Ossiam ESG Opportunity

Investment Objective

The fund builds a long exposure global equities position chosen by active systematic selection, alongside short exposure to the global equity universe. The long exposure applies two Ossiam proprietary research-based frameworks proven over time: (i) Ossiam ESG machine learning selection, which aims to select stocks based on ESG metrics with material impact on financial performance, live since 2018, and (ii) Multi-factor selection, which aims to select stocks with overall positive exposure to traditional factors, and has been live since 2019. The beta resulting from the long portfolio is hedged by the short position on the global equity universe to mitigate the beta. The fund’s portfolio is rebalanced quarterly.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 0.9 0.1 0.5 0.4 0.3 0.1 0.5 0.2 0.8 0.9 0.3 0.3 0.9
2021 0.3 0.7 0.3 0.1 0.2 0.8 0.3 0.8 0.7 0.2 0.6 0.4 0.3

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.