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
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

0.33 %

1 Year rank in sector

102/127

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 31.2 m

FE Risk score

31

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    13.97%
  • Switzerland
    13.86%
  • France
    11.88%
  • UK
    10.37%
  • Denmark
    8.08%
  • Financials
    23.07%
  • Industrials
    23.06%
  • Consumer Discretionary
    12.03%
  • Materials
    7.77%
  • Consumer Staples
    7.39%
  • International Equities
    93.4%
  • Money Market
    6.53%
  • Alternative Investment Strategies
    -79.95%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.24 %3.5 %-0.15 %-1.31 %6.64 %
Sector0.65 %2.93 %4.19 %5.44 %17.92 %
Rank within sector108 / 14455 / 141102 / 12768 / 8545 / 58
Quartile th3 rd2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.49 %-12.7 %5.18 %-0.2 %10.73 %
Sector3.6 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector59 / 139110 / 11639 / 9454 / 7641 / 68
Quartile th2 nd4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.79
Beta0.16
Sharpe-0
Volatility4.11
Tracking error4.83
Information ratio-0.43
R-Squared0.01

Price movement

52 week high166.82
52 week low159.01
Current bid price0
Current offer price0
Current mid price165.04

Holdings by region

  • 13.97% Germany
  • 13.86% Switzerland
  • 11.88% France
  • 10.37% UK
  • 8.08% Denmark
  • 7.31% Sweden
  • 4.88% Austria
  • 3.86% Netherlands
  • 2.97% Italy
  • 2.86% Spain

Holdings by sector

  • 23.07% Financials
  • 23.06% Industrials
  • 12.03% Consumer Discretionary
  • 7.77% Materials
  • 7.39% Consumer Staples
  • 6.63% Health Care
  • 4.18% Information Technology
  • 3.84% Energy
  • 3.49% Telecommunications Utilities
  • 1.12% Utilities

Holdings by asset type

  • 93.4% International Equities
  • 6.53% Money Market
  • -79.95% Alternative Investment Strategies

Individual holdings

  • 2.08% DIOR SA.CHRISTIAN
  • 1.79% MICHELIN B /NOM.
  • 1.74% HENKEL / VORZUG
  • 1.72% OSRAM LICHT AKT.
  • 1.67% SWEDISH MATCH AB
  • 1.66% BURBERRY GROUP
  • 1.61% RAIFFEISEN BANK INTL AG
  • 1.45% HERMES INTERNATIONAL
  • 1.43% CENTAMIN PLC
  • 1.42% SUBSEA 7 SA