Thu, Dec 14, 2017
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. Mediobanca acquires majority stakes in Swiss hedge fund[more]

    Komfie Manalo, Opalesque Asia: Listed diversified banking group Mediobanca SpA said it has acquired a majority stake in Geneva-based hedge fund firm RAM Active Investments SA (RAM AI), an active and alternative asset manager offering a range of act

  2. North America - Miami could attract hedge funds if SALT deductions axed[more]

    From Law360.com: For years, inertia has been Nitin Motwani's greatest foe in his attempts to lure hedge fund owners in the northeast to Miami, which he has pitched as a tropical low-tax paradise. But with the Republican tax bill proposing to eliminate deductions for state and local taxes, he's sensi

  3. Northleaf Capital Partners closes debut private credit fund on $670M[more]

    Bailey McCann, Opalesque New York: Northleaf Capital Partners has closed its debut private credit fund - Northleaf Private Credit I - on $670 million. The vehicle will invest in private credit transactions in Europe and North America, with a primary focus on lending to private equity-backed compa

  4. ...And Finally - The ongoing gun saga in the U.S.[more]

    From Newsoftheweird.com: As elder members of the First United Methodist Church in Tellico Plains, Tennessee, gathered on Nov. 16 to discuss the recent church shooting in Sutherland Springs, Texas, one of those present asked if anyone had brought a gun to church. One man spoke up and said he c

  5. Opalesque Exclusive: Credit Suisse Asset Management's NEXT Investors leads $6M Series A round for LUX Technology and Services[more]

    Bailey McCann, Opalesque New York: Credit Suisse Asset Management's NEXT Investors has led a $6 million Series A funding round for LUX Technology and Services, a business and technology solutions provider for the alternative assets industry. The investment will be used to fuel growth of Trans