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 | 0.6 | 0.9 | 0.7 | 0.7 | 0.1 | 0.8 | 0.1 | 0.4 | 0.8 | 0.2 | 0.5 | 0.9 | 0.5 | |
| 2022 | 0.8 | 0.4 | 0.2 | 0.8 | 0.3 | 0.8 | 0.5 | 0.2 | 0.2 | 0.7 | 0.9 | 0.6 | 0.1 |
