This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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WITH RESPECT TO COMMODITY POOLS (“POOLS”) AND MANAGED COMMODITY ACCOUNTS (“ACCOUNTS”), SUCH TRADING LOSSES CAN SHARPLY REDUCE THE NET ASSET VALUE OF A POOL OR ACCOUNT AND CONSEQUENTLY THE VALUE OF YOUR INTEREST THEREIN. FURTHER, POOLS AND ACCOUNTS MAY BE SUBJECT TO SUBSTANTIAL CHARGES FOR MANAGEMENT AND ADVISORY AND BROKERAGE FEES. IT MAY BE NECESSARY FOR THOSE POOLS AND ACCOUNTS THAT ARE SUBJECT TO THESE CHARGES TO MAKE SUBSTANTIAL TRADING PROFITS TO AVOID DEPLETION OR EXHAUSTION OF THEIR ASSETS. IN ADDITION, RESTRICTIONS ON REDEMPTIONS MAY AFFECT YOUR ABILITY TO WITHDRAW YOUR PARTICIPATION IN A POOL.
SYSTEMATIC ALPHA MANAGEMENT, LLC IS REGISTERED WITH THE COMMODITY FUTURES TRADING COMMISSION (THE “CFTC”) AS A COMMODITY TRADING ADVISER AND AS A COMMODITY POOL OPERATOR.
THE INFORMATION CONTAINED HEREIN IS INTENDED FOR USE BY ENTITIES AND INDIVIDUALS WHO MEET THE DEFINITION OF “ACCREDITED INVESTOR” WITHIN THE MEANING OF REGULATION D OF THE SECURITIES ACT OF 1933, AS AMENDED, AND “QUALIFIED ELIGIBLE PERSON” AS DEFINED IN CFTC REGULATION SECTION 4.7.
PURSUANT TO AN EXEMPTION FROM THE CFTC IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THE INFORMATION CONTAINED HEREIN AND SUCH OTHER INFORMATION RELATING TO AN INVESTMENT WITH SYSTEMATIC ALPHA MANAGEMENT, LLC, INCLUDING OFFERING MEMORANDA, BROCHURES AND OTHER ACCOUNT DOCUMENTS ARE NOT REQUIRED TO BE, AND HAVE NOT BEEN, FILED WITH THE CFTC. THE CFTC DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY POOL OPERATOR OR COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE CFTC HAS NOT REVIEWED OR APPROVED THE TRADING PROGRAM DESCRIBED IN THIS WEBSITE. PLEASE CONTACT SYSTEMATIC ALPHA MANAGEMENT, LLC FOR A COMPLETE DESCRIPTION OF THE PRINCIPAL RISK FACTORS, FEES AND EXPENSES RELATING TO AN INVESTMENT WITH SYSTEMATIC ALPHA MANAGEMENT, LLC.
THE INFORMATION CONTAINED ON THIS WEBSITE DOES NOT CONSTITUTE AN OFFER TO SELL OR THE SOLICITATION OF AN OFFER TO PURCHASE ANY INVESTMENT PRODUCTS OFFERED BY SYSTEMATIC ALPHA MANAGEMENT, LLC.
NOTHING IN THIS WEBSITE SHOULD BE CONSTRUED AS INVESTMENT, LEGAL, TAX, REGULATORY OR ACCOUNTING ADVICE.
PLEASE ACKNOWLEDGE YOUR UNDERSTANDING OF THIS IMPORTANT STATEMENT BY CLICKING ON THE “YES” BUTTON BELOW. YOU MAY THEN CONTINUE TO VIEW THE SITE.
| I Agree | Not Agree |
- Systematic Alpha Management LLC - Presentation Q1 2012
- Systematic Alpha Management Fund DDQ November 2011
Audits:
- Systematic Alpha Futures Fund Ltd 2010
- Systematic Alpha Futures Fund Ltd 2009
- Systematic Alpha Futures Fund Ltd 2008
Offering Documents:
Articles:
- Drawdown Measure in Portfolio Optimization, article by Alexei Chekhlov
- On Over- and Under-Reaction in Liquid Markets, presentation by Alexei Chekhlov
- On Over- and Under-Reaction in Liquid Markets, Hedge Fund Journal Article, by Alexei Chekhlov
- Market Neutral Contrarians, SAM interview with Opalesque Futures, January 2010: pages 2-8
- Systems Addicts, Hedge Funds Review Article, January 2010
- CTAs Focus On R&D Awaiting Trend Breakout, Hedge Fund Journal Article, April 2010
- In praise of quants: the scientific way to invest, by Alexei Chekhlov,Financial News
- Systematic Alpha AUM hits $640 M - Hedge Fund Journal, October 2010
- Systematic Alpha Joins dbSelect, Eurohedge Article
- 091029_HFMWeek Awards Coverage
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
]]>
This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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This section contains the reports for our offshore fund, “Systematic Alpha Futures Fund, Ltd.” (the “Fund”), generated by RiskMetrics™ on the basis of the information independently obtained from the Fund’s Administrator, SS&C Technologies (the “Administrator”). These reports represent a compressed merger of four standard RiskMetrics™ reports: Exposure report, Historical Stress Test report, Risk report, and Scenario Analysis report.
