Mon, Jan 5, 2026
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
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......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Nvidia extraordinary growth and the challenge of sustaining demanding valuations over time[more]

    Antonio Di Giacomo, Senior Market Analyst at XS.com, writes: Nvidia has established itself as one of the most extraordinary growth companies in the global technology sector. Over the past two fiscal years, its revenues have risen from levels close to $60 billion annually to well above $120 billi

  2. Secondaries take center stage: What the 2026 PE landscape means for GPs and investors[more]

    Matthias Knab, Opalesque for New Managers: The 2026 edition of Dechert's Global Private Equity Outlook - "Signs of a Gradual Thaw" - marks a notable shift in industry sentiment. After years of compr

  3. Opalesque Exclusive: Hedge funds outperform mutual funds in managing extreme risk contagion - key insights for investors[more]

    Matthias Knab, Opalesque for New Managers: Hedge funds and mutual funds are among the most prominent vehicles for investors seeking growth and diversification. However, a critical question persists: which fund ty

  4. Other Voices: Life settlements hedge funds are gaining acceptance among institutional investors[more]

    By Donald A. Steinbrugge, CFA - Founder and CEO of Agecroft Partners, a global hedge fund consulting and marketing firm. Over the past decade, life settlements hedge funds have steadily gained acceptance among institutional investors. Their appeal lies in the potential to deliver

  5. And, finally: Time to share it with the people[more]

    From Newsoftheweird: Leavenworth, Washington, has become a tourist destination because of the Bavarian theme businesses have adopted there, NPR reported. One shop, the Leavenworth Nutcracker Museum, houses the world's largest nutcracker collection, thanks to 101-year-old Arlene Wagner. Wagner sta