INDICE About us Values Fund Manager MULTIPARTNER SICAV Caliber Fund How it Works Appendix Contacts Legal Disclaimer
|
|
- Linette Whitehead
- 5 years ago
- Views:
Transcription
1
2 INDICE About us Values Fund Manager MULTIPARTNER SICAV Caliber Fund How it Works Appendix Contacts Legal Disclaimer
3
4
5
6
7
8
9
10
11 - 13 % + 13,84 % - 23 % - 0,61 % - 38 % + 8,38 % 0 % + 8,13 %
12 12
13
14
15 15
16
17
18 18
19 19
20 20
21 21
22 22
23 23
24
25 Jan-97 Jan-98 Jan-99 Jan-00 Jan-01 Jan-02 Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Live trading time series, net, rebased [USD] Assets under Management [million USD] Live trading track record Performa nce Sta tis tics Annua lized Return 5.51% Annua lized vola tility 4.75% Ma ximum Dra wdown % Sharpe Ratio (0) 1.16 Calmar Ratio 0.42 Skew 0.81 Kurtos is 3.49 % pos itive months 64.3% Rebased live trading time series AUM 25
26 26
27 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 Sep-15 Oct-15 Drawdown [%] NAV, [USD] Drawdown Flavio Cirio % 13% 11% 9% 7% 5% 3% 1% -1% -3% -5% Performance Flavio Cirio Compounded annual return 10.30% Annualized volatility 2.68% Max Drawdown -0.89% Sharpe Ratio 3.84 Calmar Ratio Average length of 5 longest drawdowns [calendar days] 39 Skew 1.88 Kurtosis Starting Date PROFORMA DAILY TRADING PERFORMACE OF THE STRATEGY SINCE Source: Pairstech Capital Management LLP. Jul-13
28 JAN FEB MARCH APR MAY JUNE JUL AUG SEPT OCT NOV DEC Y-TO DATE ,46% -0,58% -0,14% -0,11% -1,29% ,88% -0,07% -1,86% 0,04% -2,77% AUM 0 ago-16 set-16 ott-16 nov-16 dic-16 gen-17 feb-17 mar-17 apr-17 28
29 -7% -7% -6% -6% -5% -5% -4% -4% -3% -3% -2% -2% -1% 0% 0% 1% 1% 2% 2% 3% 3% 4% 4% 5% 5% 6% 6% 7% 7% 8% 8% Altro FREQUENCY MONTHLY RETURNS
30 Jan-97 Jan-98 Jan-99 Jan-00 Jan-01 Jan-02 Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan month net return Jan-97 Jan-98 Jan-99 Jan-00 Jan-01 Jan-02 Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Drawdown 0% -2% -4% -6% -8% -10% -12% -14% 12M rolling return (net) 25% 20% 15% 10% 5% 0% -5% -10%
31 Step A identifying Sector and potential peers we checked both Bloomberg and Morningstar. morningstar puts Caliber in the ALT-MULTI STRATEGY SECTOR the peers are not exactly the same because there are various strategies also very different from Calibers We think that the proper category is ALT-SYSTEMATIC FUTURES with asset in italian Distribution (100 peers and with a short list of 10 funds ( 3 yr track record, Eur and with at least 10 mio eur AUM) some of them can be considered almost clones of Winton Funds, of AHL and other very well known fund in Hedge Fund World. Step B we compared Caliber s performance vs peers daily since inception, (highlighted blue line in the chart below) we can stress the extreme low volatility of Caliber compared with the peers, expecially in downturn phasis. )
32 We stress the risk/return ratio in the following chart a scatter chart that encompasses annualized weekly data and risk given by tail loss or conditial Var at 95% We see that the performance of Caliber is similar with other funds performances but with a lower risk measured between 30 pct and 20 pct of value
33 Herebelow there is a correlation chart with weekly data we can see the low correlation of Caliber compared with peers, we have tested in some cases a negative correlation of Caliber with some Peers. MAHLTADNYHEUR Man AHL Trend Alternative DNYH EUR CDFCEUR Candriam Diversified Futures C EUR N1SICAVHLSMIFEUREUR Nordea 1 SICAV - Heracles Long/Short MI Fund EUR EUR GAMSFKQSAEUR GAM Star Fund plc - Keynes Quantitative Strategies A EUR SEBF1SEBASCEUREUR SEB Fund 1 - SEB Asset Selection CEUR EUR CAUCITSPLCCMFUCITSSFCEURCrown Alternative UCITS PLC - Crown Managed Futures UCITS Sub-Fund C EUR DBPIVSAFR1CAEUR DB Platinum IV Systematic Alpha Fund R1CA EUR LWNTFEUR Lyxor/WNT Fund EUR LISLEGTFAEUR Lyxor Investment Strategies plc - Lyxor Epsilon Global Trend Fund A EUR SUCITSSARFERCEUR Seven UCITS - Seven Absolute Return Fund ERC EUR MSICAVCFCEUR Multipartner SICAV - Caliber Fund C EUR
