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Alternative Market Briefing

Aris Wealth' quant indices fare well

Monday, April 24, 2017

amb
Alexandre Andreani
Benedicte Gravrand, Opalesque Geneva:

Last year, Geneva-based Aris Wealth Management launched indices sponsored by Societe Generale Corporate & Investment Banking. These indices replicate a proprietary quantitative equity investment strategy based on long and short single stock positions selected on the basis of a dynamic model among shares of Pan European companies.

Aris' Long Pan European Index, an actively quant-based strategy denominated in Euro (Bloomberg Ticker: IND1ADL Index), has delivered a 18% return since its inception on November 3rd, 2016. The strategy outperformed its benchmark, the MSCI Europe Index, by almost 6%.

And the firm's absolute return strategy (Bloomberg Ticker: IND1ADLS Index) achieved an eight-month positive net return despite a challenging time for European long-short equity, CIO Alexandre Andreani told Opalesque. The net return of 2% year-to-date is combined with low volatility of 4.5%, low net exposure versus the market of 22% and no significant correlation to the major European Indices.

"We were pleased with this result," Andreani added, "as we did not see the same volatility and challenging performance that other quantitative, long-short equity, equity market neutral playe......................

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