Evli Factor Premia Fund


Market Neutral Factor Investing Across Asset Classes

  • A market neutral approach enables low correlation to traditional asset classes
  • From theory to practice: factor strategies based on a solid academic foundation

  • The fund harvests academically determined factors: carry, trend, momentum, quality, low risk, volatility and size

  • Factors across liquid asset classes: equities, bonds, FX, commodities

  • The fund seeks to avoid market risk and targets an 8 % volatility level

  • A cost-efficient, transparent and liquid diversifier for investors who wish to benefit from alternative sources of return


Benefits of factors

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Market independent returns

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Why invest?

  • An efficient diversifier to a traditional equity/bond portfolio

  • Cost-efficient substitute for hedge funds

  • Alternative return source for fixed income investors


Fund Facts - Evli Factor Premia

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 * In addition to the fixed fee, + 10% of the portion of the return that exceeds 3m Euribor + 3%. The performance difference is calculated on the basis of daily observations, and the high watermark principle is applied to it for a minimum period of 24 months. 

Download the Fund Fact sheet – Evli Factor Premia


Evli Fund Management Company Ltd

A Nordic fund management boutique established in 1989 with a prime focus is on institutional investors. 80% of the mutual fund AUM (EUR 7.5 bn 30.6.2017) comes from institutional investors.

  • Evli’s funds are actively managed with a long-term perspective. On average, senior portfolio managers have worked at Evli for 10 years and have 20 years industry experience.
  • The investment process is systematic and characterized by both quantitative methods and qualitative assessments. Rigorous discipline ensures repeatability of the investment process.

Evli was among the first fund managers in Europe to launch factor funds. Evli’s factor investing philosophy is based on a robust academic foundation. The disciplined approach emphasizes the academic definitions of factors and aims to have a broad exposure to factors a to avoid factor timing. The range of the Evli factor funds includes long-only equity factor funds based on EDHEC’s Scientific Beta factor indexes, as well as an in-house market-neutral factor fund investing across asset classes.