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Wednesday, September 17, 2008

Laven`s Global Systematic Fund.....

The Laven Funds Global Systematic ST SPC Fund has returned 8.07% since 1 January 2008, outperforming the Newedge CTA and MSCI World indices, which have returned 3.40% and -13.59% respectively over the same period.

The Global Systematic ST SPC Fund is a systematic short-term CTA high-frequency strategy which invests in very liquid futures in order to generate returns from market inefficiencies across stock, bond and currency markets. The strategy is driven by over 200 market tested statistical arbitrage models that are 2/3 trend following and 1/3 contrarian.

The fund has seen steady inflows since its launch and is on track to meet its target of USD100 million of assets under management over the next nine months. The fund targets an annualised return of 24% with a volatility of 10%. It provides investors with monthly liquidity and a minimum investment of USD100,000 or the equivalent for the EUR and GBP share classes, significantly lower than many hedge funds.....

Source:
Laven`s Global Systematic Fund..

Fund of Hedge Funds News:

  1. EIP relocates in Hong Kong...
  2. U.S. political nominees call for increased regulation of the financial industry
  3. Henderson Japan Absolute Return Fund up 1.84% YTD...
  4. Amsterdam`s Theta Multistar FoHFs lost 2.31% in August..
  5. Gottex`s AUM at $15.6bln for H1-2008
  6. Reech`s Iceberg Alternative Real Estate Fund returns +1.38% in August..

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