Metzler Alpha Strategies


Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Metzler Asset Management GmbH
Portfolio Manager Christoph Sporer
Fund Currency EUR
Fund AUM €70.8m
Fund AUM (GBP) £61m
Fund AUM as of 28 June 2019
Fund Inception 01 October 2012
Fund Indices AH Multi Strategy UCITS Index

Fund Objective

The investment objective of the Fund is to increase the value of its investments over the long term. The Fund will seek to attain its investment objective by investing predominantly in a broadly diversified portfolio of derivatives strategies based on the equity, bond and currency markets. The derivative strategies aim to generate excess returns (alphas) relative to money market returns independent of the direction of the market, aiming to benefit both from rising as well as from falling prices of the underlying assets. The Fund may at any time hold long and short positions on the same derivative, involving different maturity dates on that derivative. The assets underlying the financial derivatives contracts will predominantly comprise global equity indices, interest rates or fixed income instruments (such as government bonds) and currencies. The Investment Manager will trade a broad range of derivatives such as futures, FX forwards and options under each of the various models. Any cash not required to be paid by way of margin or premium on derivative transactions may be invested in bonds or Money Market Instruments. The Fund may invest in debt securities issued by companies and governments having an investment grade or equivalent rating.


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