The fund consists of a multi-factor alpha strategy relying on diversified factors driving equity returns.
The THEAM Quant – Equity World DEFI Market Neutral fund aims to increase the value of its assets over the medium term regardless of market conditions, by being exposed to a leveraged long/short dynamic basket of equities and futures listed on global markets, or operating in these markets. The components of the dynamic basket are chosen using a systematic selection method based on the fundamental analysis of companies.
- Absolute Returns: the strategy aims to deliver positive returns regardless of markets conditions through market-neutral exposure to 4 core equity factors: Value, Quality, Low Volatility and Momentum.
- Leveraged Alpha: it is designed to display 8-9% annualised volatility in order to enhance performance as compared to unleveraged market-neutral funds, which often exhibit lower levels of volatility.
- Low Correlation: it is conceived to have a low correlation to traditional asset classes including equities and bonds.
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