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Performance

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Name ISIN Start Valuation Month YTD Return Price Factsheet (T-1) KIID
PAM Alpha Strategy N/A 31.12.2003 30.03.2018 -4,17 -9,2 302,26 402,26 OD N/A
PAM Alpha Class I CHF LI0222705530 23.05.2017 30.03.2018 -5,42 -11,66 -11,57 88,43 PAM Alpha Fund I CHF PAM Alpha Fund I CHF - KIID
PAM Alpha Class I EUR LI0222705472 24.09.2013 30.03.2018 -5,05 -11,2 7,25 107,25 PAM Alpha Fund I EUR PAM Alpha Fund I EUR - KIID
PAM Alpha Class I USD LI0222705563 28.10.2013 30.03.2018 -4,87 -10,81 11,15 111,15 PAM Alpha Fund I USD PAM Alpha Fund I USD - KIID
PAM Alpha Class R CHF LI0222705605 24.09.2013 30.03.2018 -5,13 -11,44 2,72 102,72 PAM Alpha Fund R CHF PAM Alpha Fund R CHF - KIID
PAM Alpha Class R EUR LI0222705589 24.09.2013 30.03.2018 -5,08 -11,31 5,26 105,26 PAM Alpha Fund R EUR PAM Alpha Fund R EUR - KIID
PAM Alpha Class R USD LI0222705639 24.09.2013 30.03.2018 -4,91 -10,94 8,42 108,42 PAM Alpha Fund R USD PAM Alpha Fund R USD - KIID
PAM Alpha Class DI EUR LI0244763897 20.01.2015 30.03.2018 -5,12 -11,41 -0,27 99,73 PAM Alpha Fund DI EUR PAM Alpha Fund DI EUR - KIID
PAM Long Only Strategy N/A 31.12.2003 30.03.2018 -3,87 -7,17 160,31 260,31 OD N/A
PAM Long Only Class EUR LI0264074522 09.02.2017 30.03.2018 -4,96 -9,59 -6,05 93,95 PAM Long Only Fund EUR PAM Long Only Fund EUR - KIID
PAM Long Only Class USD LI0264086823 28.01.2015 30.03.2018 -4,76 -9,16 8,14 108,14 PAM Long Only Fund USD PAM Long Only Fund USD - KIID
PAM Alpha Strategy N/A 31.12.2003 30.03.2018 -4,17 -9,2 302,26 402,26 OD N/A
PAM Alpha Class I CHF LI0222705530 23.05.2017 30.03.2018 -5,42 -11,66 -11,57 88,43 PAM Alpha Class I CHF PAM Alpha Class I CHF - KIID
PAM Alpha Class I EUR LI0222705472 24.09.2013 30.03.2018 -5,05 -11,2 7,25 107,25 PAM Alpha Fund I EUR PAM Alpha Class I EUR - KIID
PAM Alpha Class I USD LI0222705563 28.10.2013 30.03.2018 -4,87 -10,81 11,15 111,15 PAM Alpha Class I USD PAM Alpha Class I USD - KIID
PAM Alpha Class R CHF LI0222705605 24.09.2013 30.03.2018 -5,13 -11,44 2,72 102,72 PAM Alpha Class R CHF PAM Alpha Class R CHF - KIID
PAM Alpha Class R EUR LI0222705589 24.09.2013 30.03.2018 -5,08 -11,31 5,26 105,26 PAM Alpha Class R EUR PAM Alpha Class R EUR - KIID
PAM Alpha Class R USD LI0222705639 24.09.2013 30.03.2018 -4,91 -10,94 8,42 108,42 PAM Alpha Class R USD PAM Alpha Class R USD - KIID
PAM Alpha Class DI EUR LI0244763897 20.01.2015 30.03.2018 -5,12 -11,41 -0,27 99,73 PAM Alpha Class DI EUR PAM Alpha Class DI EUR - KIID
PAM Long Only Strategy N/A 31.12.2003 30.03.2018 -3,87 -7,17 160,31 260,31 OD N/A
PAM Long Only Class EUR LI0264074522 09.02.2017 30.03.2018 -4,96 -9,59 -6,05 93,95 PAM Long Only Class EUR PAM Long Only Class EUR - KIID
PAM Long Only Class USD LI0264086823 28.01.2015 30.03.2018 -4,76 -9,16 8,14 108,14 PAM Long Only Class USD PAM Long Only Class USD - KIID
Name PAM Alpha Strategy
ISIN N/A
Start 31.12.2003
Valuation 30.03.2018
Month -4,17
YTD -9,2
Return 302,26
Price 402,26
Factsheet (T-1) OD
KIID N/A
Name PAM Alpha Class I CHF
ISIN LI0222705530
Start 23.05.2017
Valuation 30.03.2018
Month -5,42
YTD -11,66
Return -11,57
Price 88,43
Factsheet (T-1) PAM Alpha Fund I CHF
KIID PAM Alpha Fund I CHF - KIID
Name PAM Alpha Class I EUR
ISIN LI0222705472
Start 24.09.2013
Valuation 30.03.2018
Month -5,05
YTD -11,2
Return 7,25
Price 107,25
Factsheet (T-1) PAM Alpha Fund I EUR
KIID PAM Alpha Fund I EUR - KIID
Name PAM Alpha Class I USD
ISIN LI0222705563
Start 28.10.2013
Valuation 30.03.2018
Month -4,87
YTD -10,81
Return 11,15
Price 111,15
