Wed, Jul 29, 2015
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. Bridgewater turns bearish on China[more]

    Komfie Manalo, Opalesque Asia: The world’s biggest hedge fund Bridgewater Associates and one of the most vocal of China’s potential is now turning its back against the world’s second largest economy as it joins a growing list of high-profile investors who are challenging China’s potentials.

  2. Launches - Ex-Brevan Howard star Rokos builds team for new fund, Former Och-Ziff manager’s firm starts health care hedge fund, Industry veterans launch commodity investment firm Aron Capital Management, Nikko Asset Management launches two UCITS funds, Capital Group plans to debut Asian investor targeted fund[more]

    Ex-Brevan Howard star Rokos builds team for new fund From WSJ.com: Chris Rokos, a former star trader at Brevan Howard Asset Management LLP, has hired an economist from Nomura to join the team he’s assembling for his much anticipated hedge fund launch. Mr. Rokos, whose firm is due to b

  3. Institutions - Pension fund dismisses Texas consultant, Rhode Island pension fund gets 2.2% investment return, far below assumed rate of 7.5%, New Jersey pension investments see a drop-off in returns[more]

    Pension fund dismisses Texas consultant From Sandiegouniontribute.com: The county retirement board on Thursday terminated the Texas consultant who was given the reins of the $10 billion pension fund, and whose investment picks left many employees and retirees feeling taken for a ride.

  4. SWFs - Sovereign wealth funds paid around $14 billion in fees[more]

    From SWFinstitute.org: When it comes to the financial sector, asset management is one of the most profitable industries in the world. The Boston Consulting Group put out a 2014 figure saying there is US$ 74 trillion worth of professionally-managed assets. One of the fastest growing institutional inv

  5. Investing - Carlyle teams with TCW in push for ordinary investors[more]

    From Bloomberg.com: Carlyle Group LP isn’t backing down from its goal of offering alternative strategies to the masses, despite early setbacks. The Washington-based firm is teaming up with TCW Group, which is majority owned by Carlyle funds, to offer three vehicles that give ordinary investors acces

 

banner