Salus Alpha’s Strategies deliver strong start to 2014
(Vienna / Mauren, 2014-02-19) Salus Alpha’s strategies have delivered a good start to 2014 in terms of performance, according to the DB select Manager Performance Flash Report – January 2014, produced by leading independent Managed Investment Platform db Select.
The strategies delivered positive returns during the month of January, led by the Salus Alpha Directional Markets Strategy (DMXUSD) (Ranked 3rd out of 69 listed CTA programmes on DB Select Platform) which was up +5.75% and outperforming the world biggest CTA power houses by a positive margin of 6.5% on average during the month. Further, the Salus Alpha Global Alpha Strategy (GAXUSD) (Ranked 8th out of 69 listed CTA programmes on DB Select Platform) was up by +2.08% in January. Both programmes enjoyed also positive performance in 2013 contrary to most CTAs. Our programmes were able to take advantage of volatility which is back in the markets due to volatile fundamental data led by weak US jobs and discouraging PMI numbers from China. Market sentiment weakened further towards the end of the month, as the Federal Reserve announced another round of tapering which raised concerns regarding the health of the global recovery.
Mr. Prock, CEO and CIO of Salus Alpha Capital said:
“Our strategies seem to repeat the January stint in February and in the coming months because our approach is unique and able to generate positive returns in all environments, since it is adaptive to changing market environments and can switch between short to long term as well as trend following and contrarian. Therefore we are not dependent on trend as a sole source of alpha”.
CTA & Global Macro Manager Name
|
Jan-14 Month Return
|
Trailing 12 Month Volatility
|
Trailing 12 Month Sharpe Ratio
|
Salus Alpha Directional Markets Strategy (DMXUSD)
|
5.75%
|
11.07%
|
0.31
|
Salus Alpha Global Alpha Strategy (GAXUSD)
|
2.08%
|
10.82%
|
0.41
|
NuWave Combined Futures Portfolio 2x
|
-2.25%
|
9.87%
|
-0.57
|
Winton
|
-2.40%
|
8.65%
|
0.54
|
Brevan Howard Systematic Trading Program *
|
-4.81%
|
9.57%
|
-0.51
|
Aspect Diversified Programme
|
-5.52%
|
12.19%
|
-0.88
|
Lynx
|
-5.89%
|
16.55%
|
0.07
|
Chesapeake Diversified Program
|
-7.60%
|
20.93%
|
0.67
|
Table 1 – Performance comparison (dbSelect Manager Performance Flash Report - January 2014)
About Salus Alpha
Salus Alpha Capital is a sophisticated Investment Manager and has established itself as a top expert in Alpha and Smart Beta Asset Management over the past decade. Our extensive Know-How in the space is characteristic of our company and our employees. The client base of Salus Alpha consists of institutional clients in Europe, Asia and in the USA. Salus Alpha operates from a network of global offices including Switzerland, Liechtenstein, Austria, the Netherlands, Singapore, India, and Hong Kong. We offer tailored solutions for clients and their financial needs, such as white label funds, managed accounts and structured products. For more information on Salus Alpha Capital, please visit http://sac.salusalpha.com/
For inquiries please contact
Andrea Moritz
+43 1 9572587 43
