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)
Stefano Girola
since 01/07/2013
Banque SYZ & CO SA
since 05/08/2009
Giacomo Pichetto
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

3.83 %

1 Year rank in sector

82/129

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 30.0 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    14.81%
  • Germany
    13.57%
  • UK
    12.99%
  • Switzerland
    10.15%
  • Sweden
    7.49%
  • Financials
    22.31%
  • Industrials
    21.11%
  • Consumer Discretionary
    17.63%
  • Health Care
    7.87%
  • Materials
    7.77%
  • International Equities
    94.4%
  • Money Market
    4.7%
  • Alternative Investment Strategies
    -90.44%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.64 %1.83 %3.83 %-2.16 %6.6 %
Sector0.31 %2.98 %6.42 %7.5 %19.11 %
Rank within sector52 / 14475 / 14182 / 12961 / 7042 / 50
Quartile th2 nd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund4.43 %-12.7 %5.18 %-0.2 %10.73 %
Sector5.8 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector69 / 13198 / 10330 / 7441 / 5735 / 50
Quartile th3 rd4 th2 nd3 rd3 rd

Risk statistics

Alpha-1.46
Beta0.28
Sharpe-0
Volatility3.95
Tracking error4.45
Information ratio-0.74
R-Squared0.05

Price movement

52 week high167.08
52 week low159.01
Current bid price0
Current offer price0
Current mid price166.54

Holdings by region

  • 14.81% France
  • 13.57% Germany
  • 12.99% UK
  • 10.15% Switzerland
  • 7.49% Sweden
  • 6.09% Denmark
  • 4.93% Netherlands
  • 4.37% Spain
  • 3.6% Austria
  • 3.18% Norway

Holdings by sector

  • 22.31% Financials
  • 21.11% Industrials
  • 17.63% Consumer Discretionary
  • 7.87% Health Care
  • 7.77% Materials
  • 5.55% Information Technology
  • 4.9% Energy
  • 2.94% Telecommunications Utilities
  • 2.82% Consumer Staples
  • 2.41% Utilities

Holdings by asset type

  • 94.4% International Equities
  • 4.7% Money Market
  • -90.44% Alternative Investment Strategies

Individual holdings

  • 1.23% SUBSEA 7 SA
  • 1.15% RAIFFEISEN BANK INTL AG
  • 1.08% MONCLER SA
  • 1.01% FAURECIA
  • 1.01% PERSIMMON
  • 0.9% OMV AG
  • 0.9% PEUGEOT SA
  • 0.89% DIALOG SEMICONDUCTOR PLC
  • 0.89% SANDVIK AB
  • 0.87% NORSK HYDRO ASA