The investment objective of the Non-Directional Strategy is to provide attractive risk-adjusted absolute returns. The strategy seeks to achieve the investment objective through the use of a systematic investment strategy that attempts to exploit market inefficiencies in liquid volatility-related instruments. The non-directional investment process typically establishes spread positions to seek to capture these perceived market inefficiencies. The Strategy implements its investment decisions primarily with publicly traded volatility, equity index, and bond futures and options.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
21.76 |
11.98 |
| 2015 |
17.66 |
1.41 |
| 2014 |
10.97 |
13.69 |
| 2013 |
4.68 |
32.41 |
| 2012 |
44.37 |
15.98 |
| 2011 |
18.36 |
11.81 |
| Average |
19.63 |
14.55 |
| Stock Indexes |
Yes |
| Interest Rates |
Yes |
| Other Futures |
Yes |
| Systematic |
Yes |
| Volatility Trading |
Yes |
| Other |
Yes |
| Futures |
Yes |
| Listed Options |
Yes |
| Developed Only |
Yes |
| United States |
Yes |
| Managed Account Minimum: |
$5,000,000 |
| Margin / Equity Ratio: |
12% |
| Managed Account Availability: |
Open |
| Manager Name: |
Blue Diamond Asset Management AG Switzerland |
| Address: |
Bahnhofstrasse 1 |
| City: |
Pfäffikon |
| State: |
SZ |
| Zip: |
8808 |
| Country: |
Switzerland |
| Name: |
Jonas Stark |
| Position: |
Chief Investment Officer |
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Regards,
Peter Knight Advisor
Asset Investment Management
