Sat, Oct 22, 2016
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Andreani quant program returns 4.5% since June inception

Monday, January 13, 2014

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......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. M&A - U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga, Hedge fund Parvus shows hand, toppling William Hill merger deal[more]

    U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga From The fierce battle to buy Britain's biggest private equity group has come to an unexpected conclusion, with the original bidder walking away with the prize. SVG Capital has agreed

  2. Marc Lasry: Energy is still a phenomenal opportunity[more]

    From Distressed debt specialist Marc Lasry said energy debt is still a "phenomenal opportunity" because investors can get "massively overpaid" for the risk they take on. There are "huge opportunities" in the energy sector especially in restructurings, the Avenue Capital Group CEO said Tues

  3. Opalesque Exclusive: Ex-SAC manager re-emerges with market neutral hedge fund[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A manager re-emerged from the SAC battleground last year to launch his own hedge fund under the umbrella of New York-based investment firm Endicott Group.

  4. North America - Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation, Billionaire hedge fund titans Dinan, Lasry on election, markets and best investment ideas[more]

    Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation From Kyle Bass, founder of Hayman Capital Management, on Wednesday warned that the U.S. is headed toward so-called stagflation. Stagflation is typically described as persistently high inflation and hi

  5. Other Voices: Follow the advice of investment consultants - I think not[more]

    Mark Rzepczynski, Founding Partner, Chief Investment Officer AMPHI Research and Trading, writes on Harvest Exchange: Investment consultants are a force to the reckoned with in the pension world. They advise and drive many pension decisions around the globe. Consultants literally control trillion