Salus Alpha Diversified CTA "Directional Markets" continues to outperform the market. Performance is Ranked #1 in 2014 ytd by db Select Managed Account Platform. |
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(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"
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
|
World leader in daily liquid UCITS alternative investments. www.salusalpha.com
Showing posts with label DB select Manager Performance Flash Report. Show all posts
Showing posts with label DB select Manager Performance Flash Report. Show all posts
Monday, April 21, 2014
NEWS - 29
Tuesday, February 18, 2014
NEWS - 27
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 43Link 1Link 2
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