Monthly Archives: April 2015

Fund of the Month April 2015: Laffitte Risk Arbitrage Ucits

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Fund Strategy
The Laffitte Risk Arbitrage Ucits Fund was launched in 2007 and hence was one of the first UCITS compliant merger arbitrage funds. The fund is based on short and medium term strategies with a focus on risk management, volatility and capital preservation. Using moderate leverage, the fund targets a return of Eonia +400-700bps with a volatility below 5% and exhibits decorrelation to the equity and bond markets.
The investment process is based on proprietary tools and databases developed for more than 20 years to analyze, monitor and evaluate merger arbitrage opportunities. These software applications allow the fund managers to adopt reactive trading strategies which translate into additional performance. With strict real-time risk monitoring in place and offering daily liquidity the fund aims at investors looking to diversify their bond holdings. Read More

Interview with Miranda Ademaj, Skënderbeg Alternative Investments

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Miranda AdemajMiranda Ademaj is the CEO of Skënderbeg Alternative Investments. Prior to establishing Skënderbeg, Miranda worked at fund of hedge funds pioneer BrunnerInvest and Sallfort Privatbank. Before that, she worked at Credit Suisse for several years. Miranda is a CAIA candidate and member of the global association „100 Women in Hedge Funds”. Your Skënderbeg Fund has created some buzz lately. What is your investment strategy?
Ademaj: Our investment universe consists of global long/short equity funds with low net exposures. Read More

UCITS HFS Index slows down, still up 0.36% in March 2015

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The UCITS HFS Index continues its positive run in 2015 with gains of 0.36% in March 2015, the third positive monthly result in a row. The broad index started slowly into the month, posting returns of 0.11% after the first week of trading. Momentum slowly built with additional gains of 0.25% and 0.21% in week two and three respectively, coming to an abrupt halt in week four though with a loss -0.20% for the UCITS HFS Index. Of all funds tracked 65.41% reported profits in March 2015.

chart_UCITS HFS Index_2015_3

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