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

3.99 %

1 Year rank in sector

72/128

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
    15.47%
  • UK
    15.29%
  • Sweden
    11.47%
  • Switzerland
    11.05%
  • Germany
    9.7%
  • Industrials
    22.31%
  • Financials
    18.85%
  • Consumer Discretionary
    15.21%
  • Health Care
    8.53%
  • Energy
    5.99%
  • International Equities
    92.48%
  • Money Market
    6.64%
  • Alternative Investment Strategies
    -84.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.44 %0.67 %3.99 %-4.04 %5.26 %
Sector-0.33 %2.63 %5.53 %6.05 %17.37 %
Rank within sector78 / 13892 / 14072 / 12864 / 7344 / 51
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund4.16 %-12.7 %5.18 %-0.2 %10.73 %
Sector5.63 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector73 / 13097 / 10230 / 7441 / 5735 / 50
Quartile th3 rd4 th2 nd3 rd3 rd

Risk statistics

Alpha-1.64
Beta0.26
Sharpe-0
Volatility3.93
Tracking error4.45
Information ratio-0.73
R-Squared0.04

Price movement

52 week high167.08
52 week low159.01
Current bid price0
Current offer price0
Current mid price166.12

Holdings by region

  • 15.47% France
  • 15.29% UK
  • 11.47% Sweden
  • 11.05% Switzerland
  • 9.7% Germany
  • 6.82% Denmark
  • 5.56% Netherlands
  • 4.03% Spain
  • 3.15% Austria
  • 2.18% Italy

Holdings by sector

  • 22.31% Industrials
  • 18.85% Financials
  • 15.21% Consumer Discretionary
  • 8.53% Health Care
  • 5.99% Energy
  • 5.59% Information Technology
  • 5.24% Materials
  • 4.14% Telecommunications Utilities
  • 3.89% Consumer Staples
  • 3.62% Utilities

Holdings by asset type

  • 92.48% International Equities
  • 6.64% Money Market
  • -84.79% Alternative Investment Strategies

Individual holdings

  • 1.58% PERSIMMON
  • 1.48% SUBSEA 7 SA
  • 1.47% INDIVIOR PLC
  • 1.38% BERKELEY GROUP HLDGS
  • 1.36% LVMH MOET HENNESSY VUITTON SE
  • 1.31% SWEDISH MATCH AB
  • 1.26% RHEINMETALL AG DUESSELDORF
  • 1.22% MICHELIN B /NOM.
  • 1.2% ELECTROLUX AB
  • 1.2% RAIFFEISEN BANK INTL AG