Finlabo Dynamic US Equity

Investment Objective

This is a North American equity fund with long-short strategy, which invests in a portfolio of selected North American stocks and protects the exposure to the stock market in a dynamic way by selling short futures contracts on referenced stock indexes (S&P 500). Both the process of stock picking and the process of hedging the equity portfolio is implemented using quantitative models developed by the investment manager Finlabo SIM. The fund aims to provide in the medium/long term positive annual absolute return above EONIA+400b.p., independently from the market conditions. The fund is actively managed to control risk, and targets an annual volatility lower than 12%.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2018 0.6 0.8 0.8 0.9 0.0 0.6 0.2 0.8 0.7 1.0 0.5 0.9 1.0
2017 0.8 0.7 0.1 0.3 0.8 0.8 0.7 0.6 0.0 0.7 1.0 0.3 0.7

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.