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Alternative Market Briefing

Andreani quant program returns 4.5% since June inception

Monday, January 13, 2014

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Alexandre Andreani
Benedicte Gravrand, Opalesque Geneva for New Managers:

Andreani & Associés’s quantitative long/short equity program, the QLSII COPS returned 4.53% (net of fees) from its June 3rd, 2013 inception through to December 31st, 2013, with an annualized volatility of 5.45% and an annualized return of 9.06%. The QLSII COPS is the unleveraged version of the program and currently a managed account on Interactive Brokers.

Alexandre Andreani, CEO and CIO of the boutique located near Geneva, supplied Opalesque with some index and fund returns covering the same seven-month period for the sake of comparison:

- The Lyxor L/S Equity Market Neutral Tracker PC-Class EUR is down -1.94%, with annualized volatility (vol) of 5.25%; - The Lyxor L/S Equity Variable Bias PC_Class EUR is up 4.16%, with 6.47% vol; - The GLG European Opportunity Fund is down -0.94%, with 7.42% vol; - The Jupiter Europa Hedge Fund is up 1.12%, with 8.50% vol; - The Zebra Global Liquidity Arbitrage Fund is up 2.12%, with 5.35% vol; - The Henderson AlphaGen Octanis Fund is up 5.87%, with 5.80% vol; - The Marshall Wace Tops European Fund is up 6.97%, with 8.03% vol; - And the Martin Currie Europe Fund is up 7.25%, with 7.68% vol.

Mr. Andreani reports that from June to December, the portfolio’s best performers were Auto stocks (+21%), Financials (+17%), and Technology (+18%). The Construction, Basic Resources and Insurance sectors did quite well too.

The manager als......................

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