Crédit Agricole Asset Management (CAAM) has launched a range of five quantitative sub-funds: the CA Funds Quant range, within its flagship international SICAV Crédit Agricole Funds, domiciled in Luxembourg.
'We are looking forward to sharing our proven in-house expertise in quantitative fund management' said Philippe Zaouati, Head of Marketing at CAAM Group. 'These new funds sit comfortably alongside our fundamental active funds, enlarging and diversifying our offering to investors.'
UCITS III-compliant, the new sub-funds use a replicable quantitative investment process which allows investors to benefit from the growth potential of five different regions through: CA Funds Euro Quant, CA Funds Asia Pacific Quant, CA Funds Japan Quant, CA Funds US Quant and CA Funds Global Quant.
CA Funds' quantitative range employs an investment process based on an in-house statistical model developed over more than ten years by a specialised quantitative subsidiary of CAAM Group, CPR Asset Management. It seeks to outperform equity markets on a recurring basis.
This model performs individual analysis of 200 criteria of over 10,000 stocks worldwide and offers two advantages, according to CAAM: the possibility of detecting a wide variety of opportunities while ensuring the diversification required to achieve long-term out-performance; the elimination of effects related to a subjective process, enhancing control over long-term performance
This process, replicated in different geographic zones, allows the portfolios to benefit from broad diversification with exposure to more than 100 stocks.