Saemor’s market neutral fund suffers third monthly slide


The Saemor Europe Alpha Fund, Saemor Capital’s long-running market neutral hedge fund strategy, shed 1.9 per cent last month – its third successive monthly loss – rounding off a disappointing spell for the Netherlands-based manager which saw the fund down almost 10 per cent for the year.

The fund - which uses a quantitative factor model aimed at making gains throughout the business cycle, regardless of market environment – generated positive returns in its value and price momentum trades during December.

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