December 2023

Multiasset Long and Short

Key Highlights

No data filled

Strategy Description

Ucapital Asset Management PLC underlying strategy. We adopt a hybrid system with a top-down approach. It consists on a discretionary analysis by ours experienced fund managers concerning the macroeconomic situation, which leads to a first sectors selection. In a second stage, the best securities are identified through a sophisticated algorithm based on mathematical and statistical models in order to improve the risk-return. 
This approach allows us to get better results since it balances the limits of the human being with the artificial intelligence, and vice versa. 

Multiasset Long and  Short is an automatic reversal strategy, suitable for investments in forex, indices and commodities.
It aims to create value during market sideways phases or during retracement or rebound phases after a sharp increase in volatility.
When these conditions are present and a breakout of the previous session max or min occurs, the system opens the opposite trade to the breakout.
Positions are held for an average of 4 days and include a time-based stop loss. 

 

Performance Comparison

Fund Manager

Almost 10 years of experience. After graduating with a degree in Quantitative Methods for Finance to the Faculty of Economics at the University of Perugia, in 2015 began my professional career path as a financial analyst at the broker EuropeFX and in 2018 joined the UCapital AM as a portfolio manager. 
YTD 1 Yr Since Inception
-3.78% -3.78% 70.45%

Fund Terms

Minimum Investment10,000 EUR
Base CurrencyEUR
Management Fee2.00%
Performance Fee25.00%
Highwater MarkYes
LiquidityDaily
Subscription Fee0.00%

Risk Rating

1
2
3
4
5
6
7

Company Information

CompanyAleph Finance
PrincipalAndrea Tedesco
Address2 Tallis House
London, EC4Y 0AB
Phone+44 (0)208 175 9300
E-mail[email protected]
Websitehttps://alephfinance.com/
3M YTD 1 Yr 3 Yrs Total Return Cumulative Sharpe Ratio Sortino Ratio Max DD
Multiasset Long and Short -1.14% -3.78% -3.78% 34.73% 70.45% 1.87 4.93 -5.68%
S&P 500 TR 11.57% 24.53% 24.53% 33.22% 78.53% 0.76 1.04 -25.31%
MSCI World 10.70% 19.55% 19.55% 15.80% 44.33% 0.45 0.53 -29.31%

Instruments

Data not available

Geography Exposure

Data not available

Top Holdings

Data not available

(1) Liquidity means how often you can add or remove allocation of your funds to this product.
 
DISCLAIMER
The information is provided for informational purposes only and should not be used or considered as an offer or solicitation to the public for savings or to subscribe for securities or other financial instruments. Neither Ucapital Asset Management LLP or any of its affiliates make any warranties as to the completeness, accuracy, or suitability of any information contained in any part of this document and which is not error-free. Pairstech assumes no responsibility for any loss or damage that may arise directly or indirectly from the use of such information. While the information provided was obtained from sources believed to be reliable, neither Pairstech nor any of its affiliates testify to its accuracy or completeness. Pairstech reserves the right to modify any data without limitations or notice. The values quoted for each particular investment are indicative and are subject to change.
 
There is substantial risk of loss of your capital when trading financial markets and derivatives including futures, options, CFDs etc. Please seek independent advice when investing. Past performance should not be relied upon as an indication or a guarantee of future performance and no guarantee, express or implied, is given for future performance. The product described in this factsheet may not be suitable for you and therefore not directed at you. See reference in sections 17 and 18. Only part of your investment portfolio maybe allocated to this product.

(2) Disclaimer for Back-tested, hypothetical or simulated performance results

All projections, valuations and analyses are provided to assist you in the evaluation of the matters described herein and (i) may be based on subjective assessments and assumptions, (ii) may use one among alternative methodologies that produce different results and (iii) to the extent they are based on historical information, should not be relied upon as an accurate prediction of future performance. Certain analysis is presented herein and is intended solely for purposes of indicating a range of outcomes that may result from changes in market parameters. It is not intended to suggest any outcome is more likely than another, and it does not include all possible outcomes or the range of possible outcomes, one of which may be that the investment value declines to zero.
 
The live historical or past simulated performance of each strategy is not a guarantee or an indication of future performance.
 
All projections and forecasts in these materials are therefore illustrative only. Back-tested, hypothetical or simulated performance results have inherent limitations. Simulated results are achieved by the retroactive application of a back-tested model itself designed with the benefit of hindsight. The back-testing of performance differs from the actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Alternative modelling techniques or assumptions might produce significantly different results and prove to be more appropriate. Past hypothetical back-test results are neither an indicator nor a guarantee of future returns. Actual results will vary from the analysis.
 
Ucapital Asset Management  LLP is authorized and regulated by the Financial Conduct Authority (FCA registration number 477155)