The new R Perdurance Market Neutral Fund offers a liquid diversification solution that aims at being uncorrelated from equity markets.
The fund has been devised by an exclusive partnership between Rothschild Asset Management, Perdurance Asset Management, and the managed account platform Innocap.
Managed by Ivan Briery, a co-founder and ex-Portfolio Manager of the renowned Voltaire fund, this European equity market-neutral strategy is based on a fundamental approach that seeks out investment opportunities via a proprietary valuation model, including an in-depth analysis of companies' accounting books and routine meetings with their management.
Attractive Risk/Reward Objective
After an in-depth valuation of beta, sector, geographical and style biases of the portfolio's long leg, the manager sets up short hedges via indices in order to neutralise them. R Perdurance Market Neutral Fund offers an attractive risk/reward objective, targeting a volatility of eight to ten percent, and a Sharpe ratio of 0.8.
«Alongside R CFM Diversified Fund, R Parus Fund and R Karya Macro Fund, R Perdurance Market Neutral Fund is the latest in a narrow range of alternative UCITS funds that are complementary in terms of risk/return, underlying strategies and liquidity,» said Charles Lacroix, Head of Business Development.
Proven Ability to Generate Alpha
Created in July 2013 with the ambition of offering investors differentiating and innovative solutions based on their needs and identifying talented managers, InRIS, the Rothschild Asset Management's alternative UCITS platform, currently has almost four billion euros under management.
Founded in 2014, Perdurance Asset Management has proven its ability to generate alpha while remaining perfectly uncorrelated from equity markets using a thorough investment process based on proprietary valuation models.
Profits to Philanthropic Projects
Held 60 precent by Ivan Briery and 40 percent by Perdurance Philanthropy, the investment management company distributes 40 percent of its profits to philanthropic projects in the areas of human rights, early years education and health, and social entrepreneurship.
R Perdurance Market Neutral Fund is marketed in France, Germany, Italy, the U.K., Spain, Belgium, Switzerland, Luxembourg and the Netherlands.
- For further information contact Lucas Tirelli at Rothschild Asset Management: This email address is being protected from spambots. You need JavaScript enabled to view it.
