, while reducing, but not totally neutralising, the overall level of exposure to the market (the universe in aggregate remains positively correlated to equities). This is a very heterogenous sector with variety of investment styles, investment philosophies, and overarching approach to portfolio construction (leverage, concentration, level of directionality, etc.) being employed, leading to a broader range of potential outcomes.
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.2 | 1.8 | 2.0 | |||||||||||
2023 | 2.9 | -0.9 | 0.3 | 0.0 | -0.8 | 1.0 | 1.2 | -0.8 | -0.8 | -1.2 | 2.8 | 1.7 | 5.4 | |
2022 | -2.0 | -1.1 | -0.1 | -1.2 | -0.4 | -2.3 | 1.1 | -0.3 | -2.4 | 0.8 | 2.7 | -0.3 | -5.4 | |
2021 | -1.1 | 2.6 | 0.9 | 1.6 | 0.4 | -0.1 | -0.5 | 0.7 | -0.5 | 1.0 | -1.4 | 1.0 | 4.8 | |
2020 | -0.2 | -2.5 | -5.2 | 3.6 | 1.1 | 1.5 | 1.3 | 1.9 | -0.6 | -0.6 | 4.2 | 2.5 | 6.8 | |
2019 | 2.1 | 0.7 | 0.2 | 0.9 | -1.3 | 1.2 | 0.4 | -0.5 | -0.2 | 0.3 | 0.8 | 1.3 | 6.1 | |
2018 | 1.7 | -0.9 | -0.5 | 0.4 | 0.6 | -0.4 | 0.3 | -0.3 | -0.4 | -3.0 | -0.6 | -1.9 | -4.9 | |
2017 | 1.0 | 0.3 | 0.8 | 0.6 | 0.9 | 0.0 | 0.9 | 0.5 | 0.4 | 0.9 | -0.1 | 0.5 | 6.9 | |
2016 | -2.6 | -0.9 | 0.4 | -0.5 | 0.8 | -1.3 | 1.6 | 0.3 | 0.4 | -0.4 | -0.3 | 0.7 | -1.8 | |
2015 | 0.9 | 1.7 | 0.7 | 0.7 | 1.2 | -1.2 | 0.6 | -1.4 | -1.0 | 1.4 | 0.3 | 0.0 | 3.8 | |
2014 | -0.2 | 2.1 | -1.0 | -1.5 | 0.4 | 0.3 | -0.8 | 0.9 | -0.2 | -0.3 | 1.0 | 0.0 | 0.6 | |
2013 | 2.6 | 0.8 | 0.7 | 0.2 | 1.3 | -1.1 | 2.4 | -0.6 | 1.2 | 2.0 | 1.0 | 1.3 | 12.3 | |
2012 | 2.3 | 2.2 | -0.6 | -0.3 | -2.9 | 0.4 | 0.9 | 0.6 | 1.3 | 0.7 | 0.6 | 0.8 | 6.2 | |
2011 | -0.4 | -0.1 | 0.5 | 0.8 | -0.9 | -0.4 | -0.3 | -3.7 | -2.4 | 2.2 | -1.7 | -0.6 | -6.8 | |
2010 | -1.2 | 0.3 | 1.9 | 0.2 | -3.1 | -1.4 | 1.4 | -0.5 | 3.3 | 1.4 | -0.1 | 2.4 | 4.4 | |
Show all |
Index Constituents
Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2023 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
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Portland Hill Fund SICAV - ESG Catalyst Driven Strategy | Sep 2014 | Directional | Global | £37m | 1.50% | 20% | No | 1,000,000 | Daily | 4.5 | 15.3 | 2.3 | 4.6 | 12.8 | 9.6 | 0.6 | -14.9 | LU1106978643 | Daily | Luxembourg | Other | Thierry Lucas | No | Yes | Article 8 | Yes | Yes | No | 2 | 3 | 15 | 2 | 2 | ||||
Prosper Stars & Stripes | May 2015 | Conservative | US | £54m | 1.40% | 18% | No | 0 | Daily | 2.7 | 14.9 | -0.1 | 3.3 | 1.8 | 5.5 | 8.7 | 15.5 | 7.9 | LU0723589023 | Daily | Luxembourg | Roubaix Capital, LLC | Christopher Hillary | No | No | Article 6 | No | N/A | N/A | 43 | 73 | 41 | 26 | 25 | |||
