Fact sheet: Oyster Market Neutral

Fund information

Fund name
Oyster Market Neutral C EUR PF
Fund company manager
SYZ Asset Management (Luxembou
Fund type
SIB
Fund manager(s)
Banque SYZ & CO SA
since 05/08/2009
Giacomo Pichetto
since 01/07/2013
Stefano Girola
since 01/07/2013
Fund objective
TThe fund's objective is to provide investors with capital growth by investing in a portfolio of European equities on a long and short basis. OYSTER Market Neutral aims to be less volatile than the European equity market and is managed using a robust and systematic investment process with a strict volatility range of 4-7%. Target beta is close to zero. Stock selection for the long positions in the portfolio is based on a diversified set of 5 factors with the goal of generating consistent performance in a wide range of market and macroeconomic conditions. The short bucket is mainly composed of index futures. The final portfolio is constructed using a risk-based methodology that allocates and balances risk and capital.
Benchmark
LIBOR EUR 3 month
Investment style
Market Neutral
Investment method
Equity

Quick stats

1 Year return

1.3 %

1 Year rank in sector

97/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 30.4 m

FE Risk score

29

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    14.9%
  • Germany
    12.38%
  • UK
    12.25%
  • Switzerland
    9.62%
  • Sweden
    7.08%
  • Financials
    21.94%
  • Industrials
    20.77%
  • Consumer Discretionary
    17.03%
  • Materials
    8.18%
  • Health Care
    6.81%
  • International Equities
    91.63%
  • Money Market
    7.56%
  • Alternative Investment Strategies
    -89.03%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %1.87 %1.3 %-1.55 %6.3 %
Sector0.79 %3.78 %5.3 %8.6 %17.63 %
Rank within sector96 / 13690 / 14297 / 13067 / 7749 / 58
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.76 %-12.7 %5.18 %-0.2 %10.73 %
Sector5.43 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector72 / 13399 / 10532 / 8349 / 6737 / 61
Quartile th3 rd4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.91
Beta0.22
Sharpe-0
Volatility4.04
Tracking error4.67
Information ratio-0.55
R-Squared0.03

Price movement

52 week high166.08
52 week low159.01
Current bid price0
Current offer price0
Current mid price165.48

Holdings by region

  • 14.9% France
  • 12.38% Germany
  • 12.25% UK
  • 9.62% Switzerland
  • 7.08% Sweden
  • 5.92% Denmark
  • 5.29% Spain
  • 4.51% Netherlands
  • 3.68% Austria
  • 2.87% Norway

Holdings by sector

  • 21.94% Financials
  • 20.77% Industrials
  • 17.03% Consumer Discretionary
  • 8.18% Materials
  • 6.81% Health Care
  • 5.2% Information Technology
  • 4.48% Energy
  • 2.84% Telecommunications Utilities
  • 2.77% Consumer Staples
  • 2.4% Utilities

Holdings by asset type

  • 91.63% International Equities
  • 7.56% Money Market
  • -89.03% Alternative Investment Strategies

Individual holdings

  • 1.09% RAIFFEISEN BANK INTL AG
  • 1.05% SUBSEA 7 SA
  • 1.02% MONCLER SA
  • 0.97% PERSIMMON
  • 0.89% DIALOG SEMICONDUCTOR PLC
  • 0.86% OMV AG
  • 0.85% NESTE OYJ
  • 0.84% NORSK HYDRO ASA
  • 0.83% SANDVIK AB
  • 0.82% FAURECIA