Sat, Oct 25, 2014
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

Banner

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. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  2. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  3. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  4. Goldman in talks to acquire IndexIQ[more]

    From Bloomberg.com: Can Goldman Sachs put ETF investors on a liquid diet? Goldman is in talks to acquire IndexIQ, Reuters has reported. Index IQ is a small exchange-traded-fund firm known mostly for products that replicate hedge fund strategies, called "liquid alternative" ETFs. While IndexIQ has 11

  5. Other Voices: CALPERS dilemma should be a warning to hedge funds wanting institutional investors[more]

    From Ian Hamilton, founder of IDS Group. A quick comment on the CALPERS’ disinvestment from the hedge fund market and the jitters it is causing. Pension Funds should not be sheep and follow CALPERS’ decision as the issues that CALPERS has with hedge fund investments are in many ways unique t