STANLIB Quants Fund
MANAGEMENT Fund Manager's Comment
Patrick Mamathuba
Patrick joined STANLIB in 1999 holding various positions including bond trader, portfolio manager and chief investment officer. He holds a B. Com (UCT), a B. Com Honours (UNISA) and is a CFA charter holder. Patrick is the head of Alternative Investments at STANLIB.
Teboho Tsotetsi
Teboho joined STANLIB in 2007 as an analyst. He holds a Master s degree in Quantitative Risk Management from North West University and is currently assistant fund manager responsible for passive and active quantitative funds.
FUND OBJECTIVES AND FOCUS

The STANLIB Quants Fund's main aim is to achieve stable medium to long-term capital growth with lower volatility than that of general equity portfolios. Income generation is a secondary objective. In order to achieve these aims, the portfolio makes use of quantitative techniques in respect of style analysis, sector rotation and stock selection. The equity selections style will rotate between growth and value shares. The portfolio will invest in South African listed securities and non-equity securities, such as ordinary shares, preference shares, convertible securities, futures, options, warrants, bonds as well as money market instruments. This portfolio may not have any direct and/or indirect foreign exposure.


Click here to Download CSV
WEBGRAPH
RANKING
SectorSouth African-Multi Asset-Flexible
SizeR114,883,553
Sector Rank: 21 out of 49
(lump sum over 3 years to 31 January 2019)
Overall Rank: 546 out of 981
(lump sum over 3 years to 31 January 2019)
R1000 invested on 31 January 2016 was worth R 1126 at 31 January 2019
( 4.02% annual compound return)
R100 per month since 31 January 2016 was worth R 3673 at 31 January 2019
( 1.30% annual return compounded monthly)
TECHNICAL OVERVIEW
Formation Date:02 MAY 2001 Holdings:35
Original Price:100 Pricing:Forward
Top Holdings on 31 January 2019
Share (Sector)No.Value% of Fund
METTLE (AltX)1,0711,060 0.00 %
ANGLO (Mining)11,0753,569,140 3.11 %
A-V-I (Food Producers)25,7762,620,646 2.28 %
NASPERS-N (Media)7,07320,457,026 17.81 %
STANBANK (Banks)26,3924,719,154 4.11 %
U-STINLIX (Income)21,532,49620,791,332 18.10 %
ASPEN (Pharmaceuticals - Biotechnology)8,6551,166,867 1.02 %
REMGRO (General Industrials)12,2982,394,913 2.08 %
CASH (Cash on call)0340,812 0.30 %
ALTRON (Software - Computer Services)3,84969,282 0.06 %
VODACOM (Mobile Telecommunications)22,2922,942,544 2.56 %
TOTAL R59,072,77651.43%

Send e-mail to
© 2019 SHARENET (PTY) Ltd, Cape Town, South Africa
Home     Terms & conditions    Privacy Policy
    Security Notice    Contact Details
Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.