Our Ethics

Our Ethics

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

Our Focus

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

Our Beliefs

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

Our Commitment

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

SAR Liquid Equity Alpha Strategy (LEAS)

Strategy Description

SAR Liquid Equity Alpha Strategy (LEAS) is a highly active, quantitative long-only equity strategy, trading the most liquid stocks globally. The strategy has a successful, more than five-year track record. The portfolio is run fully systematic and exploits behavioral mean reversion patterns, a proven, genuine and persistent source of return. Trading occurs intra-day only and the portfolio is 100% in cash at the end of the day with no overnight exposure. LEAS is a true equity Alpha and absolute return strategy with a long volatility profile and daily liquidity.

Risk/Return Profile (unleveraged version)

The strategy exhibits a conservative risk profile with expected volatility between 4 to 7% p.a. in the unleveraged version and significant expected return potential of between 6% and 18% p.a. based on past performances and dependent on market volatility.

 

The strategy:

  • Offers a pure equity Alpha, long-only investment
  • Provides daily liquidity and excellent transparency
  • Has no overnight exposure (intraday) – reduced shock risks
  • Generates profits in bull and bear markets as well as during up and down market days
  • Shows a long volatility profile (i.e. rising return during increased volatility)

  • Provides a natural hedge – strategy works even better under market stress conditions
  • Is truly uncorrelated with strong diversification potential

Suitability

  • The strategy is long only equities. It can therefore be placed into the global equity allocation of an asset allocation.
  • As a managed account it is suitable for institutional investors looking for direct access to their assets, control and transparency with their own account at their preferred broker.

 


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