The Laurium Market Neutral Fund is a single strategy, market neutral equity hedge fund that focuses on listed South African equities. The fund exploits opportunities within a universe of the more liquid stocks on the JSE.
Our investment process is grounded on fundamental analysis in-corporating trading dynamics. We screen for relative value using various valuation, growth and return metrics.
The fund’s investment objective is to generate an absolute monthly return with a target net annual return of 5% in excess of the Short Term Fixed Interest Rate (STeFI). Additionally, the fund strives to minimise risk through disciplined hedging practices and to maintain high levels of liquidity, low concentration risk and low correlation to the equity market.