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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
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