Our Beliefs

Our Beliefs

We believe in strict risk management to avoid drawdowns and to benefit from the superior power of return compounding.
Our Culture

Our Culture

To consistently innovate and to advance the success of our investors and clients with the quality of our products and services.
Our Motivation

Our Motivation

At SAR we are driven by passion and dedication; being patient and disciplined, we work harder than most to achieve greater success.
Our Vision

Our Vision

To be one of the leading investment boutiques for active investment strategies in the field of scientific, research-driven, model-based, quantitative portfolio management.
Our Commitment

Our Commitment

To provide outstanding results and excellent added value with high quality, absolute return and Alpha generating investment solutions.
Our Focus

Our Focus

To trade highly active and very liquid investment strategies with outstanding performance and an exceptional level of transparency.
Our Ethics

Our Ethics

To commit ourselves and live up to high standards of ethics and compliance.

Investment Solutions

pww148 SAR has a history of designing and successfully implementing quantitative, model-based strategies since its establishment in 2001.SAR has made a clear commitment to develop, design and create ever new and fresh unexploited investment strategies, based on its belief that markets are dynamic and investment parameters change over time, resulting in the need for asset managers to adapt to these changes through constant research and innovation.SAR is focusing its research and development efforts on exploiting behavioral biases explained by the Adaptive Market Hypothesis (AMH) via back-tested, quantitative models, adopting the latest available algorithms and trade engines. SAR is developing a range of actively managed strategies under its new proprietary Adaptive Asset Allocation® (AAA) approach.

SAR offers dedicated managed accounts and its strategies are available through licensed third party investment/fund solutions.

 We currently offer the following proprietary SAR strategies:
   SAR Liquid Equity Alpha Strategy (LEAS) & SAR Portable Liquid Equity Alpha Strategy (PLEAS) 
   Description
  • Quantitative, intraday mean-reversion strategy, trading the most liquid U.S. stocks.
  • 100% systematic and price driven
  • Long positions only, 100% cash at the end of the day
  • True Alpha generation
  • A more than a five-year track record (launched May 2010)
  • Alpha is portable (overlay) onto cash or any underlying portfolio (collateral) on a funded or unfunded basis
   Risk/Return Profile
(unlevered version)
  • Expected return:  6% – 18% p.a., depending on level of market volatility
  • Expected volatility:  4% – 7% p.a. / Expected max. drawdown: < 10%
  • Daily liquidity / Up to three times (3X) leveraged versions available
  SAR US Equity Alpha Strategy (USEA)
   Description
  • Active long only US equity strategy, designed to significantly outperform the S&P 500 Index
  • Excess return generated thru quantitative, intraday mean-reversion strategy, trading the most liquid U.S. stocks.
  • 100% systematic and price driven
  • Alpha has a more than a five-year track record (refer to LEAS, starting May 2010)
    Risk/Return Profile
  • Expected outperformance over S&P 500:  2% – 10% p.a., depending on actively chosen Alpha exposure by investor
  • Active Alpha exposure: 0% – max. 300%; can be actively set by investor, resulting in a corresponding tracking error and Alpha potential
  • Expected tracking error: 0% – 15% p.a.; depending on actively chosen Alpha exposure by investor
  • Daily liquidity / leveraged versions available
   SAR Multi Strategies (MS) 
   Description
  • Combination of several intra-day and short-term SAR proprietary strategies in a portfolio with an absolute return focus.
  • 100% systematic and price driven
  • Strong long volatility profile
   Risk/Return Profile
(unlevered version)
  • Expected return:  Above 12% p.a.
  • Expected volatility:  Below 10% p.a. / Expected max. drawdown: < 10%
  • Monthly liquidity
   SAR Volatility Strategies (VOLS) 
   Description 
  • Quantitative, model-based and fully automated short-term system, trading S&P 500 Index volatility on a universe of volatility (VIX) related instruments, entering and exiting the market based on clearly defined stop-loss and exit rules.
  • Objective is to provide uncorrelated, double digit returns with a strong long volatility profile and limited downside.
   Risk/Return Profile
  • Expected return:  Above 18% p.a.
  • Expected volatility:  Below 15% p.a. / Expected max. drawdown: < 15%
  • Daily liquidity
   SAR Adaptive Global Asset Allocation (SAGAA)
   Description
  • Systematic, actively managed, globally diversified portfolio, running a dynamic and adaptive asset allocation strategy covering all asset classes world-wide. Invests into more than 20 underlying index-related investments.
  • Objective is to outperform a passively invested, globally balanced 60% equity and 40% bond portfolio while minimizing overall portfolio and tail risk
  • Long positions only
   Risk/Return Profile
(unlevered version)
  • Expected return:  12% – 15% p.a.
  • Expected volatility:  Below 11% p.a. / Expected max. drawdown: < 15%
  • Daily liquidity
 ®Adaptive Asset Allocation is a registered trademark, licensed to SAR AG
 For further information on our investment solutions, please contact us.You can also subscribe here to receive our Newsletter  nl