BNP THEAM Quant - Equity World DEFI Market Neutral

Investment Objective

The Fund implements a quantitative investment strategy (the Strategy) that combines long positions on a diversified basket of worldwide equities and short positions on futures through the BNP Paribas DEFI Equity World Market Neutral 2X TR Index. The strategy aims to deliver positive returns regardless of market conditions through a market neutral exposure to 4 core equity factors: Value, Quality, Low Volatility and Momentum.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.3 0.5 0.2 0.7 0.7 0.9 0.2 0.5 0.6 0.2 0.2 0.1 0.6
2022 0.8 0.6 1.0 0.8 1.0 0.3 0.6 0.4 0.2 0.3 1.0 0.8 0.9

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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.