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 CPI +5%. 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.