The LuxHedge Online Database.

Transcription

1 The LuxHedge Online Database

2 Risk The LuxHedge Shell : sophisticated database: analysis access to of top the talented LuxHedge managers database of alternative UCITS Alternative UCITS strategies exhibited mixed returns in 2014 with an average return of 2.06%. Around 80 alternative UCITS funds of the entire universe of 1,024 funds (which were in existence for the whole year) ended the year with double digits returns. Top Performers 2014 by strategy Best Long/Short Equity fund Best Equity Market Neutral fund Best Event Driven fund Best Fixed Income Arbitrage fund Best Currency Arbitrage fund Best Volatility Arbitrage fund +54,38% +9,45% +12,40% +16,74% +23,10% +7,15% Best Commodity Arbitrage fund Best CTA/Managed Futures fund +15,50% +33,75% Best Global Macro fund +17,21% Best Multi-Strategy fund +14,23% An increasing number of managers are launching alternative UCITS as a vehicle for their funds rather than less liquid and transparent hedge fund structures. The LuxHedge Database tracks the performance of every alternative UCITS fund in existence. Users are able to filter by strategy and historic performance in order to quickly identify the alternative UCITS strategies most relevant to their investment goals. 2

3 The LuxHedge database: access to the universe of alternative UCITS LuxHedge provides its users with access to a database of around 1,200 alternative UCITS funds. Our constantly updated database allows users to track and compare the universe of alternative UCITS in respect of: Strategy type (18 strategy sectors in all) Country of domicile Historical performance in user-defined time-frames over the preceding 5 years Annualised volatility in user-defined time-frames over the preceding 5 years Assets under management Click here for free trial The analysis for each fund includes a link to the latest monthly factsheet and KIID in the website of the underlying fund itself. We believe that LuxHedge offers the only database in existence which covers every European alternative UCITS fund 3

4 LuxHedge Online Database: many search criteria available You can select your own criteria in order to screen only the alternative UCITS funds that meet your specific requirements. 4

5 LuxHedge Online Database: select your search criteria Please click here It is possible to filter the alternative UCITS universe using search criteria as shown above. 5

6 LuxHedge Online Database: enhance your selection The criteria used on the previous slide currently return the following 9 alternative UCITS funds: A user is able to make multiple searches using a wide range of criteria. 6

7 LuxHedge Online Database: performance criteria Performance criteria It is possible to further analyse the alternative UCITS funds which a user search may return. Links to fund factsheets and KIIDs are available. 7

8 LuxHedge Online Database: several additional tools Export the data in Excel format Factsheet available in one click KIID* available in one click * Key Investors Information Document 8

9 Risk The LuxHedge Shell : sophisticated database: analysis available of on the the LuxHedge Risk Shell database platform of alternative UCITS LuxHedge has teamed up with Risk Shell from ABCQuant to offer market-leading risk management and portfolio construction solutions to the alternative UCITS world. Risk Shell is a sophisticated analytical platform that offers everything to deliver the most compelling risk management solutions and provide effective asset allocation solutions for multi-asset investment portfolios. Risk Shell s main components include: Screening Stress testing Portfolio optimisation Peer Group Analysis Returns- and holdings-based analysis Performance attribution analysis filtering the universe of alternative UCITS according to a broad selection of both quantitative and qualitative filters advanced institutional grade stress testing of multi-asset portfolios delivers a number of alternative solutions including shortfall risk optimization, lower partial moments, maximum or conditional drawdowns and many more delivers an innovative concept of the multidimensional peer analysis, which allows building relative ranks charts over 30+ different statistics simultaneously bespoke analysis on user-specific portfolios employs multivariate return-based static & dynamic style analysis, a factor model to explain fund returns yet identify granular sources driving fund performance 2014 ABC Quant, LLC. All rights reserved 9

