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

0.29 %

1 Year rank in sector

100/132

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 30.4 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    14.88%
  • Germany
    12.3%
  • UK
    12.27%
  • Switzerland
    9.72%
  • Sweden
    7.06%
  • Financials
    22.21%
  • Industrials
    20.9%
  • Consumer Discretionary
    16.82%
  • Materials
    8.24%
  • Health Care
    6.7%
  • International Equities
    91.73%
  • Money Market
    7.51%
  • Alternative Investment Strategies
    -89.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.16 %2.88 %0.29 %-0.85 %7.56 %
Sector0.78 %3.23 %4.56 %6.06 %17.26 %
Rank within sector108 / 14073 / 141100 / 13263 / 7945 / 57
Quartile th4 th3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.88 %-12.7 %5.18 %-0.2 %10.73 %
Sector4.76 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector65 / 136102 / 10832 / 8652 / 7138 / 64
Quartile th2 nd4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.56
Beta0.19
Sharpe-0
Volatility4.07
Tracking error4.74
Information ratio-0.42
R-Squared0.02

Price movement

52 week high166.08
52 week low159.01
Current bid price0
Current offer price0
Current mid price165.66

Holdings by region

  • 14.88% France
  • 12.3% Germany
  • 12.27% UK
  • 9.72% Switzerland
  • 7.06% Sweden
  • 5.99% Denmark
  • 5.4% Spain
  • 4.54% Netherlands
  • 3.64% Austria
  • 2.87% Finland

Holdings by sector

  • 22.21% Financials
  • 20.9% Industrials
  • 16.82% Consumer Discretionary
  • 8.24% Materials
  • 6.7% Health Care
  • 5.25% Information Technology
  • 4.46% Energy
  • 2.83% Telecommunications Utilities
  • 2.77% Consumer Staples
  • 2.3% Utilities

Holdings by asset type

  • 91.73% International Equities
  • 7.51% Money Market
  • -89.5% Alternative Investment Strategies

Individual holdings

  • 1.08% SUBSEA 7 SA
  • 0.98% RAIFFEISEN BANK INTL AG
  • 0.97% MONCLER SA
  • 0.94% PERSIMMON
  • 0.85% DIALOG SEMICONDUCTOR PLC
  • 0.85% OMV AG
  • 0.85% SCHRODERS PLC
  • 0.84% NESTE OYJ
  • 0.8% SANDVIK AB
  • 0.79% JUPITER NV