info@bluespadecapital.com

Shoreditch, E2, London, UK

– BlueSpade ‘ARUSy’ Equity

  • Strategy (incepted in Nov-14)
    PhilosophyAbsolute Return Unconstrained Systematic (ARUSy)
    ApproachFundamental Quantitative | 90% Bottom-Up /10% Top Down
    StyleMomentum Value / All Cap with a bias towards Small-Mid Cap
    Investment universeDeveloped, Emerging & Frontier Markets Equities | Cash up to 50% (strategic allocation)
    Sub-portfolios%Typical position size
    'Core' holdings
    Core holdings went through a thorough quantitative screen aggregating 12 factors.
    75%c. 1%
    'Incubator' holdings
    Incubator holdings went through a more traditional Value approach including 3 factors
    25%c. 0.5%
    Portfolio CharacteristicsARUSyMSCI All Country World Index
    Nb. of holdings1242,449
    Nb. of countries2423 DM / 23 EM
    Avg. Market Cap ($bn)4.715
    Price/Earnings10.6x17.4x
    Price/ Book1.78x2.08x
    ROE14.3%12%

    Sector breakdown


    Region breakdown


    Market Cap breakdown


  • BLUESpade Global Unconstrained Equities (paper portfolio, in USD)


     Jan.Feb.Mar.Apr.MayJun.Jul.Aug.Sep.Oct.Nov.Dec.YTD
    2014----------0.35%4.09%4.45%
    20150.31%4.85%1.61%2.93%9.99%

    NB: November figure is from November 10th.

  • ¬†Under Construction