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| 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 | In February, the Alpha Capture and Capital Raising Strategies were positive contributors to the Fund's return. The Index Re-balance Strategy contributed negatively mainly due to the following stocks; Pacific Rubiales Energy (-92bps), Penn West Petroleum (-81bps) and Denbury Resources (-39bps). The Dividend Arbitrage Strategy also under-performed in February, where the long positions outperformed the market, but the short positions out-performed the long positions. Read the complete Monthly Report from the Fund on AFM website. |
| More Information | » View detailed profile of this fund |