34 In the chart below we see Caliber s performance compared with some benchmarks Caliber s performance is very similar to the performance of Barclayhedge CTA and HFRX and SG hedge index) MSCI total ret. Europe cannot be considered a benchmark for Caliber: in the next scatter chart we can see clearly this assumption
35 Caliber Fund and the 3 benchmark CTA are in range of annualized return between 5-10 % and risk (conditional VAR) between 5 and 15 %. MSCI total return has a return of 20 % with a 20 % risk instead
36 Considering a Risk analysis, we stress that Caliber Fund is well positioned with a Barclay CTA Index or HFRX altough has a reduced volatility compared with peers group of managed futures CTA. This fund can be considered as part of a diversified portfolio for the aim of smoothing the overall standard deviation and enhancing the diversification of the same portfolio.
37 Herebelow we can see the chart of the monthly performance of the strategy used for managing the fund since 2000 compared with MSCIN TR Europe, Barclayhedge and SG CTA. 1. Strategy has Barclayhedge as benchmark; 2. Strategy DOES NOT have MSCI TR Europe as benchmark 3. Strategy is a natural hedger in strong bear market phases 4. Same conclusions has been reached also in the period semptember 2016 to date for Gam Caliber Fund on daily data
38
39
40
41
42
43
44
45
SYSTEMATIC GLOBAL MACRO ( CTAs ):
G R A H M C A P I T A L M A N G E M N T G R A H A M C A P I T A L M A N A G E M E N T GC SYSTEMATIC GLOBAL MACRO ( CTAs ): PERFORMANCE, RISK, AND CORRELATION CHARACTERISTICS ROBERT E. MURRAY, CHIEF OPERATING
More informationManager Comparison Report June 28, Report Created on: July 25, 2013
Manager Comparison Report June 28, 213 Report Created on: July 25, 213 Page 1 of 14 Performance Evaluation Manager Performance Growth of $1 Cumulative Performance & Monthly s 3748 3578 348 3238 368 2898
More informationSchindler Capital Management, LLC / Dairy Advantage Program. Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Schindler Capital Management, LLC / Dairy Advantage Program Fundamental / Ag & Livestock Performance Since August 2005 Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2005-11.20% 3.20% -6.67% -13.73%
More informationOption replication: an innovative approach to face a non-performing market environment
Option replication: an innovative approach to face a non-performing market environment Presentation for Mondo Hedge November 2010 Contents 1 Motivation to option replication 2 Illustrations of option replication
More informationPerformance Report October 2018
Structured Investments Indicative Report October 2018 This report illustrates the indicative performance of all Structured Investment Strategies from inception to 31 October 2018 Matured Investment Strategies
More informationI-4 UC Absolute Return (AR) Program
I-4 Committee on Investments/ Investment Advisory Group November 2, 2010 Hedge Fund Industry Update FY 2009/2010 Consistent growth has returned to the hedge fund industry following the market turmoil of
More informationAsset Management. CS (Lux) Prima Family Presentation. Review Q CS (Lux) Prima Multi-Strategy Fund CS (Lux) Prima Growth Fund.
