The fund holds a basket of 50 equal-weighted large cap liquid Pan European stocks (STOXX600 constituents). Stock selection for this basket is based on a proprietary multi-factor model approach designed to capture alpha irrespective of market factors/ conditions and further enhanced by disciplined risk management. The multi-factor model incorporates six investment styles broken down into 17 individual factors.The portfolio is rebalanced monthly (~20% monthly turnover). Responsible investment considerations are addressed by an Environmental, Social and Governance (ESG) framework.The portfolio can be 0-100% hedged using Stoxx 600 futures. The fund does not use any leverage.

Key Characteristics

Legal Name
Rudolf Wolff Systematic Fund
Legal Structure
Bermuda Limited Liability Company
Fund Regulator
Bermudan Monetary Authority
Fund Sponsor
Rudolf Wolff Limited
Arthur Morris & Co, Bermuda
Altree Fund Services Limited
Currencies Offered
Minimum Initial Investment
10,000 and thereafter: 5,000
Management Fee
2.0% per annum
Performance Fee
20% per annum


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