Investment Objective
This fund implements the same strategies but with a more dynamic profile and a slightly higher leverage, Helium Performance has an objective to realize an absolute performance with a low correlation to equity markets.
The fund focuses on merger arbitrage and other event driven strategies across both Europe and North America.
A highly diversified portfolio, the Helium Fund adheres to strict risk management constraints.
Reference Index
Libor 1 month
Latest Meeting Note
Meeting Note 23 Oct 2014
Syquant Helium Performance is an event driven fund that aims to provide consistent positive performance by combining two equity market neutral arbitrage strategies (merger arbitrage and event driven) with two systematic strategies (‘sto...
Syquant Helium Performance is an event driven fund that aims to provide consistent positive performance by combining two equity market neutral arbitrage strategies (merger arbitrage and event driven) with two systematic strategies (‘stock selection’ and ‘systematic long/short’) investing in mature markets across North America and Europe. The fund is based on Syquant’s flagship fund, Syquant Helium Opportunities, which combines the merger arbitrage, event driven and systematic long/short trading books but has a lower return profile than this fund. The fund was first launched in May 2013 and has generated annualised returns of 5.7% with annualised volatility of 3.1% since then. October 2014 has been challenging for many event driven stratetgies although Syquant appears to have weathered the storm very well many thanks to their disciplined and diversified approach which as stood them in good stead to date.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.8 | 0.6 | 0.7 | 0.0 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 0.4 | 0.5 | 0.7 | 0.4 | |
| 2023 | 0.5 | 0.1 | 0.8 | 0.9 | 0.6 | 0.0 | 0.8 | 0.4 | 0.3 | 0.4 | 1.0 | 0.7 | 0.1 |