CS (Lux) Prima Family Presentation Review Q3 2014 CS (Lux) Prima Multi-Strategy Fund CS (Lux) Prima Growth Fund December 2014 Merger Deal-Break: AbbVie vs Shire Source: Bloomberg; data as of Nov 2014 Historical
More informationDividend Report. December 2018
Warning: Aberdeen Global has the discretion to determine the and rate of dividend to be distributed. The dividends are not guaranteed and may be investment income, gains or at the discretion of the Board
More informationMulti-Strategy Linear Investments Limited
Multi-Strategy Linear Investments Limited June 2017 Linear Investments Limited Regulated by FCA. Registered in England and Wales No. 07330725 Linear Core Services Established in 2010 and authorised and
More informationMan AHL Diversified Futures
This material is of a promotional nature. REPORTING CLASS: Ltd FUND AIM Ltd provides investors access to the AHL Diversified Programme. It aims to generate returns in the medium term through computerised
More informationDAC Short Term: $10,000 Growth from Inception
DAC Short Term: $10,000 Growth from Inception $10,900 $10,909 $10,800 $10,700 $10,600 $10,500 $10,400 $10,300 $10,200 $10,100 $10,000 11/2014 02/2015 05/2015 08/2015 11/2015 02/2016 05/2016 08/2016 11/2016
More informationYear Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec YTD % -1.53%
METOLIUS DIVERSIFIED US FEEDER FUND JANUARY 2017 UPDATE Year Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec YTD 2017-1.53% -1.53% 2016 3.09% 1.30% -2.52% -0.32% -2.42% 2.15% 0.99% -1.53% -2.07% -0.44%
More informationBuilding Hedge Fund Portfolios Capable of Generating Absolute Return within Stressful Market Environments
Building Hedge Fund Portfolios Capable of Generating Absolute Return within Stressful Market Environments Presented to: October 20, 2011 Paul Lucek SSARIS Advisors, LLC SSARIS Advisors, LLC Wilton Corporate
More informationThe Benefits of Recent Changes to Trustees Investment Powers. June 2006
The Benefits of Recent Changes to Trustees Investment Powers June 2006 Financial Markets and Rollercoasters Spot the Difference? Performance from 1 Jan 1998 to 31 Mar 2006 80 % 60 % 40 % 20 % 0 % -20 %
More informationBROAD COMMODITY INDEX
BROAD COMMODITY INDEX COMMENTARY + STRATEGY FACTS APRIL 2017 80.00% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 60.00% 40.00% 20.00% 0.00% -20.00% -40.00% -60.00% -80.00% ABCERI S&P GSCI ER BCOMM ER
More informationSystinvest. Track Record. ploutos. wikifolios
Systinvest Track Record ploutos wikifolios Content wikifolio Trader ploutos page 2 General information on wikifolio and the trader ploutos Marketcycles page 3 Category 1, Crash Risk Control-strategy applied
More informationLyxor / Winton Capital Management Fund Limited - CLASS B
OVERVIEW NAV per share on 19-Feb-13 USD 354.00 Fund Details Trading Advisor Details Fees Fund inception date Denomination ISIN Available classes Liquidity Listing Prime Broker Auditor Administrator May-2002
More informationDAC Wealth Builder: $10,000 Growth from Inception
DAC Wealth Builder: $10,000 Growth from Inception $13,500 $13,416 $13,000 $12,500 $12,000 $11,500 $11,000 $10,500 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016 03/2017
More informationMan AHL Diversified (Guernsey)
Man AHL Diversified (Guernsey) January 2011 AHL a market leading quantitative investment manager Strength through size, capital position, independence and global presence One of the world s largest, independent
More informationBROAD COMMODITY INDEX
BROAD COMMODITY INDEX COMMENTARY + STRATEGY FACTS JUNE 2017 80.00% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 60.00% 40.00% 20.00% 0.00% -20.00% -40.00% -60.00% -80.00% ABCERI S&P GSCI ER BCOMM ER
More informationAn introduction to Invesco s Equity Long/Short Strategies
An introduction to Invesco s Equity Long/Short Strategies This marketing document is exclusively for use by Professional Clients and Financial Advisers in Germany. This document is not for consumer use,
More informationSecurity Analysis: Performance
Security Analysis: Performance Independent Variable: 1 Yr. Mean ROR: 8.72% STD: 16.76% Time Horizon: 2/1993-6/2003 Holding Period: 12 months Risk-free ROR: 1.53% Ticker Name Beta Alpha Correlation Sharpe
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS JANUARY 2019 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 140.00% 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX S&P
More informationGrant Park Multi Alternative Strategies Fund. Why Invest? Profile Since Inception. Consider your alternatives. Invest smarter.
