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Campbell Spins Out Quant Equity Market Neutral Portfolio Into New Fund

According to sources familiar with the matter, Campbell & Co. is spinning out a quant equity market neutral portfolio from its multi-strategy fund, due to investor demand for a standalone product to solve the problem of directional equity exposure prevalent in many institutional investor’s portfolios.

The juicy bits:

  • Spin out is called Campbell Quantitative Equities (CQE)
  • $100m in AuM
  • Returned 8% annually over the last decade with a low vol of 5.5%, and historical Sharpe of 1.25
  • As well as being a standalone product, CQE will continue to be offer as part of the multi-strat fund using a master-feeder structure.