Mon, Aug 29, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Saemor Capital fund returns 9.3% in H1, complies with AIFMD

Friday, July 25, 2014

Komfie Manalo, Opalesque Asia:

Quantitative investment management specialist Saemor Capital B.V., reported that its Saemor Capital Europe Alpha Fund returned 9.3% in the first half of 2014 (+6.5% in June), the highest in the equity market neutral and quantitative group categories.

Saemor Capital’s Founder and CEO Sven Bouman said a pro-risk approach at the start of the year and subsequently a more cautious portfolio stance have worked out well.

"The long as well as the short book of the fund performed well. Almost every sector made a positive contribution. On a stock level, long positions Actelion, Pandora, Enel, Statoil and Yara were instrumental. Several short positions also added to the performance as their share prices came under pressure after issuing a profit warning," he said.

Bouman continued, "Our quantitative stock selection model posted very solid returns. We look at roughly 50 factors in four quadrants: valuation, momentum, profitability & growth and quality. For the year almost all the factors we look at are in black with earnings revisions being the standout performer. Value factors are second-to-best. Early in the year investors were buying stocks with low cyclical valuation like price-to-book. Subsequently the more defensive value factors started to do well as economic data started to come in below expectations. As a result high dividend stocks came back in favor, helped by the low interest rate ......................

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. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new