The Fund's strategy is based on a systematic multifactorial flexible management, invested in performance swaps on equity baskets of ‘Risk Premia’ factors and European equities.
Quantitative and systematic, the portfolio construction is defined by an allocation of ‘Risk Premia’ factors in order to select equity baskets according to their characteristics. These factors may be : Value, Quality, Size, Carry, Low Vol, Momentum, Profitability, Mean reverting.
These factors can be of the following style
For further information regarding investment strategy, please refer to pages 11 to 13 of the fund's prospectus, which is a legal document available on the websiteEn savoir plus
- Capital loss risk
- Equity risk
- Liquidity risk
- Risk on systematic part of Fund portfolio
- Risk related to models usage
- Risk related to equity market intervention
- Counterparty risk