Tue, Jun 30, 2026
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Alternative Market Briefing

InCube Capitals systematic funds benefit from price distortion and negative correlation

Monday, July 18, 2011

amb
Lorenz Arnet
Benedicte Gravrand, Opalesque Geneva: InCube Capital, a Zurich, Switzerland-based systematic investment manager, has weathered the difficult environment for quantitative strategies in H1-2011. The emerging manager, which started live trading in 2009, generated returns of +10.09% in the Euro class of its Multi-Strategy Fund (the InCube Promoveo Fund), and +7.42% in its Commodity Relative Value Fund.

Meanwhile, the Barclay CTA Index is down -1.47% YTD (est., to June); the HFRI Relative Value (Total) Index is up 3.16% YTD and the HFRX Equity Market Neutral Index up 3.07%.

The funds currently feature in Opalesque Solutions' Emerging Managers Database.

InCubes assets under management grew from $11.9m to $31m since the beginning of the year. Accoring to industry sources, the fund manager was recently awarded a substantial managed account mandate by a fund of funds.

Lorenz Arnet, one of the founding partners of InCube Capital, told Opalesque: "As all our systematic strategies are highly liquid, and as we have made sure from the beginning that our setup is of institutional quality, we are confident that we will continue to grow along with our track record."

The Multi-Strategy Fund (InCube Promoveo Fund), which manages $8.1m, is a blend of several systematic strategies. It is......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Nvidia extraordinary growth and the challenge of sustaining demanding valuations over time[more]

    Antonio Di Giacomo, Senior Market Analyst at XS.com, writes: Nvidia has established itself as one of the most extraordinary growth companies in the global technology sector. Over the past two fiscal years, its revenues have risen from levels close to $60 billion annually to well above $120 billi

  2. Secondaries take center stage: What the 2026 PE landscape means for GPs and investors[more]

    Matthias Knab, Opalesque for New Managers: The 2026 edition of Dechert's Global Private Equity Outlook - "Signs of a Gradual Thaw" - marks a notable shift in industry sentiment. After years of compr

  3. And, finally: Time to share it with the people[more]

    From Newsoftheweird: Leavenworth, Washington, has become a tourist destination because of the Bavarian theme businesses have adopted there, NPR reported. One shop, the Leavenworth Nutcracker Museum, houses the world's largest nutcracker collection, thanks to 101-year-old Arlene Wagner. Wagner sta

  4. Opalesque Exclusive: Private Markets Evergreen Funds - An Insider's View[more]

    Matthias Knab, Opalesque for New Managers: Private Markets Evergreen Funds: What Investors Need to Know Before They Dive In The democratization of private markets is well underway. Structural barriers t

  5. Opalesque Exclusive: Governance, Scale, and Boutique Resilience in a Consolidating Hedge Fund Industry[more]

    Matthias Knab, Opalesque for New Managers: The hedge fund industry has undergone significant consolidation in recent years, with capital increasingly concentrated among large multi-strategy platforms. Yet boutique m