Fact sheet: SG GtwSstmAlpUCITS

Fund information

Fund name
SG Gateway Systematic Alpha UCITS F1 USD
Fund company manager
Societe Generale Securities
Fund type
SIB
Fund objective
Systematic Alpha UCITS Fund (”the Sub-Fund”) is a sub-fund of a Dublin-based UCITS Platform operated by Societe Generale Securities Services. The Sub-Fund trades a multiple award-winning market neutral futures program that aims to generate consistent pure alpha returns that have low-to-negative correlation to any major equity, bond, currency, hedge fund or CTA indices. To achieve its objective, the Sub-Fund employs a mix of high frequency, fully systematic mean-reversion strategies, using fully automated, around-the-clock electronic execution in a wide range of proprietary spreads constructed from the most liquid financial futures markets. The program is developed by a highly qualified team of theoretical physicists, mathematicians, and computer scientists using the latest advances in data collection, analysis and trading infrastructure.
Benchmark
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

-4.19 %

1 Year rank in sector

113/146

Sector

FO Hedge/Stru Prod - Mixed

Yield

1.976

Fund size
-
FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.62 %1.72 %-4.19 %0 %0 %
Sector0.2 %0.95 %1.1 %2.35 %7.36 %
Rank within sector35 / 15060 / 163113 / 146 / /
Quartile th1 st2 nd4 th th th

Calendar performance

YTD-20172016201520142013
Fund1.98 %-6.61 %0 %0 %0 %
Sector1.83 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector81 / 160113 / 127 / / /
Quartile th3 rd4 th th th th

Price movement

52 week high102.24
52 week low94.37
Current bid price0
Current offer price0
Current mid price97.53

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-