| 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 Dividend Arbitrage strategy contributed strong performance, with continued stock specific outperformance from Bank of Queensland, OzForex Group and Dulux Group. The Alpha Capture also performed strongly due to a short resources exposure. Index Rebalance Strategy contributed to performance this month across the ASX200 and various global indices. Capital Raisings Strategy underperformed, which was driven by the weak performance of the heavily-discounted Santos rights issue. The Fund had a net exposure of 48%, of which 26.3% exposure was in the Financial sector. Click the link below to view the latest Monthly Report. |
| More Information |
