SG US Market Neutral Fund

US Equity Market Neutral

  • Invests in US small-mid cap companies using fundamental market neutral approach
  • Targets market neutral returns with downside protection through active management
  • Managed by Kenneth Grossman and Glen Schneider at SG Capital Management

Investment Solutions

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Commentaries

Click a file below to download a commentary for the SG US Market Neutral Fund

 

Fund Overview

Objective & Strategy:

The investment objective of the Fund is to maximize risk-adjusted returns through a fundamental market neutral approach to investing, primarily in US small cap companies on an event-driven basis.

The Fund has a unique edge that resembles that of an event- or catalyst-driven strategy. The Fund has a short-term investment horizon that seeks to capture positive returns from the volatility surrounding a company's earnings announcements. The Fund has a flexible mandate and can be long or short based on investment opportunities. Options are used opportunistically to protect against significant losses in any one security.

Ideal for:

The Fund is best suited for equity investors looking for a conservative U.S.-focused fund. The Fund will pair well with a long-only U.S. growth fund.

Fund Performance

The investment objective of the Fund is to maximize risk-adjusted returns through a fundamental market neutral approach to investing, primarily in US small cap companies on an event-driven basis.


Historical Performance as of April 30, 2012

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
20121.4%-0.5%2.0%0.1%3.0%
20112.1%0.8%0.8%0.5%-0.9%-0.4%0.0%-1.8%1.0%2.0%1.9%0.6%6.8%
20100.4%-1.7%-0.2%1.1%-0.7%-0.2%-1.3%-2.2%0.6%1.2%0.0%1.3%-1.7%
20091.3%-1.9%-0.4%-2.6%2.0%0.3%-0.5%-2.1%-1.8%2.3%-4.4%0.9%-6.9%
20080.3%1.9%2.3%1.5%3.7%3.8%0.4%0.3%-0.9%2.2%-0.4%-0.4%15.6%
2007-1.0%0.1%1.6%-1.1%2.0%1.2%-2.4%-0.5%1.6%1.3%0.2%3.1%6.3%

The Fund was originally advised by Tetra Capital Management until the advisor was replaced in December 2010 by SG Capital Management. The Fund was formerly called the Tetra U.S. Long/Short Fund. 

Source: Arrow Capital Management Inc./Pertrac, 2012. 

Investment Details

 
Fund Code FE 'A' Class AHP410
Fund Code FE 'F' Class AHP418
Fund Code FE USD 'A' Class  AHP416
 Fund Code FE USD 'F' Class AHP417
Management Fee 2.5%
Incentive Fee/Allocation 20%
Purchases Weekly
Redemptions Monthly with 10 business days notice
Prime Broker BNP Paribas
Auditor PriceWaterhouseCoopers
Administrator: RBC Dexia
^ Minimum Investment for accredited investors $25,000
^ Minimum Investment with a Risk Acknowledgement Form (For residents of BC, Newfoundland and Labrador, New Brunswick, and Nova Scotia), $25,000

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