Factsheet Reichmuth Matterhorn+ USD December 2016

Transcription

1 Factsheet Reichmuth Matterhorn+ USD December Indexed performance (net of fees) % % 11.0% 15% % 6.5% 10% % 1.0% 1.3% 4.4% % 900 5% Yearly performance Reichmuth Matterhorn+ USD Performance (USD, net of fees) Last month Year to date Last 3 years p.a. Last 5 years p.a. Since inception (February 2010) Since inception p.a. Basic data (net of fees) Annualized volatility Sharpe Ratio Largest monthly drawdown Positive months in % 6.5% 3.9% 32.8% 4.2% 4.6% % 65.9% Fund description / Investment strategy Reichmuth Matterhorn+ invests in alternative investment strategies worldwide. The concentrated fund of funds portfolio is focused on 1520 managers with specialist expertise, diversified across different investment styles. The individual funds pursue an active investment strategy. Thanks to the individual manager skills and the flexibility in strategy allocation, we expect superior adjusted returns compared to traditional investment funds over a market cycle. Manager selection is based on a standardized process. Risk & Reward Profile lower geringeres Risiko höheres higher Risiko geringere Rendite höhere Rendite lower reward higher reward Monthly performance in USD (net of fees) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 2.5% 0.3% 1.6% 3.6% 0.4% 2.5% 0.4% 1.0% 6.5% % 1.1% 1.9% 0.5% 1.3% 0.8% 1.4% 2.2% 0.5% 0.9% 1.2% 4.4% % 2.0% 1.7% 0.4% 0.5% 2.7% 0.4% 1.1% 1.3% % 1.1% 1.0% 1.5% 1.2% 0.9% 1.4% 1.1% 1.4% 1.1% 11.0% % 1.4% 1.9% 1.3% 0.8% 1.5% 8.2% % 1.4% 1.2% 0.3% 3.6% 1.5% 1.6% 1.0% Fund details ISIN LI Fund domicile Liechtenstein Net assets USD 166 Mio. Investment universe Active investment funds worldwide NAV in USD Target return (USD) 47% p.a. (over a 5year average) Assets USDclass USD 114 Mio. Target volatility p.a. < 10% Currency USD Investment manager Reichmuth & Co Investment Management AG, Lucerne Subscription monthly Custodian Liechtensteinische Landesbank AG, Vaduz Redemption quarterly Administrator Swisscanto Fondsleitung AG, Zurich Min. investment USD Auditor PricewaterhouseCoopers, St. Gallen Inception February 2010 Price publication NZZ, FuW, Bloomberg, Telekurs, Swissfunddata Management fee p.a. 1.00% Contact investmentmanagement@reichmuthco.ch Rütligasse 1, CH6000 Lucerne 7AAAAAAAA

2 Allocation by style Allocation by geography 9.3% 15.8% 7.7% 6.2% 8.8% 1.6% 33.6% Long / Short Equity Relative Value Global Macro Distressed Merger Arbitrage Credit Long Short MultiStrategy North America Global Europe Japan Russia/Eastern Europe Latin America Asia ex Japan Others 7.3% 6.7% 0.5% 23.3% 39.6% 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% Top 10 positions Biggest performance drivers MTD 8.9% Rubicon Global 5.8% 5.6% Marathon Vertex Japan Southpoint Qualified Offshore Fund, Ltd. 5.5% Highline Capital International Anchorage Capital Partners Offshore Strategic Value Restructuring Lasker Fund Ltd Wexford Offshore Spectrum Davidson Kempner International AG Super Fund 5.0% 4.9% 0% 2% 4% 6% 8% 10% 12% 0.4% 0.4% Disclaimer This publication is not an offer to buy or subscribe for shares. The listed performance is historical data, which can not be used to infer the current or future performance. In particular, the preservation of the invested capital can not be guaranteed. The publication is not the result of an individual financial analysis, the information does not take account of the specific or future investment objectives, nor the tax or financial situation or the individual needs of the individual beneficiary. It does not replace the necessary qualified advice before each purchase decision, in particular also with regard to all associated s. The information contained in this document is provided without any guarantee or warranty, provided solely for information purposes and is intended solely for the personal use of the recipient. Reichmuth & Co Investment Management Inc. accepts no responsibility and does not guarantee that the information contained in these documents is free of errors. Rütligasse 1, CH6000 Lucerne 7AAAAAAAA

3 Factsheet Reichmuth Matterhorn+ CHF December Indexed performance (net of fees) Performance (CHF, net of fees) Last month Year to date Last 3 years p.a. Last 5 years p.a. Since inception (October ) Since inception p.a. 0.4% Sep Oct Nov Reichmuth Matterhorn+ CHF Dec Basic data (net of fees) Annualized volatility Sharpe Ratio Largest monthly drawdown Positive months in % 66.7% Fund description / Investment strategy Reichmuth Matterhorn+ invests in alternative investment strategies worldwide. The concentrated fund of funds portfolio is focused on 1520 managers with specialist expertise, diversified across different investment styles. The individual funds pursue an active investment strategy. Thanks to the individual manager skills and the flexibility in strategy allocation, we expect superior adjusted returns compared to traditional investment funds over a market cycle. Manager selection is based on a standardized process. Risk & Reward Profile lower geringeres Risiko höheres higher Risiko geringere Rendite höhere Rendite lower reward higher reward Monthly performance in CHF (net of fees) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 0.9% 0.4% Fund details ISIN LI Fund domicile Liechtenstein Net assets USD 166 Mio. Investment universe Active investment funds worldwide NAV in CHF Target return (USD) 47% p.a. (over a 5year average) Assets CHFclass CHF 42 Mio. Target volatility p.a. < 10% Currency CHF Investment manager Reichmuth & Co Investment Management AG, Lucerne Subscription monthly Custodian Liechtensteinische Landesbank AG, Vaduz Redemption quarterly Administrator Swisscanto Fondsleitung AG, Zurich Min. investment CHF Auditor PricewaterhouseCoopers, St. Gallen Inception October Price publication NZZ, FuW, Bloomberg, Telekurs, Swissfunddata Management fee p.a. 1.00% Contact investmentmanagement@reichmuthco.ch Rütligasse 1, CH6000 Lucerne 7AAAAAAAA