Consider your alternatives. Invest smarter. Grant Park Multi Alternative Strategies Fund GPAIX Executive Summary November 206 Why Invest? 30 years of applied experience managing funds during multiple market
More informationDAC Wealth Protector: $10,000 Growth from Inception
DAC Wealth Protector: $10,000 Growth from Inception $11,600 $11,661 $11,400 $11,200 $11,000 $10,800 $10,600 $10,400 $10,200 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS JULY 2018 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX S&P 500 S&P
More informationSEB Asset Selection EUR February 2015
SEB Asset Selection EUR Dear Client, 27 Last month, SEB Asset Selection EUR lost 0.1%. We made money (in percentage points) on equities (+2.2%). However, we lost money on fixed income ( 1.1%) and currencies
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS JUNE 2018 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX S&P 500 S&P
More informationBROAD COMMODITY INDEX
BROAD COMMODITY INDEX COMMENTARY + STRATEGY FACTS JULY 2018 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% -20.00% -40.00% -60.00% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) -80.00% ABCERI S&P GSCI ER BCOMM
More informationINVESTMENT PROGRAM SYSTEMATIC VOLATILITY STRATEGY
INVESTMENT PROGRAM SYSTEMATIC VOLATILITY STRATEGY THE OPPORTUNITY Compound annual growth rate over 60%, net of fees Sharpe Ratio > 4.8 Liquid, exchange-traded ETF assets with daily MTM Daytrading strategy
More informationBROAD COMMODITY INDEX
BROAD COMMODITY INDEX COMMENTARY + STRATEGY FACTS JANUARY 2018 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% -20.00% -40.00% -60.00% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) -80.00% ABCERI S&P GSCI ER
More informationLow Correlation Strategy Investment update to 31 March 2018
The Low Correlation Strategy (LCS), managed by MLC s Alternative Strategies team, is made up of a range of diversifying alternative strategies, including hedge funds. A distinctive alternative strategy,
More informationThe Role of Managed Futures Strategies Within Investment Portfolios
The Role of Managed Futures Strategies Within Investment Portfolios Presented By Mark Rosenberg Chairman and Chief Investment Officer YALE UNIVERSITY November 4, 2005 SSARIS Advisors, LLC Financial Centre
More informationHo Ho Quantitative Portfolio Manager, CalPERS
Portfolio Construction and Risk Management under Non-Normality Fiduciary Investors Symposium, Beijing - China October 23 rd 26 th, 2011 Ho Ho Quantitative Portfolio Manager, CalPERS The views expressed
More informationTrend-following strategies for tail-risk hedging and alpha generation
Trend-following strategies for tail-risk hedging and alpha generation Artur Sepp FXCM Algo Summit 15 June 2018 Disclaimer I Trading forex/cfds on margin carries a high level of risk and may not be suitable
More informationBeginning Date: January 2016 End Date: June Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: June 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - June 2018 (Single Computation) 11200 11000 10800 10600 10400 10200 10000 9800 Dec 2015
More informationDIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS JANUARY 2019 INVEST WITH AUSPICE. AUSPICE Capital Advisors
DIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS 100% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 80% 60% 40% 20% 0% AUSPICE DIVERSIFIED BARCLAY BTOP50 CTA INDEX S&P 500 S&P / TSX 60 Correlation 0.69-0.18-0.11
More information5 Reasons to Invest! » Pioneer Funds Multi-Strategy Growth. Pioneer Funds Absolute Return Multi-Strategy
1 5 Reasons to Invest! Pioneer Funds Absolute Return Multi-Strategy» Pioneer Funds Multi-Strategy Growth 2 5 Reasons to Invest» Pioneer Funds Absolute Return Multi-Strategy» Pioneer Funds Multi-Strategy
More informationMay 2018 Program Commentary
May 2018 Program Commentary FORT Global UCITS Diversified Fund Month-to-Date Year-to-Date Ann. Since Inception FORT Global UCITS Diversified Fund USD Class B -0.34% -0.76% 3.18% FORT Global UCITS Diversified
More informationSample Report PERFORMANCE REPORT I YOUR FUND
Produced on //28 Data as of 6/3/28 PERFORMANCE REPORT I 5 East 57 th Street, Floor, New York, NY 22 Tel (22) 248-532 Fax (646) 45-884 7 Seventh Avenue, Suite 2, Seattle, WA 98 Tel (26) 47-254 Fax (26)
More informationBeginning Date: January 2016 End Date: September Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: September 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - September 2018 (Single Computation) 11400 - Yorktown Funds 11200 11000 10800 10600
More informationThe Reliability of Voluntary Disclosures: Evidence from Hedge Funds Internet Appendix
The Reliability of Voluntary Disclosures: Evidence from Hedge Funds Internet Appendix Appendix A The Consolidated Hedge Fund Database...2 Appendix B Strategy Mappings...3 Table A.1 Listing of Vintage Dates...4
More informationGlobal Macro & Managed Futures Strategies: Flexibility & Profitability in times of turmoil.