Quadriga Aqua UCITS | Oct 2022 | Global | 1.50% | 0% | No | 25,000,000 | Daily | 0.0 | LU1871084460 | Daily | Luxembourg | 36 South Capital Advisors | Diego Parrilla | No | No | Article 6 | No | N/A | N/A | ||||||||||||||||||
Quadriga AZ Total Return | Feb 2012 | Directional | Global | £4m | 0.50% | 10% | No | 50,000 | Daily | 0.0 | LU0725183734 | Daily | Luxembourg | Quadriga Asset Managers | Jose Maria Aznar, Christian... | No | No | Article 6 | No | N/A | N/A | 59 | 61 | 27 | 35 | 46 | |||||||||||
Quadriga QSR Global | Jul 2022 | Directional | Global | £5m | 0.75% | 0% | No | 0 | Daily | -13.7 | 7.7 | 1.2 | 1.3 | -13.6 | -13.7 | -15.4 | -3.7 | -3.9 | LU1919525458 | Daily | Luxembourg | Quadriga Asset Managers | Christian Thum | No | No | Article 6 | No | N/A | N/A | 48 | 63 | 35 | 21 | 36 | |||
Sanlam AI Global Managed Risk UCITS | Jun 2013 | Conservative | Global | £38m | 0.75% | 1,000,000 | Daily | 3.7 | 17.3 | 0.6 | 1.5 | 4.5 | 10.6 | 15.7 | 25.7 | 33.9 | IE00B94Q3M90 | Daily | Ireland | Sanlam | AI | 88 | 93 | 2 | 13 | 58 | |||||||||||
Schroder GAIA Contour Tech Equity | Dec 2017 | Conservative | Global | £141m | 1.25% | 20% | 500,000 | Weekly | 6.0 | 23.8 | -0.2 | 2.8 | 5.8 | 11.6 | 19.9 | 22.4 | 8.7 | LU1725200148 | Weekly | Luxembourg | Contour Asset Management | David Meyer | Article 6 | 21 | 46 | 66 | 87 | 7 | |||||||||
Schroder GAIA Egerton Equity | Nov 2009 | Directional | Global | £347m | 1.25% | 20% | 500,000 | Weekly | 13.7 | 14.3 | -0.1 | 3.4 | 13.5 | 18.8 | 31.4 | 19.0 | 21.6 | LU0548375855 | Weekly | Luxembourg | Egerton Capital | John Armitage | Article 6 | 29 | 53 | 16 | 6 | 17 | |||||||||
Schroder GAIA SEG US Equity | Dec 2011 | Directional | US | £265m | 1.40% | 20% | 1,000,000 | Weekly | 10.7 | 7.5 | 0.4 | 3.3 | 9.9 | 26.7 | 22.1 | 14.6 | 18.8 | LU2500368415 | Weekly | Luxembourg | Select Equity Group, L.P. | George S. Loening | Article 6 | 28 | 63 | 18 | 6 | 17 | |||||||||
Schroder GAIA Sirios US Equity | Feb 2013 | Directional | US | £138m | 1.50% | 20% | 500,000 | Daily | 7.8 | 12.4 | 0.1 | 2.3 | 7.8 | 12.4 | 20.9 | 19.7 | 26.9 | LU0885728070 | Daily | Luxembourg | Sirios Capital Management | John F. Brennan, Jr. | Article 6 | 65 | 83 | 25 | 22 | 67 | |||||||||
Schroder ISF European Alpha Absolute Return | Feb 2014 | Conservative | Europe | £41m | 0.38% | 20% | Yes | 1,000 | Daily | 1.0 | -5.4 | 0.6 | -0.3 | 1.1 | -5.1 | -8.9 | -7.9 | -9.6 | LU1388563725 | Daily | Luxembourg | Schroders | Nick Kissack, Bill Casey | Yes | Yes | Article 8 | Yes | Yes | Yes | 41 | 11 | 69 | 65 | 19 | |||
Schroder Tellworth UK Dynamic Absolute Return | Sep 2009 | Conservative | UK | £69m | 1.00% | 20% | 500,000 | Daily | 0.7 | 1.6 | -0.6 | -0.5 | 0.6 | 2.7 | 3.5 | 3.7 | 3.7 | GB00B3N74T57 | Daily | UK | Tellworth Investments | Paul Marriage, John Warren | 51 | 62 | 73 | 90 | 37 | ||||||||||
