Fundo em Observação

A moda dos Hedge Funds parece ter vindo para ficar. Em Portugal começam a aparecer os primeiros ao alcance do investidor individual. Esta semana o banco Best lançou 3 que podem ser subscritos a partir de 1000 euros. Destaco o SGAM AI Equity Fund – Highbridge Statistically Enhanced Equity Portfolio U.S. A2 Acc que investe em acções norte-americanas valorizou-se 16,7%* desde o seu lançamento em 8/9/2006 até 17/4/2007.

Objectivo:
SGAM AI Equity – Highbridge Statistically Enhanced Equity Portfolio – U.S. (“STEEP U.S.”) is a purely
quantitative, long-only U.S. equity fund that seeks to achieve capital appreciation above the S&P 500
index with similar volatility over a medium-term horizon (3-5 years).
Highbridge STEEP U.S. employs a purely quantitative approach to investing in individual U.S. equity
securities, based on statistical models developed by the Highbridge Statistical Arbitrage team. These
models have been successfully employed over the last four years by Highbridge multi-strategy hedge
fund. Statistical arbitrage is a trading strategy that seeks to exploit small market inefficiencies that create
predictable effects on prices.

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