HedgeCo News Archives - ALTIN AG, the Swiss alternative investment company listed on the London and Swiss stock exchanges, is today pursuing its policy of greater transparency to investors initiated in March by disclosing its entire portfolio holdings.
The portfolio, featuring over 30 underlying funds representing 10 different strategies, is particularly well diversified and boasts a positive performance of +11.16 %1 to date in 2009.
Only approximately 16% of funds held by ALTIN have restricted redemptions of one form or another, down 4% from 20% in the last quarter. This relatively low proportion does not affect ALTIN as, being a fixed-capital investment company, it is not faced with redemption requests.
The portfolio’s great liquidity allows the investment manager to conduct a dynamic management strategy and benefit from the current investment opportunities. During the third quarter of this year, the manager has therefore continued the investment programme initiated earlier this year. Since June, weightings in “Long/Short Equity”, “Multi-Strategy” and “Credit” strategies have been increased, through a reduction of cash, “Event Driven” and “Other Equity and Derivatives” strategies.
ALTIN AG was launched in December 1996 and has been listed on the Swiss Stock Exchange since its inception, as well as on the London Stock Exchange since 2001. ALTIN is a multi-strategy fund of hedge funds investing in more than 30 hedge funds representing various investment styles. The Company holds one of the world’s longest track records as an exchange-listed fund of hedge funds. Its objective is to generate an absolute annual return in US dollars terms with lower volatility than equity markets.
30 Oct 2009
Mohican Receives 2009 Lipper Hedge Fund Award
HedgeCo News Archives - Mohican VCA Fund, LP has received the 2009 Lipper Hedge Fund award for Best Hedge Fund in Convertible Arbitrage. The award is based on portfolio performance of convertible arbitrage funds over a period of three years ending June 30, 2009.
"We appreciate that Lipper and Hedgeworld have recognized our fund for this award. Lipper's methodology makes this award especially credible because they consider risk and return over a statistically significant period of time, in this case 3 years."
Eric Hage, Chief Investment Officer of Mohican Financial Management, said.
The Lipper Award honors a hedge fund and management firm that has delivered the best performance among peers. Each candidate for the award is a fund that has provided superior consistency and risk-adjusted returns when compared to similar funds.
"We appreciate that Lipper and Hedgeworld have recognized our fund for this award. Lipper's methodology makes this award especially credible because they consider risk and return over a statistically significant period of time, in this case 3 years."
Eric Hage, Chief Investment Officer of Mohican Financial Management, said.
The Lipper Award honors a hedge fund and management firm that has delivered the best performance among peers. Each candidate for the award is a fund that has provided superior consistency and risk-adjusted returns when compared to similar funds.
Hedge Fund Expert To Launch a Quant Equity Market Neutral Fund
HedgeCo News Archives - CEO at QuantZ Capital Management, Milind Sharma, is in the process of launching his own hedge fund, sources say.
The hedge fund manager is reportedly in talks to raise $500 million for the QuantZ Quark Market Neutral Fund. One of his analysts from RBC is joining him in the launch in addition to a marquee name Quant who is being brought on board as Head of Research.
Sharma has extensive experience in asset management, serving at a number of high-profile Wall Street Firms. He was previously on the Portfolio Management Team of the Merrill Lynch Large Cap Series Funds with Bob Doll, who is now Global CIO for BlackRock's equity arm. At BlackRock (MLIM), his investment role spanned a dozen quantitatively managed funds & separate accounts with approx $30B in AUM pegged to the models. Subsequently, he managed Quant EMN portfolios of significant size at Deutsche Bank as Senior Proprietary Trader. Most recently he ran a Proprietary Trading desk at RBC Capital Markets which included Quant EMN, Short Term & Event Driven portfolios (upto $700mm exposure).
Sharma also has significant Risk Management expertise having created the AIRAP (Alternative Investments Risk Adjusted Performance) measure for hedge funds in addition to being co-founder of the Quant Strategies unit (previously Risk & Performance) at MLIM. Prior to that he was Manager of the Risk Analytics and Research Group at Ernst & Young LLP where he was co-architect of Raven TM (one the earliest derivatives pricing/ validation engines).
His publications have appeared in the Journal of Investment Management, Risk, Wiley, HedgeQuest, World Scientific, Elsevier etc. He is a frequent speaker at conferences (Risk, GARP, Institutional Investor etc).
The hedge fund manager is reportedly in talks to raise $500 million for the QuantZ Quark Market Neutral Fund. One of his analysts from RBC is joining him in the launch in addition to a marquee name Quant who is being brought on board as Head of Research.
Sharma has extensive experience in asset management, serving at a number of high-profile Wall Street Firms. He was previously on the Portfolio Management Team of the Merrill Lynch Large Cap Series Funds with Bob Doll, who is now Global CIO for BlackRock's equity arm. At BlackRock (MLIM), his investment role spanned a dozen quantitatively managed funds & separate accounts with approx $30B in AUM pegged to the models. Subsequently, he managed Quant EMN portfolios of significant size at Deutsche Bank as Senior Proprietary Trader. Most recently he ran a Proprietary Trading desk at RBC Capital Markets which included Quant EMN, Short Term & Event Driven portfolios (upto $700mm exposure).
Sharma also has significant Risk Management expertise having created the AIRAP (Alternative Investments Risk Adjusted Performance) measure for hedge funds in addition to being co-founder of the Quant Strategies unit (previously Risk & Performance) at MLIM. Prior to that he was Manager of the Risk Analytics and Research Group at Ernst & Young LLP where he was co-architect of Raven TM (one the earliest derivatives pricing/ validation engines).
His publications have appeared in the Journal of Investment Management, Risk, Wiley, HedgeQuest, World Scientific, Elsevier etc. He is a frequent speaker at conferences (Risk, GARP, Institutional Investor etc).
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