Thu, Jul 2, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Emerging manager Strategis launches structured products linked to market neutral strategy

Monday, November 25, 2013

Beverly Chandler, Opalesque London for New Managers:

Investment manager Strategis Capital Management is introducing their Global Equity Market Neutral strategy next month and BNP Paribas is set to launch structured products linked to the strategy. The firm launched the Strategis VAULT Global Macro Fund in December 2012 with $14m in partner and shareholder capital. As one of the core strategies within the Strategis VAULT Macro Fund, the Global Equity Market Neutral strategy has returned 12.8% to the end of October, with a Sharpe of 2.8.

In an interview with Opalesque, co-CIOs C.J. Donley and Robert Toffel discussed how investment returns have varied over 2013.

Donley said: "When I look at asset returns in 2013, the year can be defined by three distinct phases of capital market activity. The largest and most impactful being the well telegraphed Bank of Japan weak Yen policy. In addition to a 15% depreciation in Dollar/Yen, the BOJ action put Japanese equities, particularly exporters, back on the map. As of today the Nikkei has returned 40% year to date. The second phase was defined by the significant return divergence between developed markets and emerging markets. For example, the S&P 500 has outperformed MSCI Emerging Markets by over 30% year so far this year. And lastly the final market stage phase of 2013, Taper Scare, which started in late Spring 2013 saw 10 year USD interest rates rise fr......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: New systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Larry Robbins' hedge fund Glenview buys 1m Tenet Healthcare shares[more]

    Komfie Manalo, Opalesque Asia: Glenview Capital Management said it bought an additional 979,482 shares at Tenet Healthcare Corp valued at $53.80 million, raising its stakes in the healthcare services company to 15.16%, reported

  3. Legal - Grayson’s hedge funds under scrutiny for possible ethics violations, Court rejects hedge fund’s motion to block merger of Samsung affiliates[more]

    Grayson’s hedge funds under scrutiny for possible ethics violations From Freebeacon.com: Rep. Alan Grayson is finding himself in hot water over managing hedge funds that bear his name, actions that are in possible violation of House ethics rules. Sitting members of Congress are prohibite

  4. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  5. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

 

banner