DISCOVER THE PATTERNS. We use intricate systems to understand the investment universe.

PARK CAPITAL ALPHA

  • Flagship institutional trend-following strategy, with strong long-term track record spanning almost two decades
  • Has been able to profit in rising and falling markets
  • Low correlation to equities and the potential to deliver strong returns when equity markets are in crisis
  • Designed by Park Capital SA, a pioneer in trend-following strategies for around one decade

APPROACH

Patterns have been observed in markets for centuries and a body of academic literature has built up to explain their persistence1. Trend following strategies use sophisticated computer algorithms to identify trends, which allow them to trade hundreds of diverse markets simultaneously, and avoid biases introduced by human emotions.
The programme is systematic trend following in its approach, trading a strategy with a track record spanning around two decades. Strong performance has been delivered in a variety of market environments because of the strategy’s ability to profit from trends, either up or down, in around 400 liquid markets across a variety of asset classes.
This gives rise to a return stream which is generally uncorrelated to equity markets in the long term, but has the potential ability to perform strongly in times of stress, such as the Credit Crisis of 2007-2009.
StyleSingle-style systematic
Investment ApproachTrend following
Volatility Target10%
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PERFORMANCE

YEAR TO DATE

1.2%

LAST 3 MONTHS

1.2%

1 YEAR

5.0%

3 YEAR

1.0%

5 YEAR

31.1%

SINCE INCEPTION

1020.9%

PERFORMANCE BY CALENDAR YEAR

2018

0.7%

2017

5.3%

2016

-3.0%

2015

1.5%

2014

22.8%

As at May 2019
Inception Date 25th August 2009

Past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations.

Please note that the performance data is not intended to represent actual past or simulated past performance of an investment product. The data is calculated in USD and is based on a representative investment product or products that follow the programme. An example fee load of 1% and 20% has been applied.