MIMS – LONG SHORT EQUITY FUND (REPORT MAY 2022)

The fund is actively managed by Minerva IMS, based on a zero-net investment «multi-factor» strategy. The long-short structure implies market neutral exposure and limited correlation to the main market indexes while the investment strategy is based on a «multi-factor» quantitative proprietary model design to achieve a systematic, rule-based approach to stock selection. The fund aims to generate a positive absolute return throughout all market conditions.

The fund delivered an exceptional performance over the last 6 months despite the persistent volatility across the equity market proving the benefits of building not long-only portfolios and the ability of the right combination of factors to deliver a satisfactory positive performance also during turbulent times.