Aeon Smart Multi-Factor Equity Prescient Fund

Investment Philosophy

Aeon Smart Multi-Factor Equity Prescient Fund is based on a disciplined quantitative approach that enables one to exploit sources of value in stock selection and trading. Strategies are designed, tested and managed on a quantitative basis, but always underpinned by a fundamental (qualitative) rationale. Rigorous risk management and qualitative portfolio analysis is needed to remove excessive risk. The fund’s quantitative strategy comprises a number of bespoke techniques which increases the level of potential outperformance, at a lower level of risk, by delivering alpha from a number of different sources.

The Aeon Smart Multi-Factor Equity Prescient Fund combines 3 quantitative strategies:

  • Fundamental Factor Model: We select securities using a quantitative model that is driven by carefully chosen fundamental factors. These fundamental factors are correlated with outperformance in a way that is consistent and explainable.
  • Equity Alpha Strategy: Our equity alpha strategy targets stock-specific return drivers that enhance our bottom-up stock selection process.
  • Quantitative Trading Strategy: We overlay a quantitative trading strategy that seeks to earn additional return by taking advantage of short term mispricing.
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Disclaimer

Collective Investment Schemes in Securities (CIS) should be considered as medium to long-term investments. The value may go up as well as down and past performance is not necessarily a guide to future performance. CIS’s are traded at the ruling price and can engage in scrip lending and borrowing. A schedule of fees, charges and maximum commissions is available on request from the Manager. There is no guarantee in respect of capital or returns in a portfolio. A CIS may be closed to new investors in order for it to be managed more efficiently in accordance with its mandate. Performance has been calculated using net NAV to NAV numbers with income reinvested. A detailed disclaimer can be viewed here.

“Man can believe the impossible, but man can never believe the improbable.” – Oscar Wilde