HedgeF015 · Vintage 2016Open
Helios Quant Equity
Helios Systematic
Market-neutral statistical arbitrage across 8 global equity markets. 3-day average holding period.
Systematic EquityStatistical ArbitrageGlobalArticle 6
Performance · since fund launch
Cumulative net return
1.8%
since inception
Compare with
| Fund vs indexes | 1Y | 3Y | 5Y | Per year since launch | Yearly volatility | Largest drop |
|---|---|---|---|---|---|---|
| Helios Quant Equity | +4.8% | -3.8% | — | -1.0% | 6.7% | -16.7% |
| HFRI Fund Weighted Composite(illustrative) | +4.5% fund +0.3pp | +12.1% fund -15.9pp | — | +4.8% fund -5.8pp | 3.9% | -4.0% |
| S&P 500 Total Return | +26.3% fund -21.5pp | +33.1% fund -36.9pp | — | +19.7% fund -20.7pp | 18.2% | -23.9% |
| STOXX Europe 600 | +12.7% fund -8.0pp | +20.0% fund -23.8pp | — | +11.4% fund -12.4pp | 13.7% | -20.5% |
Sources: HFRI FWC — Illustrative mock data · S&P 500 TR — Yahoo Finance (^SP500TR) · STOXX 600 — Yahoo Finance (^STOXX, price index). Index data aligned to the fund's quarter ends.
| Quarter | Quarterly return | Sharpe |
|---|---|---|
| 2022 Q1 | -6.25% | 2.09 |
| 2022 Q2 | -6.27% | 2.02 |
| 2022 Q3 | -2.94% | 2.05 |
| 2022 Q4 | +1.49% | 1.72 |
| 2023 Q1 | +3.46% | 2.08 |
| 2023 Q2 | -1.76% | 1.73 |
| 2023 Q3 | +2.94% | 1.88 |
| 2023 Q4 | +0.16% | 1.74 |
Terms
Target fund size£4.0bn
Current AUM£3.2bn
Min ticket£10m
Largest investment accepted£250m
Target net IRR9–12%
Minimum time investors must stay in1 year
Management fee2.00%
Carry / performance20%
ESG / SFDRArticle 6
Liquidity
Monthly liquidity, 30-day notice.
Investment highlights
- Sharpe ~2.0
- Drawdown profile <3%
Top 5 holdings
Largest positions · % of fund · simulated
- Highgate Realty10.6%
- Pinnacle Retail10.5%
- Kestrel Aerospace7.8%
- Sterling Bancorp7.8%
- Solace Insurance5.7%