Monday, April 21, 2014

NEWS - 29

Salus Alpha Diversified CTA "Directional Markets" continues to outperform the market. Performance is Ranked #1 in 2014 ytd by db Select Managed Account Platform.

(Vienna / Mauren, 2014-04-15) The Salus Alpha diversified CTA strategy "Directional Markets" (DMXUSD) has delivered an outstanding start to 2014 in terms of performance, according to the db select Manager Performance Flash Report – March 2014, produced by leading Deutsche Bank independent Managed Investment Platform db Select.
The strategy delivered +4.12% in March 2014 which led to the result of being Ranked 1st YTD 2014 and Ranked 3rd Trailing 12 Month return of established managers on DB Select Platform and therefore yet again outperforming the world's biggest CTA managers. The significantly below average trailing 12 Month Volatility of 11.47% provides clear evidence that Directional Markets' risk management is dealing with the current environment and is producing very strong risk-adjusted as well as absolute returns to investors. Regarding current market conditions we expect the strong performance to continue since at the time of writing YTD performance reached already 12% by Mid April. We remain highly uncorrelated to other CTAs, which means a an improvement in returns and risk ratios for e.g multi manager portfolio.
Mr. Prock, CEO and CIO of Salus Alpha Capital said:  
"Investors have asked whether we have changed anything but what we have done is think about when we run our model and when we execute our trades. We have not changed the model at all. The model has consistently performed every year since inception in 2003. Effectively, we have merely put on the traction control so that we can apply the power of our engine to the track"

CTA & Global Macro Manager Name
2014 YTD Return
Trailing 12 Month Return
Trailing 12 Month Sharpe Ratio
Salus Alpha Directional Markets Strategy (DMXUSD)
7.30%
5.46%
0.48
NuWave Combined Futures Portfolio 2x
-2.69%
-4.47%
-0.43
Winton
-0.40%
4.74%
0.55
Brevan Howard Systematic Trading Program *
-6.32%
-5.63%
-0.61
Aspect Diversified Programme
-5.02%
-8.64%
-0.74
Lynx
-5.02%
1.37%
0.08
Table 1 – Performance comparison (dbSelect Manager Performance Flash Report - March 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 either Andrea Moritz or speak to your individual contact within the firm
Andrea Moritz
+43 1 9572587 43