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Salus Alphas fonder en överträffar volatil aktie- och råvarumarknad

Powering Hedge Funds

Stockholm (www.HedgeFonder.nu) – Salus Alpha Commodity Arbitrage har genererat en avkastning på 5,63 % på året per den sista oktober till en risk på 6,62 % vilket är en kraftig överavkastning gentemot råvaruindexen Dow Jones UBS Commodity Index och S&P Goldman Sachs Commodity Index som avkastat -7,17 % respektive 2,90 % under samma period. Det ger ett 12 månaders rullande alfa gentemot DJ UBS Commodity Index och S&P Goldman Sachs Commodity Index på 7 % respektive 6,97 % till ett beta på 0 respektive 0,19.

Salus Alphas Commodity Arbitrage genererar avkastning genom prisineffektiviteter i de globala råvarumarknaderna. Både bland besläktade råvaror (“inter commodity arbitrage”) och mellan råvaruterminer med olika löptider (“intra commodity arbitrage”) som t.ex. säsongsvariationer, contango, backwardation, etc. Fonden har ingen nettoexponering är därmed en helt marknadsneutral råvarufond.

Salus Alpha Equity Hedged är upp med +3.18 % på året jämfört med OMX Stockholm 30 som var ner 12,84 % per den sista oktober. Salus Alpha Equity Hedged har för närvarande 34 % exponering till Market Neutral, 30 % till Short Bias, 22 % till Long Short Variable Bias och 14 % till Long Bias.

Givet den globala osäkerheten som vi upplever nu och som generar en enorm volatilitet i alla tillgångslag, vilket i sin tur ställer till stora bekymmer för samtliga hedgefondstrategier, är vi mycket nöjda med utvecklingen i våra fonder säger Markus Rudling, VD på Salus Alpha Financial Services Nordic.

Bild: (C) Gerd Altmann—pixelio.de

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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