Global Macro & Managed Futures Strategies: Flexibility & Profitability in times of turmoil. Robert Puccio Global Head of Macro, Quantitative, Fixed Income and Multi-Strategy Research For attendees at the
More informationAon Hewitt: Alternative Investments
Aon Hewitt: Alternative Investments Alternatives the Alternative way to a better Balanced Portfolio NZAM who are we? Fund of Hedge Funds established 1991. Privately owned. $600 mio funds under management.
More informationDIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS JULY 2018 INVEST WITH AUSPICE. AUSPICE Capital Advisors
DIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS 100% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 80% 60% 40% 20% 0% AUSPICE DIVERSIFIED BARCLAY BTOP50 CTA INDEX S&P 500 S&P / TSX 60 Correlation 0.69-0.20-0.11
More informationThe Role of Hedge Funds SDCERA 2014 Board of Trustees Retreat March Lee Partridge, CFA Roberto Croce, Ph.D. Todd Centurino, CFA
The Role of Hedge Funds SDCERA 2014 Board of Trustees Retreat March 2014 Lee Partridge, CFA Roberto Croce, Ph.D. Todd Centurino, CFA Disclosures The opinions expressed in these materials represent the
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS SEPTEMBER 2018 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 140.00% 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX
More informationMan AHL Diversified Markets EU
This material is of a promotional nature. Man AHL Diversified Markets EU FUND AIM Man AHL Diversified markets EU provides investors access to the AHL Diversified Programme. It aims to generate returns
More informationDIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS APRIL 2018 INVEST WITH AUSPICE. AUSPICE Capital Advisors
DIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS 100% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 80% 60% 40% 20% 0% AUSPICE DIVERSIFIED BARCLAY BTOP50 CTA INDEX S&P 500 S&P / TSX 60 Correlation 0.70-0.20-0.12
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS JULY 2017 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX S&P 500 S&P
More informationCAPSTONE MORTGAGE POOL. A Class
CAPSTONE MORTGAGE POOL A Class TRANSPARENCY REPORT December 2018 Fund Code: CVT101 First Trade Date: September 30, 2013 Average LTV: 64% Current Price: $9.7236 Purchase Frequency: Monthly Average Remaining
More informationCapturing equity gains whilst protecting portfolios
Capturing equity gains whilst protecting portfolios Edward Park Q2 2018 MSCI North America Total Return in USD (2017 Discrete Calendar Months) 4.00% 3.50% 3.00% 2.50% 2.00% 1.50% 1.00% 0% 0.00% Jan-17
More informationBROAD COMMODITY INDEX
BROAD COMMODITY INDEX COMMENTARY + STRATEGY FACTS AUGUST 2018 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% -20.00% -40.00% -60.00% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) -80.00% ABCERI S&P
More informationGlobal Tactical Asset Allocation
Global Tactical Asset Allocation This material is solely for informational purposes to be viewed in conjunction with this presentation. The information presented should not be construed as representative
More informationUCRP and GEP Quarterly Investment Risk Report
UCRP and GEP Quarterly Investment Risk Report Quarter ending June 2011 Committee on Investments/ Investment Advisory Group September 14, 2011 Contents UCRP Asset allocation history 5 17 What are the fund
More informationPlease scroll to find the 2018 and 2019 global fund holiday calendars.
