Menu

Boussard & Gavaudan Equity Quantitative Trading I-Share ISIN LU1322516227 | Equity

About the fund

Summary

Long-only quantitative equity strategy focused on Europe. The fund analyses short and long term stock momentum to capture various momentum biases. The Fund aims to achieve capital appreciation and generate outperformance over benchmark indices.
Strategy development began in 2010 and was first implemented in September 2012 as a sub-strategy within the firm’s flagship multi-strategy hedge fund. In December 2015 the strategy was adapted for launch as a standalone UCITS fund.

Portfolio Construction

The fund follows a three-step investment process based on a momentum strategy, a trend following strategy, and a strategy to handle asset allocation. The process is based on quantitative models developed internally and systematic risk management is applied at a portfolio level based on BG’s extensive risk management experience.

Typical Fund characteristics

  • Geography: Europe
  • Industry: All sectors
  • Market capitalization: Generally above €500m
  • Number of holdings: c. 70 positions
  • Average position size: ~1.4% to 4% (capped at 7%)

Fund features

Inception Date 17 November 2015
ISIN Code I-Share LU1322516227
Ticker Bloomberg BGEQTIE LX Equity
Currency EUR
Other available currencies USD
Liquidity Daily
Cut off for transactions 10.00 am (Luxembourg)
Minimum subscription 1000 EUR
PEA
(Plan d'épargne en actions)
Non eligible
Subscription fee Up to 3%
Redemption fee None
Management fee 0.75%
Performance fee None

NAV & performance at 22/01/2021

NAV1,526.74 EUR

WTD 2.15 %

MTD 3.83 %

YTD3.83 %

1 Year 3 years 5 years Since inception
(17/11/2015)
Boussard & Gavaudan Equity Quantitative Trading 8.16 % 14.19 % 64.18 % 52.67 %

 

Risk warning: Past performance is no guide to future performance. The value of holdings may fall as well as rise and investors may not get back their initial investment. Performance displayed is net of fees with income reinvested and is calculated on a NAV to NAV basis. Performance data is estimated and unaudited.
If the currency in which the past performance is displayed differs from the currency of the country in which you reside, due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency.
Source: Bloomberg, Boussard & Gavaudan.

Contact

Contact us

Invest

How to invest

This website is only intended for use by professional investors domiciled in the European Union and United Kingdom, and is not for distribution to, or use by, any person or entity in any jurisdiction where such distribution or use would be contrary to any law or regulation or which would subject Boussard & Gavaudan to any regulatory requirements in such jurisdiction.

Decline