QATO Capital Market Neutral Long/Short Fund
We would like to highlight the following aspects of the Fund;
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Qato Capital is a Melbourne-based boutique fund manager backed by single family office, Larkfield Funds Management.
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Qato has a systematic, market-neutral strategy which invests exclusively in S&P/ASX 100 stocks.
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The QATO Capital's Q-score process captures and quantifies six broad fundamental factors, which assess multiple underlying sub-categories. Those companies with the top score (quality companies) are included in the "long" portfolio, those with the lowest score are sold short.
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The Fund seeks to preserve capital and maximise absolute returns through active and constant risk management, targeting monthly a net market exposure of 0% to hedge broader market risks through 30 S&P/ASX-100 positions (15 long & 15 short equally-weighted positions).
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Qato Capital's process is entirely systematic - stock selection and risk management are employed in a rules based approach. The Fund employs no financial leverage/gearing to purchase securities, no derivatives and no financial products to imitate leverage.
Qato Capital AFM Fund Review September 2015 (pdf format)
