Monthly Archives: February 2016

Interview with Stéphane Julen, Credit Suisse 

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Stéphane Julen is a Director of Credit Suisse Asset Management, based in Zurich. He is a senior portfolio manager within Alternative Funds Solutions (AFS), managing the group’s UCITS funds and portfolios for institutional and private clients. Mr. Julen also serves on the Fundamental Strategies research team covering European Equity Long/Short and Event Driven managers. Since November last year you managed the CS (Lux) Prima Multi-Strategy Fund, a UCITS fund of UCITS hedge funds. What is the fund’s investment strategy?
Stéphane Julen: With the Credit Suisse (Lux) Prima Multi-Strategy Fund we strive to harnesses the investment skills of some of the best alternative fund managers in a single fund structure. Many of our investors utilise the fund as a core allocation to hedge funds or because of its attractive risk return profile, as an alternative to a bond allocation. From the full universe of alternative UCITS managers we select only those that have the potential to deliver strong risk-adjusted returns. We then put these managers through our thorough institutional due diligence process to assess their investment strategy, risk controls and operational standards. Read More

Fund of the Month February 2016: Alpha Blend Global Income

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Fund Strategy
The Alpha Blend Global Income Fund’s (UCITS) objective is to achieve a return target of cash + 4-6% and to offer portfolio diversification by combining yield from both the fixed income and global currency markets. The fund combines two proven and successful strategies with long track records and significant Assets under Management.
The investment scope is broad, allowing it to tactically source yield from a variety of instruments with active duration management, including the possibly of negative duration. An alpha overlay of currency returns sourced through a swap investment in a rules-based global currency index delivers returns from some of the world’s top performing FX managers. This return stream is added on top of the diversified fixed income portfolio. The fund has demonstrated low correlation and strong returns even in most recent times.

Fund Chart

* Details of the underlaying strategies incl. Bloomberg Ticker:
• LGT Fixed Income = LGT Strategy 2 year fund UCITS (LGT2EUR_LE). The fund was launched in 2000, please refer to Bloomberg or other sources (LI0008232030)
• Alpha Blend Global Currency Index (CEXTI9_Index)  (65% vol scale)
• since 08/2015 performance of Alpha Blend Global Income Fund UCITS (ABGEI2_LE) Read More

UCITS HFS Index starts year with a loss, down -1.05% in January 2016

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The UCITS HFS Index starts into the year with a loss of -1.05% in January 2016, posting the second negative monthly result in a row. The broad index got off on the wrong foot posting losses of -0.64 % after the first full week of trading. The downward trend continued as the UCITS HFS Index took losses of -0.51% and -0.12% in week two and three respectively. Although things turned around in week four with gains of 0.22%, it was too little too late to prevent a negative monthly outcome. Of all funds tracked only 28.90% reported gains in January 2016.
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