Syquant Helium UCITS: Alpha from Mergers and Events |

Shopping Cart -

Your cart is currently empty.
Upgrade to today
for only an extra Cxx.xx

You get:

plus This issue of xxxxxxxxxxx.
plus Instant access to the latest issue of 300+ of our top selling titles.
plus Unlimited access to 27000+ back issues
plus No contract or commitment. If you decide that PocketmagsPlus is not for you, you can cancel your monthly subscription online at any time. Auto-renews at €10,99 per month, unless cancelled.
Upgrade Now for €10,99 Learn more
This website use cookies and similar technologies to improve the site and to provide customised content and advertising. By using this site, you agree to this use. To learn more, including how to change your cookie settings, please view our Cookie Policy
Pocketmags Digital Magazines
Pocketmags Digital Magazines
   You are currently viewing the Italy version of the site.
Would you like to switch to your local site?
Leggi ovunque Read anywhere
Modalità di pagamento Pocketmags Payment Types
Trusted site
A Pocketmags si ottiene
Fatturazione sicura
Ultime offerte
Web & App Reader
Loyalty Points

Syquant Helium UCITS: Alpha from Mergers and Events

Cautious, diversified approach

Event-driven and merger arbitrage strategies often have a long equity bias, but Helium’s strategy is distinguished by being “mainly market neutral” says Syquant Capital's CIO Henri Jeantet, who adds that “the art of being boring is a key asset in our investment style especially when markets get to be turbulent or investors are alerted by a major deal break in the M&A spectrum”.

The firm’s Helium Opportunities fund received three awards for best performance in the Merger Arbitrage category, based on risk-adjusted returns over one, two and three years to 2015, in THFJ’s 2016 UCITS Hedge awards. The flagship fund has printed a Sharpe of around three.

Source: Syquant

Syquant Capital was founded in 2005 and started out running its strategy as a very low volatility, cash or bond substitute, in a Cayman structure. The firm later re-domiciled to UCITS and decided to offer investors a menu of three volatility targets. The highest risk funds have been making high single digit returns in 2015 and 2016 with a respective Sharpe of 2 and 1.5. Having originally been seeded by the CEO of Exane, most of the $2bn asset base now comes from institutional investors (including pension funds, insurers, asset managers, endowments and family offices).

Deal selection - and avoiding deal breaks - have contributed positively and the managers have also been very flexible and opportunistic in varying their exposure to the core merger arbitrage strategy: it has ranged from 12% to 100% between 2012 and 2015. Syquant estimates that discretionary selection of deals has accounted for around 50% of alpha, while tactical allocation to strategies and positions has made up the other half.

Purchase options below
Find the complete article and many more in this issue of The Hedge Fund Journal - Issue 116 - September 2016
If you own the issue, Login to read the full article now.
Single Issue - Issue 116 - September 2016
Or 12999 points
Getting free sample issues is easy, but we need to add it to an account to read, so please follow the instructions to read your free issue today.
Email Address
6 Month Digital Subscription
Only € 140,00 per issue
Or 69999 points

View Issues

About The Hedge Fund Journal

INFORMING THE HEDGE FUND COMMUNITY With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry.