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

0.38 %

1 Year rank in sector

96/124

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 30.5 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    16.51%
  • Germany
    12.43%
  • UK
    12.05%
  • Switzerland
    9.56%
  • Sweden
    7.06%
  • Financials
    21.85%
  • Industrials
    21.03%
  • Consumer Discretionary
    17.6%
  • Materials
    8.39%
  • Health Care
    6.84%
  • International Equities
    92.77%
  • Money Market
    6.48%
  • Alternative Investment Strategies
    -90.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.25 %3.14 %0.38 %-0.84 %7.06 %
Sector0.23 %2.17 %3.78 %5.48 %16.7 %
Rank within sector66 / 13754 / 14096 / 12463 / 7842 / 54
Quartile th2 nd2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.76 %-12.7 %5.18 %-0.2 %10.73 %
Sector3.7 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector58 / 136103 / 10834 / 8550 / 6937 / 62
Quartile th2 nd4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.92
Beta0.17
Sharpe-0
Volatility4.09
Tracking error4.81
Information ratio-0.5
R-Squared0.02

Price movement

52 week high165.71
52 week low159.01
Current bid price0
Current offer price0
Current mid price165.47

Holdings by region

  • 16.51% France
  • 12.43% Germany
  • 12.05% UK
  • 9.56% Switzerland
  • 7.06% Sweden
  • 6.06% Spain
  • 5.76% Denmark
  • 4.25% Netherlands
  • 3.39% Austria
  • 2.88% Finland

Holdings by sector

  • 21.85% Financials
  • 21.03% Industrials
  • 17.6% Consumer Discretionary
  • 8.39% Materials
  • 6.84% Health Care
  • 5.5% Information Technology
  • 4.16% Energy
  • 2.9% Consumer Staples
  • 2.77% Telecommunications Utilities
  • 2.24% Utilities

Holdings by asset type

  • 92.77% International Equities
  • 6.48% Money Market
  • -90.51% Alternative Investment Strategies

Individual holdings

  • 2.2% DIOR SA.CHRISTIAN
  • 0.97% SUBSEA 7 SA
  • 0.9% CENTAMIN PLC
  • 0.86% RAIFFEISEN BANK INTL AG
  • 0.85% MONCLER SA
  • 0.84% DIALOG SEMICONDUCTOR PLC
  • 0.84% PERSIMMON
  • 0.8% SANDVIK AB
  • 0.79% OMV AG
  • 0.78% INT AIR GROUP