| 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 | In May, the Alpha Capture and Capital Raisings strategies under-performed. Long positions in banks and short in resources contributed the most to the under-performance in Alpha Capture. The Dividend Arbitrage Strategy under-performed slightly also due to banks exposure around bank ex-dates. The Tax Year End Effect got off to a slow start in May, however the Fund expects this to bounce back in June when the strongest returns usually occur. The Index Rebalance Strategy slightly outperformed on relatively few trades. Click the link below to view the latest Monthly Report. |
| More Information |
