- Advertisement -

Related

A High Bar: Swiss Family Office Seeks Proven Hedge Fund Manager

- Advertisement -

A Swiss family office is currently seeking to allocate capital to a manager specializing in liquid hedge fund strategies, with an initial commitment of €5 million and the capacity to scale over time. The mandate is open to return-seeking strategies across market-neutral and long/short approaches, whether systematic or discretionary in nature. Return expectations are set at a minimum of 16.5 percent annualized over a full market cycle. The family office requires a minimum of ten years of continuous, verifiable performance history and places a strong emphasis on team stability, preferring managers with no material portfolio management disruptions in recent years.

Search Criteria

  • Universe: Liquid alternative strategies/hedge funds in Europe or the United States; public markets only; no early-stage or private illiquid strategies
  • Objective: Top-tier, liquid hedge fund strategies with long-term, verifiable alpha generation, strong downside protection, and institutional-grade risk management, suitable for UHNW and family office clients
  • Style: Market-neutral, long/short, systematic or discretionary strategies with clear risk controls; preference for scalable strategies with disciplined position sizing
  • Return expectation: Minimum 16.5% average annualised return over a cycle
  • Other: Emphasis on consistency, low correlation to traditional assets, and transparent reporting suitable for UHNW clients

Minimum requirements

  • Institutional-scale manager preferred; sufficient AUM to ensure operational stability
  • At least 10 years of continuous, verifiable performance history (hard)
  • Stable investment team; no material PM disruption in recent years preferred
  • Full transparency on strategy, risk metrics, and historical performance (hard)

Other criteria

  • Leverage allowed: Permitted where integral to the strategy and clearly risk-managed; excessive or opaque leverage discouraged
  • Demonstrated historical maximum drawdown not exceeding 30%, with strong preference for ≤25% drawdown (hard)

Investment vehicle

  • Liquid investment vehicle with ISIN (e.g. hedge fund, AMC/ETI, liquid fund or equivalent)
  • Must be available for custody and execution via European or U.S. banks
  • Institutional reporting standards; regular NAV and risk disclosures
  • Preference for regulated, well-established jurisdictions

Process outline

  • Shortlisting during Q1 2026
  • Implementation Q1/2 2026

Performance data

  • EUR or USD, gross
  • If you submit a composite or single portfolio, please provide the returns of the fund itself (see Q6)

Deadline
February 12, 2026 (Cut-off: Midnight CET, Expiry date inclusive)

To review the search and apply, asset managers need to register here on globalfundsearch.com and locate the respective RFPs.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Eugeniu Guzun
Eugeniu Guzun
Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index, and as a journalist covering the Nordic hedge fund industry for HedgeNordic. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018. Write to Eugeniu Guzun at eugene@hedgenordic.com

Latest Articles

Atlas Global Macro Builds on Comeback with New Danish Feeder

Atlas Global Macro, last year’s top-performing Nordic hedge fund, is becoming more accessible to Danish investors through a newly launched feeder fund on the...

Svelland Appoints Head of Quant Research from Shell

Commodities-focused asset manager Svelland Capital has strengthened its research team with the appointment of Laurent Hoffmann as Head of Quantitative Research. Hoffmann brings a...

Back at Öhman: Full Circle for Atlant PM

Carl Johan Lagercrantz, a fixed-income portfolio manager at alternative fund boutique Atlant Fonder, has joined Lannebo Fonder as a high-yield portfolio manager. The firm...

Danske Pauses Tactical Risk-Taking as All Eyes Turn to Oil and War

Amid escalating tensions in the Middle East, Bo Bejstrup Christensen and his team at Danske Bank Asset Management have put their tactical asset allocation...

Former Pareto Trader Launches Hedge Fund From Trondheim

After eight years on the brokerage and trading desk at Pareto Securities, Jonas Kvalheim Klock has decided to move back to his hometown, Trondheim...

High Yield’s Allocation Dilemma in a Tight Spread Market

High-yield bonds have long functioned as a carry-driven return engine in institutional portfolios, offering enhanced income and access to the corporate credit risk premium....

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -