Persephone Cointegration Alpha

Investment Objective

The Persephone Cointegration Alpha Fund follows a pure alpha strategy. At least 51 percent of the fund's assets are invested long in stocks of European issuers, and their selection and weighting are done quantitatively and forecast-free while using the mathematical concept of cointegration. The market return risk is hedged using exchange-traded derivatives on the short-side. The alpha strategy is proprietary, innovative and combines systematic, quantitative and market neutral investment management. 

Reference Index

N/A

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 0.8 0.1 0.4 0.8 0.9 0.6 0.0 0.2 0.5 0.2 0.4 0.6 0.7
2021 0.7 0.2 0.7 0.2 0.4 0.9 0.2 0.9 0.7 0.5 0.5 0.8 0.9

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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.