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 equity baskets of ‘Risk Premia’ factors and European equities.p

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

Value
Quality
size
Carry
Low vol
Momentum
Profitability
Mean reverting

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"

For further information regarding investment strategy, please refer to pages 6 to 8 of the fund's prospectus, which is a legal document available on the website

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Characteristics

Asset Manager
Aequam Capital
Legal Form
FCP - OPCVM
Currencies
EUR / CHF
Liquidity
Daily
Liquidity (sub./red.)
D-1 (12H00)
Settlement
D+2
Depositary
CACEIS Bank
Administrator
CACEIS Fund Administration

Risques Principaux

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 website

En 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

Fund has no capital guarantee

Shares Available

Part I
ISIN Code
Class I1 (EUR)
FR 001 330 5513
Class I2 (CHF)
FR 001 330 5539
Bloomberg Ticker
AEDPI1E FP
Minimum Investment
1 000 000€
Part C
ISIN Code
Class C (EUR)
FR 001 346 6513


Bloomberg Ticker
 
Minimum Investment
1 000€
Part P
ISIN Code
Class P1 (EUR)
FR 001 330 5521
Class P2 (CHF)
FR 001 330 5547
Bloomberg Ticker
AEDPP1E FP
Minimum Investment
1 000€

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