The fund pursues a long only systematic strategy that seeks to outperform the investable universe across different market environments.
The approach takes advantage of trends, as well as volatility, in liquid mid-and-large cap eurozone-listed stocks.
Irish ucits umbrella
The new launch comes within a year of the rules-based absolute return fund launch in the same Irish Ucits fund umbrella.
Sarasin & Partners’ experience in systematic investing dates back to 1996 and entails a wide range of systematic strategies, including its pioneering work in one of the most challenging asset classes, emerging market equities.
Andrea Nardon, head of quant at Sarasin & Partners, said: “[The fund] enables investors to benefit from the proven risk premia in a fully transparent way, whilst avoiding some of the biggest challenges posed by multi-factor optimisation problems.”
