Downloads  |  Fund Overview  |  Monthly Report | Mandate

Open an Account  |  Contact Us  |  Meet the Investment Team

Downloads  |  Fund Overview  |  Monthly Report | Mandate

Open an Account  |  Contact Us  |  Meet the Investment Team

 

Portfolio Facts

Investment Manager

Absolute Alpha Investment Management (FSP 564)

Investment Strategy

Long/Short
Statistical arbitrage

Benchmark

STEFFI +4%

Currency

ZAR

Target Return

20% - 30% per annum

Investment Minimum

R50,000

Inception Date

Feb 2009
(Relaunched June'10)

Withdrawals

1 Calendar Month

Realizations

Re-invested

Administrator

Cortex Derivatives

Auditor

Darryl Sklar & Associates

Portfolio Managers

Mark Weetman

 

 

Performance

Will be updated shortly

 

 

 

 

Portfolio Facts

Investment Manager

Absolute Alpha Investment Management (FSP 564)

Investment Strategy

Long/Short
Statistical arbitrage

Benchmark

STEFFI +4%

Currency

ZAR

Target Return

20% - 30% per annum

Investment Minimum

R50,000

Inception Date

Feb 2009
(Relaunched June'10)

Withdrawals

1 Calendar Month

Realizations

Re-invested

Administrator

Cortex Derivatives

Auditor

Darryl Sklar & Associates

Portfolio Managers

Mark Weetman

 

 

Performance

Will be updated shortly

 

 

 

 

 

"Dynamically changing market positioning and bias according to general volatility, invest with a fund that lets you take advantage of trending markets or when there is uncertainty"

Absolute Intentions 

Absolute Alpha's range of strategies aims to generate absolute returns in any market. Our cutting-edge strategies allow the savvy investor to invest in hedge fund-style investments with a low capital investment. Unlike many other funds, Absolute Alpha managers try to align their strategies with that of their investors.

Absolute Strategy 

Investment approach is diversified by employing various strategies simultaneously to realize short- and long-term gains. Other strategies may include systems trading such as trend following and various diversified technical strategies. This style of investing allows the manager to overweight or underweight different strategies to best capitalize on current investment opportunities. Derivative contracts are invested into, across all sectors. 

We achieve this by:    

  • Assessing the market volatility using the SAVI as an indicator.
  • Use Technical analysis strategies to determine which sectors are trending in a particular direction.
  • Apply Long/Short directional strategy to trending sectors and equity derivatives.
  • Apply Statistical Arbitrage (Pair trading) strategies to opportunistic same-sector equity derivatives.
  • A maximum number of positions held at any point in time are 6 trades.

Absolute Objectives     

  • To achieve positive returns in excess of the benchmark.
  • Be able to dynamically adapt bias depending on market moves.
  • To eliminate aggressive losses observed by the general volatility of the overall index.  

Absolute Benefits     

  • Diversification through different styles to reduce risk.
  • Low correlation with traditional long only equity portfolio.
  • Opportunity in rising, falling, or trendless markets
  • Historically risk adjusted returns.
     

 

 

"Dynamically changing market positioning and bias according to general volatility, invest with a fund that lets you take advantage of trending markets or when there is uncertainty"

Absolute Intentions 

Absolute Alpha's range of strategies aims to generate absolute returns in any market. Our cutting-edge strategies allow the savvy investor to invest in hedge fund-style investments with a low capital investment. Unlike many other funds, Absolute Alpha managers try to align their strategies with that of their investors.

Absolute Strategy 

Investment approach is diversified by employing various strategies simultaneously to realize short- and long-term gains. Other strategies may include systems trading such as trend following and various diversified technical strategies. This style of investing allows the manager to overweight or underweight different strategies to best capitalize on current investment opportunities. Derivative contracts are invested into, across all sectors. 

We achieve this by:    

  • Assessing the market volatility using the SAVI as an indicator.
  • Use Technical analysis strategies to determine which sectors are trending in a particular direction.
  • Apply Long/Short directional strategy to trending sectors and equity derivatives.
  • Apply Statistical Arbitrage (Pair trading) strategies to opportunistic same-sector equity derivatives.
  • A maximum number of positions held at any point in time are 6 trades.

Absolute Objectives     

  • To achieve positive returns in excess of the benchmark.
  • Be able to dynamically adapt bias depending on market moves.
  • To eliminate aggressive losses observed by the general volatility of the overall index.  

Absolute Benefits     

  • Diversification through different styles to reduce risk.
  • Low correlation with traditional long only equity portfolio.
  • Opportunity in rising, falling, or trendless markets
  • Historically risk adjusted returns.