The reports are based on individual positions and the total value of the Fund’s Net Assets (the “Net Assets”), as reported by the Administrator, held collectively by Class A (“Single Leverage”) and Class B (“Double Leverage”) share classes, whereas Class B trades with the leverage factor of 2X. Net Assets referred to herein are un-leveraged or “cash” assets of the Fund. As a result, the risk reports presented here are overestimating the risks for Class A share class and are underestimating the risks for Class B share class. The percent of assets in each share class varies over time, with the majority of the assets currently held in the Class B (“Double Leverage”) product.
Please also note, that the daily or weekly historical data for various markets used by RiskMetrics™ for calculations of various risk measures (such as correlations, betas, volatilities, etc.) is not synchronized across various trading time zones and markets, so that, for example, Nikkei 225 futures and S&P 500 futures will be taken at shifted times by several hours with respect to each other. This is an existing limitation of RiskMetrics™ and not of Systematic Alpha Management, LLC, and the corresponding measurements should be understood in light of such limitation.
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AN INVESTMENT IN FUNDS AND ACCOUNTS MANAGED BY SYSTEMATIC ALPHA MANAGEMENT, LLC (THE "FUNDS") CONTAINS RISKS INCLUDING THE RISK OF TOTAL LOSS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THERE IS NO GUARANTEE THAT THE FUNDS WILL MEET THEIR INVESTMENT OBJECTIVES. THE RATES OF RETURN REFERRED TO HEREIN ARE NET OF ALL FEES AND EXPENSES AND UNAUDITED. THESE REPORTS SHOULD BE USED FOR INFORMATIONAL PURPOSES ONLY AND SHOULD NOT BE DEEMED AN OFFER TO SELL INTEREST IN THE FUNDS, WHICH CAN BE MADE ONLY PURSUANT TO EACH FUND'S CONFIDENTIAL OFFERING MEMORANDUM.
Systematic Alpha Futures Fund Ltd:
Performance and Monthly Updates
Performance CLASS A | Performance CLASS B | MONTHLY UPDATE |
| 2012 | ||
| April 2012 NEW | April 2012 NEW | April 2012 NEW |
| March 2012 | March 2012 | March 2012 |
| February 2012 | February 2012 | February 2012 |
| January 2012 | January 2012 | January 2012 |
2011 | ||
| December 2011 | December 2011 | December 2011 |
| November 2011 | November 2011 | November 2011 |
| October 2011 | October 2011 | October 2011 |
| September 2011 | September 2011 | September 2011 |
| August 2011 | August 2011 | August 2011 |
| July 2011 | July 2011 | July 2011 |
| June 2011 | June 2011 | June 2011 |
| May 2011 | May 2011 | May 2011 |
| April 2011 | April 2011 | April 2011 |
| March 2011 | March 2011 | March 2011 |
| February 2011 | February 2011 | February 2011 |
| January 2011 | January 2011 | January 2011 |
2010 | ||
2009 | ||
2008 | ||
2007 | ||
| - | ||
2006 | ||
| - | ||
Systematic Alpha Futures Fund L.P:
Performance and Monthly Updates
Performance CLASS A | Performance CLASS B |
| 2012 | |
| March 2012 NEW | March 2012 NEW |
| February 2012 | February 2012 |
| January 2012 | January 2012 |
| 2011 | |
| December 2011 | December 2011 |
| November 2011 | November 2011 |
| October 2011 | October 2011 |
| September 2011 | September 2011 |
| August 2011 | August 2011 |
| July 2011 | July 2011 |
| June 2011 | June 2011 |
| May 2011 | May 2011 |
| April 2011 | April 2011 |
| March 2011 | March 2011 |
| February 2011 | February 2011 |
| January 2011 | January 2011 |
| 2010 | |
| 2009 | |
| 2008 | |
| - | |
| 2007 | |
| - | |
Systematic Alpha Multi-Strategy Futures Fund, LTD.
Performance and Monthly Updates
Performance CLASS A | Performance CLASS B |
| 2012 | |
| April NEW | April NEW |
| March 2012 | - |
| February 2012 | - |
SAM MAY DETERMINE, IN ITS SOLE DISCRETION, THE SUITABILITY OF A POTENTIAL INVESTOR TO INVEST IN THE RELEVANT FUND BEFORE PROVIDING OFFERING DOCUMENTS TO SUCH INVESTOR, AND SAM RESERVES THE RIGHT TO REFUSE TO PROVIDE OFFERING DOCUMENTS TO ANY POTENTIAL INVESTOR.
