Fact sheet: Oyster Mkt Neutral Eur

Fund information

Fund name
Oyster Market Neutral Europe 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

5.35 %

1 Year rank in sector

67/131

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 28.7 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    15.28%
  • France
    14.96%
  • Switzerland
    10.95%
  • Sweden
    10.89%
  • Germany
    10.4%
  • Industrials
    21.95%
  • Financials
    18.62%
  • Consumer Discretionary
    15.17%
  • Health Care
    8.13%
  • Materials
    5.77%
  • International Equities
    91.45%
  • Money Market
    7.68%
  • Alternative Investment Strategies
    -83.68%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.86 %1.38 %5.35 %-4.09 %5.24 %
Sector1.35 %3.58 %6.67 %8.04 %17.15 %
Rank within sector74 / 14082 / 14267 / 13164 / 7341 / 49
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.62 %4.56 %-12.7 %5.18 %-0.2 %
Sector1.05 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector79 / 13271 / 13095 / 10030 / 7241 / 56
Quartile th3 rd3 rd4 th2 nd3 rd

Risk statistics

Alpha-1.87
Beta0.27
Sharpe-0
Volatility3.9
Tracking error4.4
Information ratio-0.8
R-Squared0.04

Price movement

52 week high167.84
52 week low159.32
Current bid price0
Current offer price0
Current mid price167.79

Holdings by region

  • 15.28% UK
  • 14.96% France
  • 10.95% Switzerland
  • 10.89% Sweden
  • 10.4% Germany
  • 6.19% Denmark
  • 5.36% Netherlands
  • 3.99% Spain
  • 3.17% Austria
  • 2.24% Finland

Holdings by sector

  • 21.95% Industrials
  • 18.62% Financials
  • 15.17% Consumer Discretionary
  • 8.13% Health Care
  • 5.77% Materials
  • 5.75% Energy
  • 5.42% Information Technology
  • 4.01% Telecommunications Utilities
  • 3.9% Consumer Staples
  • 3.6% Utilities

Holdings by asset type

  • 91.45% International Equities
  • 7.68% Money Market
  • -83.68% Alternative Investment Strategies

Individual holdings

  • 1.46% INDIVIOR PLC
  • 1.42% PERSIMMON
  • 1.4% BERKELEY GROUP HLDGS
  • 1.33% RHEINMETALL AG DUESSELDORF
  • 1.29% LVMH MOET HENNESSY VUITTON SE
  • 1.28% SWEDISH MATCH AB
  • 1.26% SUBSEA 7 SA
  • 1.21% NESTE OYJ
  • 1.19% MICHELIN B /NOM.
  • 1.19% RAIFFEISEN BANK INTL AG