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QQM – Positivt slut på ett starkt år

Industry Report

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Stockholm (HedgeNordic.com) – Den aktiebaserade marknadsneutrala hedgefonden QQM Equity Hedge noterade sitt bästa år sedan fondstart då man under 2013 levererade en avkastning på 15.6%. Under december månad steg fonden med 48 baspunkter och noterade därmed positiv avkastning för fjärde månaden i rad. Andelen positiva månader sedan fondstart uppgår därmed till 65%.

Förvaltaren säger i en kommentar till decemberutfallet att månaden varit händelsefattig på bolagsnivå med låg volatilitet. Under månaden var vinsttrenderna snarlika de senaste månadernas där data till stor del bekräftat redan etablerade positioner. Bland positiva bidrag på bolagsnivå under december nämns positioner i Logitech, Swedbank, Aegon och Norwegian. Riskutnyttjandet mätt som Value at Risk uppgick i genomsnitt till 0.67% där fondens beta mot aktiemarknaden varierat mellan 0.04 och 0.12 och i genomsnitt uppgått till 0.08.

QQM Equity Hedge förvaltar enligt en systematisk modell baserad på behavioural finance. Positioner tas utifrån en kvantitativ analys av earnings momentum och earnings surprise. Analysen har utvecklats med stöd av akademisk forskning och empiriska samband.

Läs mer: Intervju med QQM

 

Bild: (c) Sebastian-Kaulitzki—Fotolia.com 

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by the HedgeNordic editorial team.

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