Ansa - Global Q Equity Market Neutral

Investment Objective

The ansa – global Q equity market neutral fund combines profound experience in quant equity management with state of the art machine learning methods. The portfolio is designed to be neutral to global equity markets, as well as to regions and GICS subsectors, aiming to capture true idiosyncratic alpha. We systematically derive subsector long-/short pairs that are implemented via total-return swaps through prime-brokerage lines with high street brokers. Pair selection and position sizing for the final portfolio are aligned with predefined diversification and risk management objectives. The investment objective is to generate cash plus 4 - 5% annual return while targeting a volatility of around 7%.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.1 0.7 0.2 0.3 0.2 1.0 0.9 0.8 0.8 0.7 0.4 0.0 0.3
2022 0.6 0.2 0.2 1.0 0.4 0.8 0.8 0.4 0.3 0.1 0.1 0.9 0.6

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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.