SAR Multi Strategies (MS)
The SAR Multi Strategies combines all of SAR’s current, actively trading, model-based and quantitative strategies with a common absolute return focus and a highly liquid, long volatility investment profile (for strategy details see specific webpages):
- SAR Liquid Equity Alpha Strategy (“LEAS”) – an equity long-only strategy with a five-year track record, trading the most liquid stocks globally on an intra-day basis (100% cash end-of-day, no “overnight” exposure)
- SAR Volatility Strategies (“VOLS”) – an intra-day/short-term trading strategy on volatility indices (VIX), with a strong long volatility profile
The strategy is implemented via separate managed accounts on SAR’s custody and trading platform with, on average, three (3x) times leverage (unleveraged version is also available) to deliver:
- Attractive high double digit returns with real-time imbedded, rule-based risk controls and long volatility profile
- The combined strength of SAR’s uncorrelated equity, managed futures and volatility strategies to minimize downside volatility and control downside risks
- A maximum return with the minimum deployment of investor owned capital for superior cash utilization, due to free intra-day leverage provided by the broker
Access to a highly liquid strategy with superior risk/return characteristics and excellent diversification potential, exploiting niche Alpha sources only accessible to smaller, nimbler managers (capacity constraints)
The unleveraged (1X) strategy has a balanced risk/return profile with an attractive double digit expected return potential of more than 12% p.a. and expected downside volatility of less than 3% p.a. A three times (3X) leveraged version is also available.
The strategy offers:
- Daily liquidity, excellent reporting
- Strong long volatility profile
- Diversified strategies portfolio
- Running a very active, balanced alternative strategies portfolio combing all SAR currently traded strategies
- The strategy is best placed in the alternative investment allocation of an institutional portfolio, providing excellent return and diversification potential for traditional as well as alternative portfolios.
- This strategy is offered to accredited/qualified investors only as a managed account or Cayman Island fund.
Detailed information and reports on our investments solutions are restricted to qualified investors and registered users only. If you are a registered user, please login. Registration is open to qualified investors only and requires approval by SAR AG. Please contact us for access here. Thank you for your interest and kind co-operation.