The PAM Alpha Fund (UCITS) enables investors to access a long-standing, successful, and unique U.S. long-short index strategy. This strategy is perfectly suited for today’s volatile equity markets and uses short-term moves within the S&P®500 to provide investors with a truly alpha-enabled strategy.
How It Works
The PAM Alpha Fund (L/S) invests directly in S&P®500 e-mini future contracts to establish a long/short position based on prevailing market conditions. When the strategy projects an increase in the underlying index, the fund will assume a long position. When the strategy projects falling valuations, a short market position is established. If no market bias is established by the strategy, the fund will take a neutral position within the market. Each day following the market close, the strategy recalculates market bias based on current price levels and technical trading signals from the underlying index. This approach allows investors to capture short-term, intra-week, prices movements which may otherwise be missed. The average position holding period is just five days, and the fund allows investors to take intra-day gains automatically. Stop-loss orders are used throughout the process to protect investors from excessive volatility.
The PAM Alpha Fund (UCITS) strategy has been actively traded since December 2003. Since 2003, the fund has returned 3.2 times* the S&P®500’s performance to investors.
The PAM Alpha Fund (UCITS) is suitable for institutions, family offices, pension funds, and private banks seeking a medium-term investment with an above-average risk profile. This elevated risk profile enables the excess return observed from the fund over the last 14 years. Additionally, the fund has demonstrated an exceptionally low correlation with prevailing indices, like the S&P®500, making it an ideal portfolio hedge. This was most recently observed during the European Banking Crisis, when the fund significantly outperformed the majority of benchmark indices. As a result, we recommend clients hold at least 10% of their portfolio within this truly unique fund. While UCITS funds do provide high levels of investor protection, all investments do involve risks. In addition to market risk, investors outside the European Union should understand the currency risk associated with their investment. For a complete breakdown of the risks involved, please review our investor prospectus.
Awards - UCITS Funds
GELD magazine has been evaluating alternative investments for the past 16 years, recognizing the best funds in the hedge, real estate, and commodity sectors. In 2016, PAM Alpha FUND (UCITS) received the prestigious Best Alternative Investment from GELD MAGAZIN. In March 2017, FFW® assigned PAM Alpha Fund a five FWW FUNDSTARS® rating. FFW® analyzes over 26,5000 investment fund share classes based on return and volatility. Five FWW FUNDSTARS® is their highest rating.
PAM Alpha Fund in Brief
Institutional share classes (EUR and USD)
Private share classes (CHF, EUR and USD)
PAM Alpha Performance at Glance
Total Return 323.4%*
Ø Return p.a. 11.8%*
Ø Sharpe Ratio p.a. 0.8*
*Based on data from Dec 31, 2003 to Dec 30, 2016.