| Report Date | |
| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months | |
| Annualised Since Inception | |
| Inception Date | |
| FUM (millions) | |
| Fund Overview | SQF has been established to profit from anomalies surrounding event driven, behavioural & factor based structural market inefficiencies which generate significant profits and are uncorrelated & persistent over time. Specific strategies such as dividend arbitrage, index addition and deletion, tax year end, capital raisings, among other strategies are used by the Fund. The Fund's initial focus is on investing in Australian and New Zealand markets. |
| Manager Comments | The Fund's strong performance has been achieved with lower volatility, bringing the Fund's Sharpe Ratio and Sortino Ratio to 1.68 (Index 0.57) and 4.57 (Index 0.77) respectively. The underperformance in January was largely caused by the Dividend Strategy. SQF also suffered stock¬-specific events that weighed on performance short Macquarie Bank (81bps), long Woodside Petroleum (80bps) and short Henderson Group (78bps) were the largest contributors. The offsetting trades did not balance out these stock movements as expected. |
| More Information | » View detailed profile of this fund |
