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Schroders unveils new long/short quant fund

by Robert St George on Feb 11, 2014 at 15:17

Schroders unveils new long/short quant fund

Schroders has launched a long/short global equity fund for its quantitative team.

The QEP Global Value Plus fund will have the flexibility to invest up to 150% long in value stocks and up to 50% short in low quality stocks, targeting a return 5% ahead of its MSCI All Country World benchmark.

The strategy has been available to institutional investors since July 2008, during which time it has returned 51.1% in excess of the index.

‘I am delighted that intermediaries will now be able to access one of our most exciting products,’ commented Justin Abercrombie (pictured), head of QEP investment at Schroders.

‘By investing up to 150% of the fund in stocks which are attractively priced we are able to go beyond a more traditional approach in maximising the long-term value opportunity. Meanwhile, the flexibility to short up to 50% of the fund in stocks with low quality characteristics acts as both a style diversifier for the long portfolio and a distinctive return strategy in its own right.’

The fund has already attracted more than £300 million of assets from existing clients transferring into the product. It has an annual management charge of 1.75% for its A share class, dropping to 1% for the C share class.

The Schroders QEP investment team was established in 1996 and currently manages more than £20 billion across its range of equity strategies.

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