Sat, Aug 23, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Limmat Capital announces 9th consecutive profitable year for flagship strategy

Tuesday, February 04, 2014
Opalesque Industry Update - Striving to deliver consistent profits to investors, LIMMAT CAPITAL Alternative Investments AG, an independent FINMA regulated investment management firm in Zurich, Switzerland, specializing in liquid long/short equity and balanced fund strategies, achieved the ninth consecutive positive year. Further, Limmat Capital has produced a strong risk-adjusted return of 13% p.a. with a maximum draw-down of 5.3%, no down year and a lifetime Sharpe Ratio of 2.0 since inception in 2005.

"Our company has enjoyed such success thanks to our team's long-term trading experience, vast knowledge of the European markets and diverse backgrounds," said Limmat Capital CEO Raphael Rutz, who is also the company's co-founder and portfolio manager. "We are incredibly pleased to be recognized for our special emphasis on risk management and ability to generate stable returns and operational excellence."

Limmat Capital's flagship equity strategy employs a tactical long/short equity trading approach that uses both alpha and beta sources of return. The current strategy assets under management stand at CHF 120 million.

"Further keys to our performance include our combination of uncorrelated return streams across both short-term and medium-term time frames plus our active exposure management, a proven disciplined risk and portfolio management framework with strict loss management," Rutz added.

Limmat Capital's portfolio managers express their views through market directional trading positions, momentum and fundamental investing, as well as market-independent stock-specific event-driven positions. The teams' professional backgrounds include floor and proprietary trading, fundamental, quantitative and technical research, and hedge fund research and due diligence. The portfolio managers have an average of 24 years' experience in the financial industry.

"While 2013 was a challenging year for trading funds due to low volatility and the lack of larger trading ranges, Limmat Capital is optimistic about upcoming opportunities," said Ramon Huber, co-founder and co-portfolio manager.

"Looking back at 2013, monetary policy was the key driver of economic activity supporting asset price inflation. Looking into 2014, we are convinced more than ever that, as we move out of the hope phase and into the growth phase of the equity cycle, further gains in European equities need to be supported by earnings growth. We believe that the alpha generation should be a more important component to overall returns in the year ahead," added Frederick Barnard, head of research and co-portfolio manager.

Limmat Capital

Press Release

BM

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. Institutions – Texas Employees sets 2015 tactical plan for alternatives, CalPERS' real estate consultant cautions the pension fund's investment committee, Why Sunsuper likes hedge funds[more]

    Texas Employees sets 2015 tactical plan for alternatives From PIOnline.com: Texas Employees Retirement System will invest in up to four new hedge funds in the next fiscal year, which begins Sept. 1. Trustees approved 2015 tactical investment plans for the hedge fund, private equity and in

  2. Private equity follows hedge funds into reinsurance for long-term capital[more]

    From Artemis.bm: It’s not just hedge funds that are entering the insurance and reinsurance market in search of so-called long-term capital to put to work in their strategies, private equity firms targeting the space are also seeking opportunities to add assets under management. The entry of large pr

  3. North America – New York City’s next hot neighborhoods targeted with property funds[more]

    From Bloomberg.com: New York’s real estate world is filled with tales of ordinary people who bought property decades ago and saw values skyrocket to the millions. Seth Weissman is seeking investors to get in early on the next hot neighborhoods. The veteran of Goldman Sachs Group Inc. and hedge

  4. Investing – George Soros bets $2bn on stock market collapse, Warren Buffett's Berkshire reveals Charter stake, cuts DirecTV, Hedge funds lusting to cash out of MGM, Top hedge fund managers are buying Ally Financial, Hedge funds dumped 5m Herbalife shares in Q2, Paulson & Co hedge fund ups Puerto Rico real estate bet, Netflix Inc., Citigroup Inc, Google Inc are top new picks in Tiger Management’s 13F[more]

    George Soros bets $2bn on stock market collapse From Newsmax.com: Billionaire investor George Soros has increased his financial bet that U.S. stocks will collapse to more than $2 billion. The legendary hedge fund manager has been raising his negative bet on the Standard & Poor's 500 Inde

  5. Investors now net short S&P500 and increased Russell shorts, technicals suggest further selling[more]

    Komfie Manalo, Opalesque Asia: Market Neutral funds increased their market exposure to -1% net short from -6% net short last week, according to Bank of America Merrill Lynch’s Hedge Fund Monitor. The report also added