Targeting an annual return of at least 10% with low volatility and low correlation to the DJ Euro Stoxx Small Cap Index, the Ratio European Fund was launched in 2006. It is a quasi market neutral fund investing in European small and mid-cap companies (under €5 billion/$7.1 billion). Stocks are selected using a fundamental value driven approach.
In four out of the last five years, the managers have delivered the target return of at least 10%. In 2008 the fund was down 19.96% partly due to large re
The week on Risk.net, July 7-13, 2018Receive this by email