Launch Of The First Luxembourg Commodity Fund Of Hedge Funds
We are happy to inform you that after three years of internal track record, AlphaBee Asset Management will soon launch its commodity arbitrage fund of hedge funds as second sub-fund of the Sicàv-SIF AlphaBee Asset Management Fund, registered with the CSSF in Luxembourg.
AlphaBee Asset Management has been seeded by a single-family office in Geneva and in 2017 launched an audited multi arbitrage fund as a liquid and defensive investment alternative to short term bonds in the family’s asset allocation. Commodities have since 2018 been a successful contributor of the multi arbitrage fund both on a stand-alone basis and in a portfolio context, and both measured in absolute and relative (to risk taken) returns.
The team now sees the opportunity to potentially offer an investment which is absent today: Giving access in a liquid and non-directional way to over 40 commodities via a diversified portfolio of arbitrage and relative value strategies managed by seasoned global arbitragers. The commodity arbitrage fund will be investable only for eligible investors, i.e., those who have the status of institutional, professional or other well-informed investors.
The commodity arbitrage fund will be a multi-strategy and multi-commodity fund specialized in:
+ Selection of arbitrage and relative-value trading strategies employing futures and options on global metals, energy and agricultural commodities
+ Selection of the global expert managers of such strategies and their regulated, audited investment vehicles
+ Top-down allocation and active risk management of a diversified portfolio of selected strategies to generate outperformance across all commodity markets
The fund’s investment philosophy is to “Grow and Diversify” the wealth of its co-investors with the goal to:
+ Grow capital with expected net return of +10% to +20% p.a. and 7% to 10% p.a. standard deviation (volatility) over an investment cycle
+ Diversify the portfolio through de-correlation of returns among the strategies, mitigation of negative tail risks and enhancement of “positive skewness” of the distribution of expected returns
+ Position the portfolio as neutral with respect to equity and bond markets while always keeping liquidity
+ Profit not only from commodities moving up, but also from their downward moves and from heightened levels of inflation and volatility on global commodity- and related financial markets.
If you have an interest in receiving more information or having a call with us, please do not hesitate to reach out.
Frederic Guibaud, CFA, CAIA
AlphaBee Asset Management
Office phone : +352 20 30 1570
Fax : +352 24 61 1041
30, Dernier Sol
L-2543 Luxembourg
Grand Duchy of Luxembourg