UCITS

BG AI Long Short Equity


Performance 1 year 3 years 5 years Since inception
BG AI Long Short Equity -10.51 %  -3.93 % 
Last update on 23/05/2019

NAV Z-share ISIN LU1554375961  NAV Date Year to date Performance
96 073 USD 23/05/2019 -4.14 %

NAV history


Presentation

  • Long-short Equities strategy, with stock-picking on both the long and short sides
  • Investment universe:Large cap US equities (companies with a market capitalization >$4bn) and European equities (companies with a market capitalization >€2bn)
  • Reasonable leverage (gross exposure Long + Short = 150%)
  • Key innovation: stock-picking is made through leading artificial intelligence techniques (machine learning)
  • Partnership between Boussard & Gavaudan (Asset Manager) and Bramham Gardens (R&D Lab- Investment Advisor. headed by Dr Arnaud de Servigny).
  • Investment backed by strong convictions

    Portfolio management requires the ability to process large quantities of data.
    Markets do not always behave rationally (human factor / behavioural finance)
    The ideal approach mixes quantitative processing with qualitative analysis Artificial Intelligence allows for this combination.
    In particular, with machine-learning techniques, computers can be trained and somehow draw from experience. They are less smart than individuals but can digest a lot more information at once. Our models aim to quickly process data, filtering out noise, extracting clear signals; at the same time, when confronted with new situations, they can learn and adapt.

    Management objectives

    The strategy is expected to deliver a Sharpe ratio at least equal to 1, with a volatility level in the 6% to 9% range. The recommended holding period of time corresponds to 3 to 5 years. Over such a period, the strategy should display almost no directionality, i.e. an average beta close to zero.

    Fund features

    Inception Date ISIN Code Ticker Bloomberg Currency
    21 February 2017 LU1554375961 BGLSZ1U LX USD
    Benchmark Liquidity Cut off for transactions

    Daily 2:00 PM (Lux time)
    Minimum subscription PEA
    USD 100,000 Non eligible
    Subscription fee Redemption fee
    Up to 3% None
    Management fee Performance fee
    1% 15%


    Downloads
    Monthly newsletter
    Key Investor Information Document (KIID)-ENG

    Key Investor Information Document (KIID)-FR

    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

    GDPR Notice to shareholders 23 May 2018

    EMT
    Prospectus

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


    Disclaimer and legal notice   I   BOUSSARD & GAVAUDAN
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