Lutetia Absolute Return UCITS

Lutetia Absolute Return UCITS - I EUR - FR0011753888

Presentation

NAV : 115.40 € on 2018-12-14

Net Assets Under Management ("AUM") : 42.90M€

Category : Equity Market Neutral

Source: Lutetia Capital. The figures relating to past periods are not a reliable indicator of future results.

Performances
Description

Lutetia Absolute Return is a UCITS fund registered in France.

This equity market neutral fund utilizes various underlying arbitrage strategies, and has a flexible approach in terms of investing which is dependent on the prevalent market opportunities. Lutetia Absolute Return targets an annualized volatility of 3-5% while limiting drawdowns through a strict risk management process. The fund combines a proprietary quantitative approach with fundamental detailed analyses of positions.

Strategy

Within the Equity Market Neutral universe, the fond focuses on a limited number of arbitrage strategies, such as index arbitrage, share-class arbitrage, repo arbitrage, rights-issue arbitrage, dividend futures arbitrage, and merger-arbitrage. These strategies are intrinsically market neutral or could even be used to hedge against market correlations. In order to maximize the risk adjusted returns, the fund invests in different types of equity products in North America and in Europe, such as stocks or futures.