F&C Global Equity Market Neutral Fund

The case for investing in ‘styles’ - stocks grouped by particular characteristics - is well-known. Research shows certain groupings of stocks can generate positive long-term returns.

Historically ‘smart beta’ systematic strategies have focused on a single factor such as low volatility, value or size. Today we recognise the limitations of single factor strategies and the potential benefits of multi-factor investing.

Our approach
Our ‘true styles’ approach recognises that styles are not independent of each other. We seek to combine a number of styles in an intelligent way. Our aim is to generate consistent returns with limited stock specific risk and limited exposure to undesired systematic factors.

Aiming to deliver attractive absolute returns with style
The Fund aims to offer the benefits of multiple style factors in a single portfolio. Investing both long and short in global equities, it aims to deliver a positive absolute return on an annualised basis over a three-year period regardless of market conditions*.

Proven expertise
Our experienced systematic strategies team has developed and refined its ‘true styles’ approach since 2003 and implement it across a range of products.

Our approach:
Targeting ‘true styles’

Our ‘true styles’ approach is designed to exploit the attractive risk-adjusted returns available from systematically taking style exposures.

We call the approach ‘true styles’ because we take ‘raw’ styles and refine them to reduce shared elements. Isolating individual styles is likely to result in lower correlation between styles (as shared components are removed), more consistent delivery of returns and reduced volatility.

By intelligently combining styles we aim to create a well-diversified portfolio that offers attractive absolute returns on a consistent basis.

Fund at a glance:
Aiming to deliver attractive absolute returns with style

  • Aiming for absolute returns – by investing long and short in global equities across a range of defined styles, the Fund aims to deliver positive returns in all market conditions.
  • Targeting a defined outcome – targeting 10% annualised volatility over a three-year market cycle and aiming for a 7% annual return over the risk-free rate. We also offer a SICAV targeting 6% annualised volatility and 4.5% annual return over the risk-free rate.
  • Low correlation – with traditional assets including bonds, equities and hedge fund indices.
  • Cost-effective implementation – disciplined systematic investment approach applied within a robust risk management framework.

Meet the team:
Proven Expertise

Erik Rubingh

Erik Rubingh

Fund manager

Chris Childs

Chris Childs

Fund Manager

Further information

Contact us

To find out more about our global equity market neutral funds, please give us a call on this number

0207 011 4444

You can also email us at client.service@bmogam.com

Enter your name and email address to download our white paper on the multi-benefits of style investing

* A positive return is not guaranteed over this or any time period. Capital is at risk and on sale of shares in the Fund an investor may receive back less than the original investment.