While investing in equity premia is nothing new, the approach taken by SYZ AM to ‘harvest’ inefficiencies in equity markets by adopting a highly liquid, long/short approach while aiming to maintain a near-zero equity market beta is a key differentiator. The Quantitative Investment Solutions team have drawn on their years of investment and academic experience to create robust equity premia, which are the key building blocks of any risk premia strategy.
Commenting on the strategy, Guido Bolliger, Portfolio Manager and Co-Head of Quantitative Investment Solutions, said: “Our solution focuses on premia present in equity markets and seeks to offer the prospect of stable, alpha-rich returns disconnected from broader market behaviour.
Benoît Vaucher, Portfolio Manager added “The fund aims to offer an alternative source of returns in an environment of low-rates and stretched valuations”.
The three-member strong team, which includes Mr. Bolliger, Mr. Vaucher and Co-Head of Quantitative Investment Solutions, Mr. Claude Cornioley, achieved a net return of +5.24% for the OYSTER Market Neutral Europe, placing it among the top quartile of its peer group**.