The fund's objective is to provide investors with stable returns by investing in a systematic long/short portfolio of world equities. OYSTER Equity Premia Global aims to achieve a return of Libor +5% with a volatility target of max. 6% p.a., while maintaining a beta close to zero. Stock selection is based on a diversified set of 6 premia factors (value, momentum, quality, safety, size, management), with the goal of generating consistent performance independently of market conditions.
ICE LIBOR 3 Month USD