Seahawk Equity Long Short Fund | May 2019 | Directional | Global | £63m | 1.25% | 15% | 625,000 | Daily | LU1910828851 | Daily | Luxembourg | Seahawk Investments | Seahawk | Article 6 | 83 | 100 | 48 | 53 | 49 | ||||||||||||||||||
SEB Sissener Canopus | Apr 2012 | Directional | Europe | £246m | 1.10% | 20% | 1,000,000 | Daily | 3.5 | 5.5 | 1.1 | 5.0 | 3.4 | 6.5 | 15.4 | 16.9 | 19.6 | LU0694232058 | Daily | Luxembourg | Sissener AS | Jan Petter Sissener, Bjorn ... | 77 | 88 | 48 | 36 | 49 | ||||||||||
Selwood Equity Absolute Return UCITS Fund | Apr 2022 | Conservative | Europe | £119m | 1.50% | 20% | No | 100,000 | Daily | 0.5 | 5.3 | 0.4 | 2.9 | 0.5 | 1.8 | 3.1 | IE0008S9AZC5 | Daily | Ireland | Selwood Asset Management | Karim Moussalem, Kevin Guil... | Yes | Yes | Article 6 | No | No | No | ||||||||||
SpesX - Energy Transition Liquid Opportunities Fund | Sep 2023 | Directional | Global | 1.00% | 15% | No | 100,000 | Daily | -7.2 | 2.5 | 3.9 | -7.5 | 5.2 | IE000AMQNGY9 | Daily | Ireland | Fondo Italiano per l'Effici... | Luca Moro | Yes | Yes | Article 8 | Yes | Yes | Yes | |||||||||||||
SWMC European Fund | Nov 2011 | Directional | Europe | £46m | 1.00% | 20% | 1,000,000 | Daily | 6.4 | 11.0 | 0.8 | 7.4 | 6.6 | 8.9 | 14.8 | 14.0 | 21.5 | IE00B4LH9995 | Daily | Ireland | S. W. Mitchell Capital | Stuart Mitchell | 44 | 87 | 21 | 7 | 27 | ||||||||||
Sycomore L/S Opportunities | Oct 2004 | Directional | Europe | £136m | 1.00% | 25% | 4% | Daily | 0.1 | 4.6 | 0.8 | 2.7 | 0.1 | 5.0 | 3.5 | -6.4 | -13.0 | FR0010473991 | Daily | France | Sycomore Asset Management | Gilles Sitbon | 16 | 7 | 13 | 8 | 8 | ||||||||||
Threadneedle Pan European Absolute Alpha | Sep 2016 | Conservative | Europe | £33m | 0.75% | 20% | 1,500,000 | Daily | 7.0 | 12.4 | -0.5 | 1.5 | 7.0 | 18.0 | 14.5 | 16.6 | 16.9 | LU1469429549 | Daily | Luxembourg | Columbia Threadneedle Inves... | Paul Doyle, Frederic Jeanma... | Article 6 | 33 | 64 | 27 | 13 | 26 | |||||||||
U Access (IRL) Bain Capital Global Equity LS Sustainable UCITS | Dec 2021 | Conservative | Global | £52m | 1.20% | 15% | No | 5,000,000 | Daily | 7.0 | 5.9 | -0.1 | 3.3 | 6.7 | 11.7 | 14.7 | 6.0 | IE000VI1O6T8 | Daily | Ireland | Bain Capital | Joshua Ross | Yes | Yes | Article 8 | Yes | N/A | N/A | |||||||||
U Access (IRL) Shannon River | Oct 2019 | Directional | US | £37m | 1.20% | 20% | 1,000,000 | Daily | 3.7 | 28.6 | -0.1 | 0.7 | 3.6 | 16.1 | 21.6 | 17.2 | 4.4 | IE00BKDRX971 | Daily | Ireland | Shannon River Fund Manageme... | Spencer Waxman | 14 | 23 | 49 | 17 | 6 | ||||||||||
UBS Equity Opportunity Long Short | Oct 2010 | Directional | Europe | £65m | 0.75% | 20% | Daily | 6.6 | -11.6 | 0.4 | -1.1 | 7.9 | 1.6 | -2.7 | -0.2 | 2.5 | IE00B841P542 | Daily | Ireland | UBS Asset Management | Max Anderl, Jeremy Leung | Article 6 | 59 | 9 | 60 | 68 | 13 | ||||||||||
