Catella Systematic Property Fund is a daily traded, model-based equity fund that invests in Nordic listed real estate companies with a focus on the Swedish market. The fund follows a model developed by Catella's property analysis team.
About our fund
Catella systematic real estate fund is a daily-traded UCITS fund, which means that the management follows a set of rules that require a high degree of diversification. Catella's systematic real estate fund is data-driven and based on a model portfolio that is updated daily based on the latest market, macro and company data. The principle behind the model is that real estate companies with similar risk in their real estate portfolios should also have an equivalent return on their total capital, which includes the pricing of the shares.
Catella has an automated model that continuously analyzes and risk classifies approx. 30-40 listed real estate companies. The risk classification is based on the property types the companies have and the macroeconomic conditions in the municipalities the properties are located in. The fund always has 25 holdings, where the companies with the most attractive risk/return profile also have the highest weight in the portfolio. This is a model that has historically been able to outperform the benchmark index by continuously prioritizing companies as those with the most attractive risk/return profile.