Please scroll to find the 2018 and 2019 global fund holiday calendars. 2018 Exchange-Traded fund holiday Vanguard Ireland-domiciled ETFs Jan Feb Mar Apr May Jun 1 2 5 12 15 25 9 12 14 15 16 19 28 20 29
More informationThe Swan Defined Risk Strategy - A Full Market Solution
The Swan Defined Risk Strategy - A Full Market Solution Absolute, Relative, and Risk-Adjusted Performance Metrics for Swan DRS and the Index (Summary) June 30, 2018 Manager Performance July 1997 - June
More informationClassification: only to be shown if not public For professional investors only
CM17973 UK Connections matter For professional investors only Erik Rubingh, Managing Director Factor Investments Applying factor investing across asset classes Investment risks The value of investments
More informationFoundations of Investing
www.edwardjones.com Member SIPC Foundations of Investing 1 5 HOW CAN I STAY ON TRACK? 4 HOW DO I GET THERE? 1 WHERE AM I TODAY? MY FINANCIAL NEEDS 3 CAN I GET THERE? 2 WHERE WOULD I LIKE TO BE? 2 Develop
More informationMan AHL Diversified (Guernsey) USD
Product fact sheet at 31 March 2014 NAV per unit USD 1.0849 Total NAV USD 243,448,833 Risk/return profile 1 The share class will aim to deliver target double-digit annualised return, for a target annualised
More informationPioneer Alternative Investments Funds of Hedge Funds. Mark Barker. Co-CIO Pioneer Alternative Investments FOHFs May 2008
Pioneer Alternative Investments Funds of Hedge Funds Mark Barker. Co-CIO Pioneer Alternative Investments FOHFs May 2008 Evolving World of Investment Choices Traditional Investments Traditional Alternatives
More informationJulius Baer Germany - Focus Fund Balanced AK A
Page 1 of 5 Investment Strategy Performance Performance Ratios Performance 9.72% Performance p. a. 4.09% Volatility 6.81% Sharpe Ratio 0.65 Maximum Drawdown 8.87% Maximum Drawdown Duration 2 Recovery Period
More informationAspiriant Risk-Managed Equity Allocation Fund RMEAX Q4 2018
Aspiriant Risk-Managed Equity Allocation Fund Q4 2018 Investment Objective Description The Aspiriant Risk-Managed Equity Allocation Fund ( or the Fund ) seeks to achieve long-term capital appreciation
More informationA S X S P O T L I G H T
A S X S P O T L I G H T B L U E S K Y A L T E R N A T I V E I N V E S T M E N T S L I M I T E D M A Y 2 0 1 4 Private Equity Private Real Estate Hedge Funds Real Assets blueskyfunds.com.au Page 1 DISCLAIMER
More informationVAA Value Strategy PLUS
VAA Value Strategy PLUS The Key to Success: Value stocks with the PLUS of hedging and systematic premium income Marketing documents The Basis of the Investment Strategy "Collateral Security Margin" Benjamin
More informationHYPOTHETICAL BLEND FULLY FUNDED
Prepared For: For Additional Info: Report Prepared On: Managed Futures Portfolio Ironbeam Investor Services 312-765-7000 sales@ironbeam.com Performance Results reported or amended subsequent to this date
More informationThe Matrix Review. December 2018
The Matrix Review December 2018 Why Matrix Fund Managers Diversified Business Long funds AUM = R5.9 billion Hedge funds AUM = R3.1 billion Robust investment process across asset classes Evolution Hedge
More informationMaximizing Returns, Minimizing Max Draw Down
RISK MANAGEMENT CREATES VALUE Maximizing Returns, Minimizing Max Draw Down For EDHEC Hedge Funds Days 10-Dec.-08 Agenda > Does managing Extreme Risks in Alternative Investment make sense? Will Hedge Funds
More informationW.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR)
W.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR) A Tactical Dividend Strategy for Today s Low Yield World For more information call: 800 642-4276 S&P 500 Index Since the Turn of the Millennium
More informationSchroder ISF Global Multi-Asset Income
Unconstrained income investing Schroder ISF Global Multi-Asset Income SGD Share Classes Schroder ISF Global Multi-Asset Income (the "Fund") is designed to help investors generate regular income regardless
More informationDB Platinum IV Systematic Alpha
DB Platinum IV Systematic Alpha Investment Strategy Fund Assets under Management: $ 1,449,305,632 DB Platinum IV Systematic Alpha (the "Fund") is an open-ended UCITS compliant fund with Winton Capital
More information2018 ANNUAL RETURNS YTD
Howard A. Bernstein 38608 Oyster Catcher Drive, Ocean View, DE 20171 USA ph. +1-302-616-1970 fax http://www.hbinvesting.com ANNUAL RETURNS 2014 2015 2016 2017 2018 YTD Advisor 5.90% -1.06% 2.55% 8.24%
More informationOberbanscheidt Global Flexibel UI AK I
Page 1 of 5 Investment Strategy To achieve the highest possible growth, assets are widely spread over various investment classes to avail of opportunities on the international capital markets. To this
More information2015 ANNUAL RETURNS YTD
Stephen Somers, William Somers 1410 Russell Road, Suite 100, Paoli, PA 19301 USA ph. +1-484-576-3371 fax +1-610-688-9261 http://www.somersbrothers.com ANNUAL RETURNS 2011 2012 2013 2014 2015 YTD Advisor
More informationMANAGED FUTURES INDEX
MANAGED FUTURES INDEX COMMENTARY + STRATEGY FACTS JANUARY 2018 CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% AMFERI BARCLAY BTOP50 CTA INDEX S&P 500 S&P
More informationLyxor / Winton Capital Management Fund Limited - CLASS B
OVERVIEW NAV per share on 28-Jan-14 USD 358.50 Fund Details Trading Advisor Details Fees Fund inception date May-2002 Strategy CTAs Management fee 1.00% Denomination USD Sub Strategy Trend Follower, Systematic
More informationMulti Asset Value Invest
Page 1 of 5 Investment Strategy The Investment Fund is in principle offensive and focused on investing in equities, units in equity funds, ETFs or equity-related assets such as bonus or discount certificates.
