Investment Strategy
The ansa – global Q equity market neutral fund employs a fully systematic, equity market neutral investment strategy applied to a global equity universe.
Portfolio construction is based on ansa’s proprietary stock selection model. Our investment approach builds on a wide range of datasets and empowers state-of-the-art machine learning models to detect and exploit recurring and persistent patterns in hundreds of signals and datapoints. We seek to identify (trading) opportunities over several time horizons and take long and short positions in stocks accordingly.
The portfolio is designed to be beta-neutral, meaning that we seek to achieve returns which are uncorrelated to traditional asset classes and global equity markets. The investment approach combines machine-learning based signal generation and our rigorous risk allocation and implementation framework to provide our investors with smart diversification and an attractive source of absolute returns.
Investment Objective
The fund seeks to generate positive absolute returns that are uncorrelated with traditional asset classes. We therefore invest long and short in attractive and unattractive global equities, respectively. Positions in the risk-controlled portfolio are implemented in line with ansa’s systematic investment strategy and the proprietary stock selection model.
Opportunities
- Achieving steady value growth with controlled risk both when prices fall and rise in the most important global asset classes: stocks, bonds, commodities and currencies
- Uncorrelated source of return compared to traditional investment options
- Built on the development of a proprietary algorithm for the data-based identification of stocks with positive/negative excess return expectations.
- Exclusive and clear process with professional risk management
Risks
- Risks of changes in value or risk of changes in the price of shares
- Risks associated with derivative transactions
- Counterparty risk
General Information
Fund Name | ansa -global Q equity market neutral |
Fondsmanager | ansa capital management GmbH, Bensheim |
Administrator | Universal-Investment-Gesellschaft mbH, Frankfurt/Main |
Fund category by BVI | Strategy Funds Equity Strategy L/S Market Neutral World |
Share Classes:
Share Class S | Share Class I | Share Class R | ||
Fund Currency | EUR (euro) | EUR (euro) | EUR (euro) | |
ISIN | DE000A3DEBZ3 | DE000A3DEB01 | DE000A3DEB19 | |
Distribution Policy | Accumulating | Accumulating | Distributing | |
Management Fee | 0.55% | 1.00% | 1.50% | |
Subscription Fee | none | none | Currently 5% | |
Minimum Investment | starting at 5 million € | starting at 100.000€ | starting at 100€ | |
Performance Fee | 15% | 20% | 20% | |
Hurdle Rate | 3-month Euribor® | 3-month Euribor® | 3-month Euribor® |
Documents
Sustainability-related disclaimers and other fund documents
Sustainability-related information and further documents about this financial product has been disclosed via the website of Universal-Investment-Gesellschaft mbH, Frankfurt/Main. (Administrator):
The links are checked regularly. If there are any technical access problems, please contact us.