Aegon equity spin-off Saemor finds its stride

Fri Nov 25, 2011

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Backed by nearly €500 million of money from its Dutch insurance company parent, the well-performing Hague-based firm is now looking to attract other investors for its market-neutral and model-based European equity approach

Sven Bouman
Erwin de Kleijn
Saemor Capital, the Hague-based quantitative hedge fund manager set up in 2008 to manage the European alpha equity portfolio of Dutch insurance giant Aegon, is having a very good year with its sole strategy, the market-neutral Saemor Europe Alpha Fund.

Market-neutral funds have generally fared better than their long/short counterparts in 2011, with the EuroHedge Equity Market Neutral & Quantitative Strategies index showing a return of around 2% this year to the end of October compared with losses in long/short equity.

But the Saemor fund has outperformed the median of its peer group substantially to return 11.20% for the year to date - a result that the firm attributes, at least in part, to the strategy's ability to incorporate human input alongside its core quantitative processes.

Saemor Europe Alpha is managed by CEO/CIO Sven Bouman, who was previously head of equities at Aegon Nederland....


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