SAR Managed Futures Strategy (MFS)
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.
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.
Live trading of the MFS strategy started 10 May 2010 in managed accounts.
Past performance is no guarantee for future results.
- 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
- 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.