Salus Alpha Capital GmbH Salus Alpha Global Alpha QEP

The Global Alpha Strategy trades futures, options and spreads on Equity Indices, FX, Volatility, and Fixed income. A proprietary portfolio optimization engine is used to compute an optimal portfolio with predefined risk and return characteristics. The optimizer is targeting pure Alpha by focusing on the tail of the drawdown distribution. Strategies implemented include e.g. spread trading of large cap vs. small cap, emerging markets vs. developed markets, value vs. growth, option spreads, fixed income vs. equities, etc. The strategy is fully systematic and market neutral. Risk imbalances are neutralized by re-optimizing the book.

Year or YTD Program SP500 TR
2016 10.63 11.98
2015 -5.39 1.41
2014 22.35 13.69
2013 6.85 32.41
2012 -5.71 15.98
2011 8.15 2.12
2010 7.13 15.06
2009 6.81 26.45
2008 22.58 -36.99
2007 18.35 5.50
2006 32.67 15.79
2005 21.26 4.89
2004 17.29 10.87
2003 17.41 34.17
Manager Name: Salus Alpha Capital GmbH
Address: Wegacker 42
City: Mauren
Zip: 9493
Country: Lichtenstein
Name: Oliver Prock
Position: Chief Executive Officer

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Peter Knight Advisor
Asset Investment Management


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Asset Investment Management

Family Office, Advisors