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Overview

PAM ALPHA at a glance

The most important facts about PAM ALPHA UCITS FUND long/short equity program.

Trading Approach

The PAM Alpha strategy has a short-term trading horizon. It takes a position only for short periods to take profits. The strategy is based on three fully-systematic signal-giving models which seek for three different price- and volume-patterns in different time periods. These models are fully-systematic and based on proprietary programming knowledge for more than 12 years now.

Investment Philosophy

We believe that statistically rigorous and robust analysis of markets will reliably identify continuous sources of alpha that persist due to inefficiencies in the behavior of market participants. We take a strictly quantitative approach to all aspects of trading. Strategy selection, portfolio construction, execution and risk control are all specified by algorithmic and systematic processes.

 

Investment Objectives

Our goal is to produce a consistent absolute return with an uncorrelated or negatively correlated performance result when measured against various US indices like the S&P 500 index, the U.S. Government Bond index, as well as hedge fund indices. Our trading programs, when examined for their diversification benefits, create the potential for a boost in performance to a portfolio while also reducing overall volatility.

Risk Control

Risk control is both proactive and reactive. Proactive risk controls include limits on leverage and scaling of positions appropriate to product volatility and return objectives. Our typical exposure is approximately 1/4 of maximum exposure, an at times, our strategies can be completely out of the market. Proactive risk control is further provided by strategy diversification. Reactive risk controls include a stop loss on positions.

Investment Solutions

We package our skills in the form of equity and fixed income mutual funds (UCITS). We invest worldwide and follow a predominantly long-short approach, based on technically selected investments - we do not chase market fads. Our investment strategies are based on long-term track records. Clients understand our process and portfolios because they are transparent. Systematic analysis models are the basis of our investment perspective.

PAM Alpha

PAM Alpha invests exclusively in S&P 500 futures with the objective of achieving consistent capital growth, which is uncorrelated or negatively correlated with the S&P 500 index or all other major indices. As a UCITS fund PAM Alpha provides huge diversification benefits for institutional and private clients, especially in times of crisis. The strategy can go long or short.

Disclaimer

Legal Information

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  • Austria
  • Finland
  • Germany
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  • Romania
  • Switzerland

No Offer

The information published on the website of PAM ALPHA FUND does not constitute an invitation, an offer or a recommendation. The website is not directed to any person in any jurisdiction where (by reason of their nationality, residence or otherwise) the publication or availability of this website is prohibited. Persons to whom such prohibitions apply must not access this website. Finally, the information on the websites is not directed at specific persons, but at those readers who have a general interest in PAM ALPHA FUND.

No Reliance

Although AIF Alternativ Invest Finance AG has taken all reasonable care in compiling the information on its website, it accepts no responsibility for the accuracy, reliability or completeness of the information provided. The contents of the website may be changed at any time without prior notice. The information is not to be relied on in making an investment or other decision. Please obtain specific professional advice before making any investment decision.

Warning about Risks

Please note that the value of an investment may fall as well as rise. The past is not necessarily a guide to the future performance of an investment. The investments are subject to high price fluctuations. These price fluctuations may equal or even exceed the value of the invested amount. Therefore, the preservation of the invested capital cannot be guaranteed. Please also read the risk statement provided in the Prospectus of the funds.

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