THIS FOLLOWING DISCUSSION CONTAINS A PRELIMINARY SUMMARY OF THE PURPOSE AND PRINCIPAL BUSINESS OF THE FUNDS; THIS SUMMARY DOES NOT PURPORT TO BE COMPLETE AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO THE MORE DETAILED DISCUSSIONS TO BE CONTAINED IN THE RESPECTIVE FUNDS’ OFFERING DOCUMENTS. SAM HAS THE ABILITY IN ITS SOLE DISCRETION TO CHANGE THE STRATEGIES DESCRIBED HEREIN.
THIS INFORMATION IS BEING PROVIDED TO YOU ON A CONFIDENTIAL BASIS SOLELY TO ASSIST YOU IN DECIDING WHETHER OR NOT TO PROCEED WITH A FURTHER INVESTIGATION WITH SAM OR IN A FUND. ACCORDINGLY, THIS DOCUMENT MAY NOT BE REPRODUCED IN WHOLE OR PART, AND MAY NOT BE DELIVERED TO ANY PERSON WITHOUT THE CONSENT OF SAM.
THE INFORMATION CONTAINED IN THIS COMMUNICATION IS NOT AUDITED (UNLESS OTHERWISE INDICATED) AND IS BASED UPON ESTIMATES AND ASSUMPTIONS. NO INFORMATION IS WARRANTED BY SAM OR ITS AFFILIATES OR SUBSIDIARIES AS TO COMPLETENESS OR ACCURACY, EXPRESS OR IMPLIED, AND IS SUBJECT TO CHANGE WITHOUT NOTICE. TO THE EXTENT THAT THESE MATERIALS CONTAIN STATEMENTS ABOUT THE FUTURE, SUCH STATEMENTS ARE FORWARD LOOKING AND SUBJECT TO A NUMBER OF RISKS AND UNCERTAINTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPACT OF COMPETITIVE PRODUCTS, PRODUCT DEMAND AND MARKET ACCEPTANCE RISKS, RELIANCE ON KEY STRATEGIC ALLIANCES, FLUCTUATIONS IN OPERATING RESULTS AND OTHER RISKS.
THESE MATERIALS SHOULD ONLY BE CONSIDERED CURRENT AS OF THE DATE OF PUBLICATION WITHOUT REGARD TO THE DATE ON WHICH YOU MAY ACCESS THE INFORMATION. SAM MAINTAINS THE RIGHT TO DELETE OR MODIFY INFORMATION WITHOUT PRIOR NOTICE.
THE PAST PERFORMANCE OF FUNDS OR MANAGED ACCOUNTS MANAGED BY SAM, ITS AFFILIATES AND ANY OF ITS SHAREHOLDERS, PRINCIPALS OR EMPLOYEES IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
AN INVESTMENT WITH SAM, IN A FUND OR A MANAGED ACCOUNT, LIKE ALL INVESTMENTS, CONTAINS RISK INCLUDING THE RISK OF TOTAL LOSS.
COMMODITIES' TRADING INVOLVES A SIGNIFICANT DEGREE OF RISK, WHICH EACH PROSPECTIVE INVESTOR SHOULD SERIOUSLY CONSIDER. THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. PROSPECTIVE INVESTORS SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR THEM IN LIGHT OF THEIR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITIES TRADING CAN WORK AGAINST THE INVESTORS AS WELL AS FOR THEM. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS.
]]>Investment into the SAM's trading program is available to interested investors who meet certain eligibility criteria via the following investment vehicles:
- Offshore:
- Systematic Alpha Futures Fund, Ltd. ("the Fund") is a professional fund incorporated in the
- The Systematic alpha Multi-Strategy Futures Fund, Ltd. (‘the Fund”) is a professional fund incorporated in the
- US Onshore: Systematic Alpha Futures Fund, L.P. ("the Fund") is a
- Separately Managed Accounts
Please contact Sandy Chotai at info@systematicalpha.com for more information about investment opportunities or to request any offering documentation. AN INVESTMENT WITH SAM, LIKE ALL INVESTMENTS, CONTAINS RISK INCLUDING THE RISK OF TOTAL LOSS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
]]>551 Fifth Avenue,
Suite 2020
New York, NY
10017, USA
Tel: +1-646-825-8088
Fax: +1-646-825-8090
E-mail: info@systematicalpha.com
For further information regarding the investment programs offered by Systematic Alpha Management, LLC, please contact us at info@systematicalpha.com
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