Aequam Capital

Risk Profile

Low risk
Low expected return
1
2
3
4
5
6
7
High risk
High expected return

Long only equity strategy

Region
Europe
Benchmark Index
EuroStoxx 50 TR
Holding Period
5 years
Currency
EUR
Launch Date
30/04/2018
AMF Agreement
16/03/2018

Investment Strategy

The fund's strategy is based on a systematic multifactorial flexible management, invested in performance swaps on "Risk Premia" factor equity index and European equities

The construction of the portfolio is defined by an allocation of single, combined, statistical or thematic "Risk Premia" factors to select stocks according to their characteristics

These factors can be of the following style

Value
Quality
size
Carry
Low vol
Momentum
Profitability

Thematic

Renewable Energy
Silver economy
CEO Value
European Buyback

Equity exposure range between 0 and 100% depending on the model's expectations on the markets. The investment process, which focuses on risk monitoring, is based on two approaches to porfolio construction: "top down" and "bottom up"

Characteristics

Asset Manager
Aequam Capital
Legal Form
FCP - OPCVM
Currencies
EUR / CHF
Liquidity
Daily
Liquidity (sub./red.)
D-1 12noon
Settlement
D+3
Depositary
CACEIS
Administrator
CACEIS

Shares Available

Institutional
ISIN Code
Class I1 (EUR)
FR 001 330 5513
Class I2 (CHF)
FR 001 330 5539
Bloomberg Ticker
AEDPI1E FP
Investment
250 000€
Retail
ISIN Code
Class P1 (EUR)
FR 001 330 5521
Class P2 (CHF)
FR 001 330 5547
Bloomberg Ticker
AEDPP1E FP
Investment
1 000€