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 Commitment

Our Commitment

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

SAR Managed Futures Strategy (MFS)

Strategy Description

The SAR Managed Futures strategy (“MFS”) is an actively traded and diversified futures trading strategy implemented via a unique and innovative trading system, running a dynamic and adaptive portfolio based on short-term trading algorithms developed and managed over the last 10 years. It is independent of long-term market trends, has a directional forecasting ability, enabling long/short strategies, captures tail risks accurately and provides consistently high returns. Average holding period of positions: < 5 days

The strategy has a live track record since May 2010. It provides daily liquidity and invests into a universe of more than 15 global futures. Since July 2013 SAR MFS is a part of SAR Multi Strategies SP. MFS is also offered as a separate managed account. Please ask for the factsheet and detailed presentation of this strategy. 

Risk/Return Profile

The strategy exhibits an attractive risk/return profile with an expected net return above 25% p.a., expected volatility below 15% p.a. and low to negative correlation to traditional as well as alternative asset classes.

MFS

Live trading of the MFS strategy started 10 May 2010 in managed accounts.
Past performance is no guarantee for future results.

 The strategy:

  • Offers an attractive and stable risk/return profile
  • Provides daily liquidity, excellent transparency and high capacity
  • Generates profits in bull and bear markets as well as 

    during up and down market days

  • Profits from increased volatility
  • Is truly uncorrelated with strong diversification potential

Suitability

  • A short-term managed future strategy, placed in the alternative investment allocation of an institutional portfolio, providing excellent return and diversification potential for traditional as well as alternative portfolios.
  • Diversification to long-term CTA strategies as short-term strategies are very limited, offering a unique risk/return profile!
  • This strategy is offered to acredited/qualified investors only as a managed account.

 


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