Fund Update · Long Short Equity Fund
Long Short Equity Fund - May 2022
· Portfolio Management · Long Short Equity Fund
Summary
The fund is actively managed by Minerva IMS, based on a zero-net investment «multi-factor» strategy. The long-short structure implies market neutral exposure and limited correlation to the main market indexes while the investment strategy is based on a «multi-factor» quantitative proprietary model design to achieve a systematic, rule-based approach to stock selection. The fund aims to generate a positive absolute return throughout all market conditions.
The fund delivered an exceptional performance over the last 6 months despite the persistent volatility across the equity market proving the benefits of building not long-only portfolios and the ability of the right combination of factors to deliver a satisfactory positive performance also during turbulent times.
Authors
- Rodrigo Duarte SilvaPortfolio Manager
- Giorgio ProfetaSenior Portfolio Analyst
- Carmine TroiloPortfolio Analyst
- Julia Garcia-PelayoPortfolio Analyst
- Francesco SorbonePortfolio Analyst
- Matilde ZampaPortfolio Analyst
- Matteo PellandinoPortfolio Analyst
- Daniele CutiniHead of Asset Management
- Matteo TurriHead of Portfolio Management
Details
- Published
- 10 May 2022
- Division
- Portfolio Management
- Fund
- Long Short Equity Fund
- Type
- Fund Update
- Pages
- 10
- Authors
- 9
Cite this report
Minerva Investment Management Society (2022). Long Short Equity Fund - May 2022. Portfolio Management. https://minervaims.org/archive/long-short-equity-fund-may-2022
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