Auriel Equity Market Neutral strategy

Launched in June 2007 as the Auriel European equity market neutral strategy, the strategy utilises a systematic approach trading the most liquid equities in a long/short, beta and sector neutral portfolio. The objective is to generate absolute returns by managing a diversified, risk-controlled portfolio with a low correlation to traditional asset classes and to the existing hedge fund universe. The focus is on the largest, most liquid, publicly traded equities across fourteen countries, which make up approximately 600 names, grouped into 25 sectors. The systematic portfolio construction process is designed to minimise exposure to multiple risk factors to ensure true market neutrality. The research effort is continuous in the search for new insights/anomalies in the European equity markets. Additionally, the best in class portfolio construction and risk management techniques available are used to turn the investment themes into a robust, diversified portfolio. The addition of the sustainability model as the core of the long term positions improves expected risk adjusted returns by providing an uncorrelated long term source of Alpha. The Fund was renamed the Sustainable Absolute return fund to highlight our focus on responsible investing.

Auriel European Equity Managed Accounts

Auriel European Equity Pooled Vehicle

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