UBS Global Equity Long-Short Fund | Aug 2012 | Conservative | Global | £218m | 0.60% | 20% | 10,000,000 | Daily | 6.3 | 6.1 | 0.5 | 3.2 | 6.7 | 5.1 | 11.2 | 15.6 | 28.6 | IE00B85KLG36 | Daily | Ireland | UBS Asset Management | Scott Wilkin, Charles Burbeck | Article 6 | 97 | 89 | 56 | 73 | 86 | |||||||||
UBS (Irl) Investor Selection - O'Connor China Long/Short Alpha Strategies | Sep 2021 | Conservative | Asia | £173m | 1.65% | 20% | No | 100 | Daily | 9.5 | -2.3 | 0.6 | 2.0 | 10.0 | 12.1 | 12.1 | 15.9 | IE000PWARWS0 | Daily | Ireland | UBS O'Connor LLC | UBS O'Connor LLC | No | No | Article 6 | No | N/A | N/A | |||||||||
Varenne Global | Jan 2014 | Directional | Global | £296m | 1.10% | 15.0% | 3,000,000 | Daily | -8.0 | 0.0 | -5.0 | -2.0 | 11.6 | 48.8 | 41.8 | LU2358391725 | Daily | France | Varenne Capital Partners | Giuseppe Perrone, Marco Sor... | 40 | 79 | 18 | 2 | 13 | ||||||||||||
Varenne Valeur | Jan 2003 | Directional | Global | £1.2b | 1.10% | 15.0% | Yes | 3,000,000 | Daily | -8.8 | 0.0 | 3.0 | -8.1 | -2.6 | 20.8 | 25.7 | LU2358392376 | Daily | France | Varenne Capital Partners | Giuseppe Perrone, Marco Sor... | 42 | 75 | 30 | 14 | 31 | |||||||||||
Veritas China | Oct 2009 | Directional | Asia | £18m | 1.00% | 20% | MSCI AC Asia Pacific | 50,000 | Daily | -2.9 | -22.9 | -1.1 | 0.5 | -2.4 | -11.8 | -21.9 | -20.3 | -36.9 | IE00B4QQGK12 | Daily | Ireland | Veritas Asset Management | Ezra Sun | 0 | 1 | 92 | 49 | 1 | |||||||||
Veritas Global Real Return | Jan 2010 | Conservative | Global | £345m | 1.00% | 50,000 | Daily | 5.8 | 8.4 | 1.4 | 2.5 | 6.1 | 8.0 | 10.2 | 8.2 | 12.5 | IE00B5W1LR97 | Daily | Ireland | Veritas Asset Management | Andy Headley, Charles Richa... | 69 | 44 | 57 | 40 | 66 | |||||||||||
VT - Clear Peak Capital UK Long/Short Equity | Jul 2019 | Directional | UK | £2m | 0.75% | 1,000 | Daily | -0.5 | -5.9 | 0.9 | 4.2 | -0.5 | -3.1 | -4.1 | -1.7 | -14.8 | GB00BJXS2B80 | Daily | UK | Clear Peak Capital LLP | 1 | 6 | 88 | 92 | 9 | ||||||||||||
Westbeck Energy Transition UCITS Fund | May 2023 | Directional | Global | £48m | 1.50% | 20% | No | 500,000 | Daily | 1.6 | -0.8 | 1.4 | 1.7 | -0.7 | IE000EW86791 | Daily | Ireland | Westbeck Capital Management... | Will Smith | No | Yes | Article 8 | Yes | N/A | N/A | ||||||||||||
WS Lancaster Absolute Return | May 2009 | Directional | Global | £375m | 0.75% | 20% | No | 100,000 | Daily | 1.4 | -7.8 | 3.2 | 2.7 | 2.1 | -1.1 | -8.3 | 8.6 | 6.4 | GB00B55NGS86 | Daily | UK | Lancaster Investment Manage... | James Hanbury, Jamie Grimston | No | No | Article 6 | No | N/A | N/A | 62 | 63 | 45 | 54 | 54 |