Factsheet (T-1) PAM Alpha Fund I USD
KIID PAM Alpha Fund I USD - KIID
Name PAM Alpha Class R CHF
ISIN LI0222705605
Start 24.09.2013
Valuation 30.03.2018
Month -5,13
YTD -11,44
Return 2,72
Price 102,72
Factsheet (T-1) PAM Alpha Fund R CHF
KIID PAM Alpha Fund R CHF - KIID
Name PAM Alpha Class R EUR
ISIN LI0222705589
Start 24.09.2013
Valuation 30.03.2018
Month -5,08
YTD -11,31
Return 5,26
Price 105,26
Factsheet (T-1) PAM Alpha Fund R EUR
KIID PAM Alpha Fund R EUR - KIID
Name PAM Alpha Class R USD
ISIN LI0222705639
Start 24.09.2013
Valuation 30.03.2018
Month -4,91
YTD -10,94
Return 8,42
Price 108,42
Factsheet (T-1) PAM Alpha Fund R USD
KIID PAM Alpha Fund R USD - KIID
Name PAM Alpha Class DI EUR
ISIN LI0244763897
Start 20.01.2015
Valuation 30.03.2018
Month -5,12
YTD -11,41
Return -0,27
Price 99,73
Factsheet (T-1) PAM Alpha Fund DI EUR
KIID PAM Alpha Fund DI EUR - KIID
Name PAM Long Only Strategy
ISIN N/A
Start 31.12.2003
Valuation 30.03.2018
Month -3,87
YTD -7,17
Return 160,31
Price 260,31
Factsheet (T-1) OD
KIID N/A
Name PAM Long Only Class EUR
ISIN LI0264074522
Start 09.02.2017
Valuation 30.03.2018
Month -4,96
YTD -9,59
Return -6,05
Price 93,95
Factsheet (T-1) PAM Long Only Fund EUR
KIID PAM Long Only Fund EUR - KIID
Name PAM Long Only Class USD
ISIN LI0264086823
Start 28.01.2015
Valuation 30.03.2018
Month -4,76
YTD -9,16
Return 8,14
Price 108,14
Factsheet (T-1) PAM Long Only Fund USD
KIID PAM Long Only Fund USD - KIID
Name PAM Alpha Strategy
ISIN N/A
Start 31.12.2003
Valuation 30.03.2018
Month -4,17
YTD -9,2
Return 302,26
Price 402,26
Factsheet (T-1) OD
KIID N/A
Name PAM Alpha Class I CHF
ISIN LI0222705530
Start 23.05.2017
Valuation 30.03.2018
Month -5,42
YTD -11,66
Return -11,57
Price 88,43
Factsheet (T-1) PAM Alpha Class I CHF
KIID PAM Alpha Class I CHF - KIID
Name PAM Alpha Class I EUR
ISIN LI0222705472
Start 24.09.2013
Valuation 30.03.2018
Month -5,05
YTD -11,2
Return 7,25
Price 107,25
Factsheet (T-1) PAM Alpha Fund I EUR
KIID PAM Alpha Class I EUR - KIID
Name PAM Alpha Class I USD
ISIN LI0222705563
Start 28.10.2013
Valuation 30.03.2018
Month -4,87
YTD -10,81
Return 11,15
Price 111,15
Factsheet (T-1) PAM Alpha Class I USD
KIID PAM Alpha Class I USD - KIID
Name PAM Alpha Class R CHF
ISIN LI0222705605
Start 24.09.2013
Valuation 30.03.2018
Month -5,13
YTD -11,44
Return 2,72
Price 102,72
Factsheet (T-1) PAM Alpha Class R CHF
KIID PAM Alpha Class R CHF - KIID
Name PAM Alpha Class R EUR
ISIN LI0222705589
Start 24.09.2013
Valuation 30.03.2018
Month -5,08
YTD -11,31
Return 5,26
Price 105,26
Factsheet (T-1) PAM Alpha Class R EUR
KIID PAM Alpha Class R EUR - KIID
Name PAM Alpha Class R USD
ISIN LI0222705639
Start 24.09.2013
Valuation 30.03.2018
Month -4,91
YTD -10,94
Return 8,42
Price 108,42
Factsheet (T-1) PAM Alpha Class R USD
KIID PAM Alpha Class R USD - KIID
Name PAM Alpha Class DI EUR
ISIN LI0244763897
Start 20.01.2015
Valuation 30.03.2018
Month -5,12
YTD -11,41
Return -0,27
Price 99,73
Factsheet (T-1) PAM Alpha Class DI EUR
KIID PAM Alpha Class DI EUR - KIID
Name PAM Long Only Strategy
ISIN N/A
Start 31.12.2003
Valuation 30.03.2018
Month -3,87
YTD -7,17
Return 160,31
Price 260,31
Factsheet (T-1) OD
KIID N/A
Name PAM Long Only Class EUR
ISIN LI0264074522
Start 09.02.2017
Valuation 30.03.2018
Month -4,96
YTD -9,59
Return -6,05
Price 93,95
Factsheet (T-1) PAM Long Only Class EUR
KIID PAM Long Only Class EUR - KIID
Name PAM Long Only Class USD
ISIN LI0264086823
Start 28.01.2015
Valuation 30.03.2018
Month -4,76
YTD -9,16
Return 8,14
Price 108,14
Factsheet (T-1) PAM Long Only Class USD
KIID PAM Long Only Class USD - KIID

