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
| 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 |
NAV1,445.6 EUR
WTD -1.2 %
MTD 0.87 %
YTD1.2 %
| 1 Year | 3 years | 5 years |
Since inception (17/11/2015) |
|
|---|---|---|---|---|
| Boussard & Gavaudan Equity Quantitative Trading | -8.5 % | 14.6 % | 9.1 % | 44.56 % |
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.
