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/ Book1.78x2.08x

    Sector breakdown

    Region breakdown

    Market Cap breakdown

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


    NB: November figure is from November 10th.

  • ¬†Under Construction