More informationAB SICAV I. Report of income for UK tax purposes. Dear Investor,
AB SICAV I Report of income for UK tax purposes Dear Investor, This website comprises a report of income to investors who held investments in AB SICAV I as at 31 May 2017. The classes of shares listed
More information3A Alternative Funds. 3A Multi Strategy Fund (USD, EUR, CHF, GBP)
3A Alternative Funds is a SICAV (Société d'investissement à Capital Variable) established under of the Luxembourg Law of 20 December 2002 and authorised for public distribution in Switzerland as a fund
More informationSpheria Australian Smaller Companies Fund
29-Jun-18 $ 2.7686 $ 2.7603 $ 2.7520 28-Jun-18 $ 2.7764 $ 2.7681 $ 2.7598 27-Jun-18 $ 2.7804 $ 2.7721 $ 2.7638 26-Jun-18 $ 2.7857 $ 2.7774 $ 2.7690 25-Jun-18 $ 2.7931 $ 2.7848 $ 2.7764 22-Jun-18 $ 2.7771
More informationOTHER DEPOSITS FINANCIAL INSTITUTIONS DEPOSIT BARKAT SAVING ACCOUNT
WEIGHTAGES JAN FEB MAR APR MAY JUN JUL AUG SEPT OCT NOV DEC ANNOUNCEMENT DATE 19.Dez.14 27.Jän.15 24.Feb.15 26.Mär.15 27.Apr.15 26.Mai.15 25.Jun.15 28.Jul.15 26.Aug.15 23.Sep.15 27.Okt.15 25.Nov.15 MUDARIB
More informationAcorn Diversified Update September 2017
Acorn Diversified Update September 2017 The Acorn Diversified Program continues to experience the worst drawdown it has seen. As illustrated in the chart below, many other managers and indices in the managed
More informationOffice of the Treasurer of The Regents
UCRP and GEP Quarterly Investment Risk Report Committee on Investments/ Investment t Advisory Group Quarter ending March 200 May 7, 200 Contents UCRP Asset allocation history 5 7 What are the fund s asset
More informationCommon stock prices 1. New York Stock Exchange indexes (Dec. 31,1965=50)2. Transportation. Utility 3. Finance
Digitized for FRASER http://fraser.stlouisfed.org/ Federal Reserve Bank of St. Louis 000 97 98 99 I90 9 9 9 9 9 9 97 98 99 970 97 97 ""..".'..'.."... 97 97 97 97 977 978 979 980 98 98 98 98 98 98 987 988
More informationWisdomTree & Currency Hedging FOR FINANCIAL PROFESSIONAL USE ONLY. FOR FINANCIAL PROFESSIONAL USE ONLY.
WisdomTree & Currency Hedging Currency Hedging in Today s World The influence of central bank policy Gauging the impact currency has had on international returns Is it expensive to hedge currency risk?
More informationDIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS MARCH 2018 INVEST WITH AUSPICE. AUSPICE Capital Advisors
DIVERSIFIED PROGRAM COMMENTARY + PORTFOLIO FACTS 100% CUMULATIVE PERFORMANCE ( SINCE JANUARY 2007* ) 80% 60% 40% 20% 0% AUSPICE DIVERSIFIED BARCLAY BTOP50 CTA INDEX S&P 500 S&P / TSX 60 Correlation 0.70-0.20-0.12
More informationLIMMAT CAPITAL ALTERNATIVE INVESTMENTS
, Ltd. August 213 Performance Update 267.26 EUR EUR 117.47 USD USD 11.86 Fund Size 1 121 m is a tactical long/short equity trading fund with a focus on liquid European equities and equity futures. Dear
More informationAlternative Investments: Risks & Returns
Alternative Investments: Risks & Returns THE FAMILY ALTERNATIVE INVESTMENT CONFERENCE February 2007, Monaco Hossein Kazemi, PhD, CFA Managing Partner, AIA Professor of Finance, Univ of Massachusetts kazemi@alternativeanalytics.com
More informationEmil van Essen, LLC. Spread Trading program. Monthly performance. Performance statistics Dec 2006 to Mar 2015
Commodity Trading Advisors (CTAs) provide advice and services related to trading and investment strategies utilizing futures contracts and options on futures contracts on a wide variety of physical goods
More informationTrading Options In An IRA Without Blowing Up The Account
Trading Options In An IRA Without Blowing Up The Account terry@terrywalters.com July 12, 2018 Version 2 The Disclaimer I am not a broker/dealer, CFP, RIA or a licensed advisor of any kind. I cannot give
More informationFinancial & Business Highlights For the Year Ended June 30, 2017
Financial & Business Highlights For the Year Ended June, 17 17 16 15 14 13 12 Profit and Loss Account Operating Revenue 858 590 648 415 172 174 Investment gains net 5 162 909 825 322 516 Other 262 146
More information20% 20% Conservative Moderate Balanced Growth Aggressive
The Global View Tactical Asset Allocation series offers five risk-based model portfolios specifically designed for the Retirement Account (PCRA), which is a self-directed brokerage account option offered
More information5 Reasons to Invest in Absolute Return Multi-Strategy Growth. EONIA + 500bps p.a. Jan 10. Jan 09. Jul 09. Jul 10. Apr 09. Oct 09. Apr 10.
5 Reasons to Invest in Absolute Return Multi-Strategy Growth FOCUS 5Reasons 1. Targeting equity-like returns over the medium term 2. Seeks lower volatility than global equities 3. Pursues alternative sources
More informationMan AHL Diversified Futures Ltd
Man AHL Diversified Futures (the "Company") is a futures and options fund and will invest, without limitation, into sectors including stocks, bonds, currencies, interest rates, energies, metals, credit
More informationAlternative Funds Solutions Credit Suisse (Lux) Multi-Advisor Equity Alpha Fund
Asset Management Alternative Investments Alternative Funds Solutions Credit Suisse (Lux) Multi-Advisor Equity Alpha Fund Dirk Wieringa January 2017 Best Ideas Long/Short Equity January 2017 2 Review of
More informationTable I Descriptive Statistics This table shows the breakdown of the eligible funds as at May 2011. AUM refers to assets under management. Panel A: Fund Breakdown Fund Count Vintage count Avg AUM US$ MM
More informationBlackstone Alternative Alpha Fund (BAAF)
Blackstone Alternative Alpha Fund (BAAF) Blackstone For Accredited Investors Only As of February 29th, 2016 Investment approach Blackstone Alternative Alpha Fund ( BAAF or the Fund ) is a closed end registered
More informationINDEX PERFORMANCE HISTORY MARKET CYCLE ANALYSIS*
OVERVIEW Index Name: Helios Diversified Index Ticker: Inception Date: September 30, 2003 S&P Launch Date: March 3, 2017 : 45% MSCI ACWI / 25% BBgBarc Agg Bond / 30% Morningstar Div Alts Morningstar SecID:
More informationThe Evolution of Alternative Beta: Using Index-Based Investment Strategies
Filed pursuant to Rule 433 Registration Statement No. 333-180300-03 Investor Solutions The Evolution of Alternative Beta: Using Index-Based Investment Strategies This presentation may not be altered except
More informationInvestors Have Allocated Less to Value
Investors Have Allocated Less to Value by Over $1 Trillion Compared to 10 Years Ago Equity Asset Under Management $20,000,000,000,000 $18,000,000,000,000 $16,000,000,000,000 $14,000,000,000,000 $12,000,000,000,000
More information