January 2024

Aleph Finance

Europe Fundamental Long and Short

Fees & Charges

Management Fee2.00%
Performance Fee20.00%
Subscription Fee0.00%
Highwater MarkYes

GENERAL INFORMATIONS

ISIN -
Inception DateAug 2023
Minimum Investment10,000 EUR
Liquidity (1)Quarterly
Inv. StyleFundamental
Base CurrencyEUR

Performance Statistics

Total Return Cumulative
11.85%
Max Drawdown (Monthly)
-2.41%
Year To Date
-0.14%
Sharpe Ratio
2.47

Strategy Description

Ucapital Asset Management underlying strategy adopts a hybrid system with a top-down approach. It consists on a discretionary analysis by ours experienced fund managers concerning the macroeconomic situation, which leads to a first sectors selection. In a second stage, the best securities are identified through a sophisticated algorithm based on mathematical and statistical models in order to improve the risk-return. 
This approach allows us to get better results since it balances the limits of the human being with the artificial intelligence, and vice versa. 

Europe Fundamental Long and Short is an innovative quantitative long-short strategy that is based on fundamental factors to select specific components with a market capitalization of more than 1 billion euros, of the Stoxx Europe 600 index . The strategy aims to choose the best stocks in terms of profitability and valuation for the long position, and the worst stocks in  for the short position. The quantitative selection is always complemented by a discretionary assessment by the fund manager.

Performance

Return Statistics

Last Month -0.14%
Year To Date -0.14%
3 Month ROR 8.19%
12 Months ROR -
36 Month ROR -
Total Return Cumulative 11.85%
Total Return Annualized 23.70%
Winning Months (%) 66.67%
Average Winning Month 3.60%
Max Drawdown (Monthly) -2.41%

Risk Statistics

Sharpe Ratio 2.47
Sortino Ratio 6.81
Sterling Ratio 2.09
Calmar Ratio 10.74
Skewness -0.51
SRRI 4
Standard Deviation Annualized 9.58%
Downside Deviation 0.99%
Average Losing Month -1.28%
Correlation vs. Xtrackers MSCI Europe UCITS ETF 1C -

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.14 -0.14
2023 0.82 5.25 -2.41 4.67 3.66 11.99
There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Monthly Returns

Risk/Return Comparison

Drawdown

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

(1) Liquidity means how often you can add or remove allocation of your funds to this product.
 
DISCLAIMER
The information is provided for informational purposes only and should not be used or considered as an offer or solicitation to the public for savings or to subscribe for securities or other financial instruments. Neither Ucapital Asset Management LLP or any of its affiliates make any warranties as to the completeness, accuracy, or suitability of any information contained in any part of this document and which is not error-free. Pairstech assumes no responsibility for any loss or damage that may arise directly or indirectly from the use of such information. While the information provided was obtained from sources believed to be reliable, neither Pairstech nor any of its affiliates testify to its accuracy or completeness. Pairstech reserves the right to modify any data without limitations or notice. The values quoted for each particular investment are indicative and are subject to change.
 
There is substantial risk of loss of your capital when trading financial markets and derivatives including futures, options, CFDs etc. Please seek independent advice when investing. Past performance should not be relied upon as an indication or a guarantee of future performance and no guarantee, express or implied, is given for future performance. The product described in this factsheet may not be suitable for you and therefore not directed at you. See reference in sections 17 and 18. Only part of your investment portfolio maybe allocated to this product.

(2) Disclaimer for Back-tested, hypothetical or simulated performance results

All projections, valuations and analyses are provided to assist you in the evaluation of the matters described herein and (i) may be based on subjective assessments and assumptions, (ii) may use one among alternative methodologies that produce different results and (iii) to the extent they are based on historical information, should not be relied upon as an accurate prediction of future performance. Certain analysis is presented herein and is intended solely for purposes of indicating a range of outcomes that may result from changes in market parameters. It is not intended to suggest any outcome is more likely than another, and it does not include all possible outcomes or the range of possible outcomes, one of which may be that the investment value declines to zero.
 
The live historical or past simulated performance of each strategy is not a guarantee or an indication of future performance.
 
All projections and forecasts in these materials are therefore illustrative only. Back-tested, hypothetical or simulated performance results have inherent limitations. Simulated results are achieved by the retroactive application of a back-tested model itself designed with the benefit of hindsight. The back-testing of performance differs from the actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Alternative modelling techniques or assumptions might produce significantly different results and prove to be more appropriate. Past hypothetical back-test results are neither an indicator nor a guarantee of future returns. Actual results will vary from the analysis.
 
Ucapital Asset Management  LLP is authorized and regulated by the Financial Conduct Authority (FCA registration number 477155)

Risk Rating

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Company info

Ucapital Asset Management LLP is a management company based in London authorized and regulated by the FCA - Financial Conduct Authority - with registration number 477155.
Ucapital Asset Management manages collective investment instruments - UCITS and Alternatives funds - and, thanks to accreditation as manager with custodian banks throughout Europe, manages individual mandates adopting both discretionary and quantitative strategies, with the aim of achieving absolute returns, through a complete range of financial instruments.
 

Strategy Exposure