Strategy Comment 12/2017

The PAM Alpha Fund Strategy (L/S) is now in its 15th year of trading with annualized returns after fees of +11.22% and a Sharpe ratio of +0.77 (RF=0). The Long-Short approach earned -0.05% net in December 2017, bringing us to +4.64 net YTD for calendar year 2017. The PAM Long Only Fund Strategy (L/S) is now in its 15th year of trading with annualized returns after fees of +7.65% and a Sharpe ratio of +0.89 (RF=0). The Long-Flat approach earned -0.19% net in December 2017, bringing us to +7.87 net YTD for calendar year 2017.

 

2017 was a very strong year for the S&P 500. In addition to that, it was very consistently up also on a monthly basis. VIX levels remained extremely low for much of the year.

Our PAM Alpha Program (Long/Short) was able to perform positively during this time with our PAM Long Only Program (Long/Flat) outperforming our flagship S&P Contrarian Program.

Our results were fairly predictable throughout the year and let us achieve new equity highs steadily throughout the year without any material drawdowns.

Due to the long and consistently positive price movements most months, our short trading overall suffered somewhat while our long signals were successful.

That is the reason why the PAM Long Only Strategy outperformed the PAM Alpha Strategy.

Looking ahead to 2018, we believe that VIX/Volatility of the market will increase and the S&P market will exhibit more zig zag price action which should be more favorable for both of our strategies.

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Although AIF Alternativ Invest Finance AG has taken all reasonable care in compiling the information on its website, it accepts no responsibility for the accuracy, reliability or completeness of the information provided. The contents of the website may be changed at any time without prior notice. The information is not to be relied on in making an investment or other decision. Please obtain specific professional advice before making any investment decision.


Warning about Risks

Please note that the value of an investment may fall as well as rise. The past is not necessarily a guide to the future performance of an investment. The investments are subject to high price fluctuations. These price fluctuations may equal or even exceed the value of the invested amount. Therefore, the preservation of the invested capital cannot be guaranteed. Please also read the risk statement provided in the Prospectus of the funds.

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