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Quantology Smart I

Ranked 99 out of 183 in - Long/Short Equity over 12 months
All calculations are in EUR unless stated

Managed by

Julien Messias

Julien Messias has been mainly working in the Investment Banking field. After a first experience as an Equity Derivatives Trader at BNP Paribas in 2006, he joined ING Financial Markets where he began to work as an Exotic Interest Rate Derivatives Trader and from 2008 to end of 2012 as an Equity & Index Derivatives Trader. Julien holds degrees from Université Paris-Dauphine and Essec, and is a fellow of the French Actuary Institute. His first experience in this field was at PartnerRe as a Life Pricing ReInsurance Actuary in 2013. As a lecturer, he teaches Derivatives Products and Risk Management at Paris-Dauphine and Solvay School of Economics. He is a member of the Risk Management Commission of AFG.

Objective

The management objective is to offer a performance over the recommended investment period that is superior to that of its benchmark index while exhibiting low volatility and less than 5%. The financial management practiced is of the "Long / Short equity market neutral" type and is exercised through an active strategy of purchases and sales of shares selected according to a systematic process. Neutrality is ensured by the systematic use of futures contracts on the Nasdaq index, which is the universe chosen for this strategy.

Showing fund performance globally. You can view performance in individual jurisdictions.

Performance

Long/Short Equity over : 30/09/2016 - 30/09/2017
  • Rank 99/183 Total Return
  • Rank 49/183 Standard Deviation
  • Rank 34/183 Max Drawdown
Fund Name Currency Return
98 RWC Europe Absolute Alpha B EUR EUR

3.9%

99 Quantology Smart I EUR

3.9%

100 Man GLG Global Equity Alternative IN EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

3.8%

101 PTR-Corto Europe-P EUR EUR

3.4%

Fund Name Currency Risk
47 Lazard European Alternative C Acc EUR EUR

3.4

48 First Private Dynamic Equity Allocation A EUR

3.4

49 Quantology Smart I EUR

3.5

50 Goldman Sachs Glo Eq Long Short Pf E Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

3.6

51 Regard Positif L/S Actions EUR

3.6

Fund Name Currency Loss
32 Schroder GAIA Sirios US Equity EUR Hdg A Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.1%

33 LM MC Japan Abs Alpha A (PF) EUR Dis (A) (H)

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.1%

34 Quantology Smart I EUR

-1.2%

35 Fonditalia Flexible Europe - R EUR

-1.2%

36 Tavau Swiss Fund EUR hedged

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.2%

36 Alken Fund - Absolute Return Europe-H EUR

-1.2%

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 1.1% 2.7% 0.8%
2016 -0.6%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France

Fund Info

  • Launch date01/08/2016
  • Share Class size02Mn
  • Base currencyEUR
  • ISIN FR0013185261

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

  • Initial investment0

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Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).