BG Equity Quantitative Trading

Performance 1 year 3 years 5 years Since inception
BG Equity Quantitative Trading 7.87 %  37.67 % 
Last update on 12/08/2020

NAV Z-share ISIN LU1322516227  NAV Date Year to date Performance
1 377 EUR 12/08/2020 1.32 %

NAV history


BG Equity Quantitative Trading aims to profit from long exposures to equity or equity-linked securities of companies listed in Europe. The genesis of Boussard & Gavaudan Equity Quantitative Trading (“BG EQT”) is as a quantitative strategy which aims to both generate outperformance over benchmark indices and particularly benefit from a down trending market. The investment process in BG EQT - portfolio construction, selection and weighting of assets - is based on quantitative models developed by BG Asset Management, with the models relying on historical statistical and market technical indicators, rather than fundamental analysis.

Investment backed by strong convictions

- A three-steps investment process based on a momentum strategy, a trend following strategy, and a strategy to handle asset allocation
- Universe of 800 European stocks based on liquidity with a control for bias vs Stoxx600 and a minimum volatility constraint
- A dedicated team under the supervision of Emmanuel Boussard, CIO and Etienne Becker, Head of Trading.

Management objectives

The investment objective of Boussard & Gavaudan Equity Quantitative Trading is to achieve capital appreciation over the long term by investing in a diversified portfolio of European companies to reflect exposure to Momentum factor.
The recommended investment horizon is a minimum of five years.

Fund features

Inception Date ISIN Code Ticker Bloomberg Currency
17 December 2015 LU1322516227 BGEQTIE LX Equity EUR
Benchmark Liquidity Cut off for transactions
Daily 10 am (Luxembourg)
Minimum subscription PEA
1000 EUR Non eligible
Subscription fee Redemption fee
Up to 3% None
Management fee Performance fee
0.75% None

Monthly newsletter
Key Investor Information Document (KIID)-ENG

Key Investor Information Document (KIID)-FR

Key Investor Information Document (KIID)-SPA

Key Investor Information Document (KIID)-GER


SICAV Financial Account

Notice to Shareholders (reconvened EGM) 25 July 2017

BG SICAV - UK Tax reporting 31.12.17

BG SICAV - UK Tax reporting 31.12.18

GDPR Notice to shareholders 23 May 2018


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News on the fund

François-Xavier Baud 
Tel: + 44 203 751 5395  
Email: fx.baud@bgam-uk.com

Disclaimer and legal notice   I   BOUSSARD & GAVAUDAN