10 LuxHedge: key personnel Daniel Van Hove, CFA Daniel is the CEO of LuxHedge which he established in He is in addition the CEO of Orionis Management where he undertakes mandates as independent director and conducting office for various investment funds and companies with more than EUR42b under management. He has more than 30 years of professional experience, including 9 years at Kredietbank Luxembourg (KBL) as Head of Institutional Asset Management and four years as corporate client manager at JPMorgan. Daniel is a CFA and holds a degree in Commercial Management Engineering from the University of Louvain and a MBA from the University of Chicago. Alexandre Millet Alexandre has worked alongside with Daniel in Orionis Management since He has dedicated 100% of his time to LuxHedge since 2012, at the creation of the company. Alexandre is in charge of the maintenance and monitoring of the LuxHedge database and tracks the performance of all existing alternative UCITS funds. His extensive knowledge of the 1,200 funds listed in the LuxHedge s database and his attention to detail give him vital insight on the world of alternative UCITS which he uses to advise clients. Alexandre also manages the content of the LuxHedge website (newsletters, monthly factsheets, indices, ) He studied mathematics at the University of Reims, graduating in Florent Perret Florent leads on LuxHedge website and business development, liaising with the investor and investment management community to offer LuxHedge services and constantly improve the LuxHedge offering. He works with fund managers to write interviews for the website explaining their fund strategy. He also focuses on bringing together professionals of the alternative UCITS market; for instance organising meetings between managers and potential investors. Prior to joining LuxHedge in 2013, Florent worked in Asset and Liabilities Management at Caisse d Epargne. He graduated from IESEG, School of Management (France) in Andrew Pearson Andrew is LuxHedge s representative in London. He worked for over nine years until 2014 at boutique investment manager, Climate Change Capital (CCC). He was chief operating officer for its EUR700m carbon fund, the biggest private carbon credits fund in the world. In the latter years he led the management of this fund, splitting his time between London and Beijing. Prior to CCC he worked in wholesale banking in London. He has a degree in the Natural Sciences from the University of Cambridge and is a qualified (but not practising) chartered accountant. 10

11 Contact LuxHedge: information contact information Florent Perret LuxHedge 370, route de Longwy L-1940 Luxembourg 11

12 Contact Disclaimer information This document has been prepared for information purposes for Institutional investors only. It doesn't constitute an offer or solicitation, or as the basis for any contract, for the purchase or sale of any investment, nor do they constitute an offer or solicitation in any jurisdiction in which such an offer or solicitation is not authorized or to whom it is unlawful to make such solicitation or offer. It has been prepared on the basis of information and sources believed to be reliable. All reasonable care has been taken to ensure that the facts stated are accurate but LuxHedge S.A. shall not in any way be responsible for the contents. Past Performances are not necessarily indicative of future results. The LuxHedge website is an internet portal intended for informational purposes and based solely on information and data supplied either by own research, by investment managers or by other qualified third parties. It is exclusively addressed and intended for professional investors or industry service providers. Nothing contained on the LuxHedge website should be interpreted as a solicitation or inducement for an investment and reference to a particular investment manager, service provider or product under no circumstance represents an endorsement or recommendation by LuxHedge of that investment manager, service provider or product. A prospective investor for any product or service mentioned on the LuxHedge website should independently investigate the investment manager and/or service provider and consult with independent and qualified sources before engaging in any activity with them. Investors should also be aware that historical performance numbers presented on the LuxHedge website are not indicative of future performance and furthermore, investments in hedge fund vehicles involve significant risks, including loss of capital. Opinions expressed on the LuxHedge website are not necessarily those of LuxHedge and LuxHedge assumes no responsibility for the contents of contributed articles. LuxHedge expressly disclaims any and all responsibility for any direct or indirect loss and/or damage of any kind whatsoever arising directly or indirectly form (i) the use of information provided by the LuxHedge website, (ii) reliance on any information contained herein, (iii) any error, omission and/or inaccuracy, in any such information or (iv) any action resulting therefrom. The LuxHedge website and the tools and material contained therein are the property of LuxHedge S.A., a Luxembourg limited company, with registered office located at 370, route de Longwy, L-1940 Luxembourg and business licence number /0. 12