Quantitative Fund • ISIN: LU1891683903

Through a quantitative and systematic approach to our company selection and risk management, our aim is to build a balanced portfolio, uncorrelated with equity indices, in order to manage risk for your savings during periods of significant stress in equity markets, while generating long-term returns.

BDL Alpha Select is an actively managed long/short fund investing in equities from OECD countries. A long/short strategy combines long positions (buying securities) and short positions (selling securities) in equity markets. The fund is actively managed with reference to the compounded €STR (Euro Short-Term Rate) index, with the objective of delivering absolute returns above those of the index. It also seeks to maintain controlled volatility over the long term.
The stock selection process is quantitative and systematic. It combines several complementary investment approaches, drawing on both fundamental company data (balance sheets, income statements, etc.), enhanced by the expertise of BDL Capital Management's sector analysts, and technical factors that may influence share prices (passive fund flows, volatility, etc.). Finally, the economic cycle is analysed quantitatively to further refine the selection process.

The BDL Alpha Select fund invests in the following asset classes (up to 100% of its assets):
- Equities from OECD countries, including through Contracts for Difference (CFDs – derivative instruments) and direct holdings;
- Currencies (for hedging purposes);
- Credit (government and corporate bonds rated above CCC).
The fund may also invest, on an ancillary basis, in other UCITS (up to 10% of its assets).
The use of these instruments may result in leverage. This mechanism allows the fund to increase its investment exposure. While leverage can amplify potential returns, it also increases the risk of capital loss.
The fund's sensitivity to the various asset classes is as follows:
- Net interest rate sensitivity (duration): from −10 years to +10 years;
- Net equity exposure (delta): from −10% to +25% of the fund's net asset value (NAV).