Quantology Smart I
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.
Performance
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Rank 34/173 Total Return
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Rank 54/173 Standard Deviation
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Rank 8/173 Max Drawdown
Fund Name | Currency | Return | |
---|---|---|---|
32 |
Prosper Stars & Stripes P EUR
Currency exposure is hedged Currency exposure is hedged |
EUR | 6.8% |
33 | BSF European Opportunities Extension A2 EUR | EUR | 6.6% |
34 | Quantology Smart I | EUR | 6.3% |
35 | Man GLG European Mid-Cap Eqty Alt INF EUR | EUR | 6.3% |
36 | U ACCESS (IRL) Electron Glb Utility Fund D EUR Cap | EUR | 5.5% |
View full league table |
Fund Name | Currency | Risk | |
---|---|---|---|
52 | Allianz Discovery Europe Strategy - A - EUR | EUR | 3.7 |
53 | BG Sicav Tenax Gl Financ Eq LongShort DL Cap EUR | EUR | 3.7 |
54 | JPM Europe Equity Absolute Alpha A (perf) Acc EUR | EUR | 3.8 |
54 | Quantology Smart I | EUR | 3.8 |
54 | BDL Rempart Europe C | EUR | 3.8 |
View full league table |
Fund Name | Currency | Loss | |
---|---|---|---|
6 | Fonditalia Flexible Italy - R | EUR | -0.7% |
7 | Mediolanum BB Long Short Strategy Collection LA | EUR | -0.8% |
8 | Quantology Smart I | EUR | -0.9% |
9 | LOYS-GLOBAL L/S INH.I | EUR | -1.0% |
10 | Amundi Funds II Absolute Return Europ Equity A EUR | EUR | -1.1% |
View full league table |
Total Return
Quarterly Performance
to 31/03/2018 | Annual | Q1 | Q2 | Q3 | Q4 |
---|---|---|---|---|---|
2018 | 0.1% | ||||
2017 | 7.3% | 1.1% | 2.7% | 0.8% | 2.7% |
2016 | -0.6% |
Month by Month Performance
Returns Vs Risk
Registered For Sale In
- France
Fund Info
- Launch date01/08/2016
- Share Class size04Mn
- Base currencyEUR
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ISIN FR0013185261
Purchase Info
- Min. initial investment1
- Min. regular additional investment0.001
Charges
- Initial investment0