4 Allocation by style Allocation by geography 9.3% 15.8% 7.7% 6.2% 8.8% 1.6% 33.6% Long / Short Equity Relative Value Global Macro Distressed Merger Arbitrage Credit Long Short MultiStrategy North America Global Europe Japan Russia/Eastern Europe Latin America Asia ex Japan Others 7.3% 6.7% 0.5% 23.3% 39.6% 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% Top 10 positions Biggest performance drivers MTD 8.9% Rubicon Global 5.8% 5.6% Marathon Vertex Japan Southpoint Qualified Offshore Fund, Ltd. 5.5% Highline Capital International Anchorage Capital Partners Offshore Strategic Value Restructuring Lasker Fund Ltd Wexford Offshore Spectrum Davidson Kempner International AG Super Fund 5.0% 4.9% 0% 2% 4% 6% 8% 10% 12% 0.4% 0.4% Disclaimer This publication is not an offer to buy or subscribe for shares. The listed performance is historical data, which can not be used to infer the current or future performance. In particular, the preservation of the invested capital can not be guaranteed. The publication is not the result of an individual financial analysis, the information does not take account of the specific or future investment objectives, nor the tax or financial situation or the individual needs of the individual beneficiary. It does not replace the necessary qualified advice before each purchase decision, in particular also with regard to all associated s. The information contained in this document is provided without any guarantee or warranty, provided solely for information purposes and is intended solely for the personal use of the recipient. Reichmuth & Co Investment Management Inc. accepts no responsibility and does not guarantee that the information contained in these documents is free of errors. Rütligasse 1, CH6000 Lucerne 7AAAAAAAA

5 Factsheet Reichmuth Matterhorn+ EUR December Indexed performance (net of fees) Performance (EUR, net of fees) Last month Year to date Last 3 years p.a. Last 5 years p.a. Since inception (October ) Since inception p.a. 0.4% Sep Oct Nov Reichmuth Matterhorn+ EUR Dec Basic data (net of fees) Annualized volatility Sharpe Ratio Largest monthly drawdown Positive months in % 66.7% Fund description / Investment strategy Reichmuth Matterhorn+ invests in alternative investment strategies worldwide. The concentrated fund of funds portfolio is focused on 1520 managers with specialist expertise, diversified across different investment styles. The individual funds pursue an active investment strategy. Thanks to the individual manager skills and the flexibility in strategy allocation, we expect superior adjusted returns compared to traditional investment funds over a market cycle. Manager selection is based on a standardized process. Risk & Reward Profile lower geringeres Risiko höheres higher Risiko geringere Rendite höhere Rendite lower reward higher reward Monthly performance in EUR (net of fees) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 0.9% 0.4% Fund details ISIN LI Fund domicile Liechtenstein Net assets USD 166 Mio. Investment universe Active investment funds worldwide NAV in EUR Target return (USD) 47% p.a. (over a 5year average) Assets EURclass EUR 11 Mio. Target volatility p.a. < 10% Currency EUR Investment manager Reichmuth & Co Investment Management AG, Lucerne Subscription monthly Custodian Liechtensteinische Landesbank AG, Vaduz Redemption quarterly Administrator Swisscanto Fondsleitung AG, Zurich Min. investment EUR Auditor PricewaterhouseCoopers, St. Gallen Inception October Price publication NZZ, FuW, Bloomberg, Telekurs, Swissfunddata Management fee p.a. 1.00% Contact investmentmanagement@reichmuthco.ch Rütligasse 1, CH6000 Lucerne 7AAAAAAAA

6 Allocation by style Allocation by geography 9.3% 15.8% 7.7% 6.2% 8.8% 1.6% 33.6% Long / Short Equity Relative Value Global Macro Distressed Merger Arbitrage Credit Long Short MultiStrategy North America Global Europe Japan Russia/Eastern Europe Latin America Asia ex Japan Others 7.3% 6.7% 0.5% 23.3% 39.6% 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% Top 10 positions Biggest performance drivers MTD 8.9% Rubicon Global 5.8% 5.6% Marathon Vertex Japan Southpoint Qualified Offshore Fund, Ltd. 5.5% Highline Capital International Anchorage Capital Partners Offshore Strategic Value Restructuring Lasker Fund Ltd Wexford Offshore Spectrum Davidson Kempner International AG Super Fund 5.0% 4.9% 0% 2% 4% 6% 8% 10% 12% 0.4% 0.4% Disclaimer This publication is not an offer to buy or subscribe for shares. The listed performance is historical data, which can not be used to infer the current or future performance. In particular, the preservation of the invested capital can not be guaranteed. The publication is not the result of an individual financial analysis, the information does not take account of the specific or future investment objectives, nor the tax or financial situation or the individual needs of the individual beneficiary. It does not replace the necessary qualified advice before each purchase decision, in particular also with regard to all associated s. The information contained in this document is provided without any guarantee or warranty, provided solely for information purposes and is intended solely for the personal use of the recipient. Reichmuth & Co Investment Management Inc. accepts no responsibility and does not guarantee that the information contained in these documents is free of errors. Rütligasse 1, CH6000 Lucerne 7AAAAAAAA