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AlternativeSoftSoftwareLongOnly

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Sogol MoeinZadeh

This document discusses long only funds selection software from AlternativeSoft. It provides information on the company, the types of clients it serves, the data and tools it offers. The software allows users to search, filter, rank and compare funds based on various quantitative and qualitative criteria like performance, risks, holdings and exposures. It also produces customized reports on funds and portfolios. An example report table shows performance statistics for various funds against benchmarks under different market conditions.

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LONG ONLY FUNDS SELECTION OUTPERFORMANCE AND CONDITIONAL OUTPERFORMANCE VS MORNINGSTAR PEER GROUP www.alternativesoft.com London: +44 (0)20 7510 2003information@alternativesoft.com ANNUALIZED FUND 1 YEAR RETURN VS MORNINGSTAR PEER GROUP 80 60 40 20 0 -20 -40 -60 AnnalizedReturnLast1year 2007 2008 2009 2010 2011 2012 2013 2014 2015 WHY CHOOSE US? • ➢AlternativeSoft is a leader in funds selection and portfolio construction. • Our software is easy to use. • AlternativeSoft has the largest pension funds in the USA, UK, Singapore and Switzerland as clients. CLIENTS • ➢Pension Funds. • ➢Sovereign Wealth Funds. • ➢Family Offices. • ➢Banks Asset Management. AWARD Technology provider for risk management Service Provider Rankings 2015 DATA • ➢Morningstar and Bloomberg funds import (>200’000 funds). • ➢See funds’ statistics, extreme risks, top fund holdings, sectors and geographical exposures. FUNDS SEARCH • ➢Rapid Excel-like filtering of quantitative and qualitative criteria to generate watch lists (i.e. find funds with positive outperformance every year for last 5 years, with AUM>USD1b, with track record>5 years, within small caps value, with annualized return Last 5 years>10%, with max drawdown>-10%). OUTPERFORMANCE • ➢Rank and compare funds using outperformance, outperformance during extreme market conditions and CUSUM ratio. • ➢Compare 1 fund with the Morningstar Category funds on a rolling basis for any statistics. • ➢Back test funds selected with historical Outperformance or historical returns. REPORTING • ➢Customized funds fact sheet. • ➢Produce batch reports across an entire funds universe. Portfolio Weights Benchmarks Outperformance vs Benchmark 1 Last 3 months Outperformance vs Benwchmark 1 Last 6 months Annualized Outperformance vs Benchmark 1 since inception Ann. Tracking Error vs Benchmark 1 Ann. Information Ratio vs Benchmark 1 Annualized Outperformance vs Benchmark 1 Given VIS increase by +5% Annualized Outperformance vs Benchmark 1 Given High VIX > 25% Annualized Outperformance vs Benchmark 1 Given Negative S&P500 <0% Annualized Outperformance vs Benchmark 1 Given Increase in credit spread > +0.4% Rank Rank Rank Rank Rank Rank Rank Rank Rank S.W. Mitchell Small Cap European UCITS 20% S&P500 Index -1.07% 3 2.10% 3 4.46% 4 7.78% 1 -0.57 4 -64.60% 2 – 10.18% 5 -147.50% 5 Van Eck - Unconstrained Emerging Markets 20% S&P500 Index -6.05% 6 -7.91% 6 -11.83% 6 9.16% 2 -1.20 7 -101.39% 5 – 4.25% 6 – RWC Europe Absolute Alpha Fund Class B 20% S&P500 Index -3.59% 5 0.03% 5 -7.38% 5 9.43% 3 -0.78 5 -86.73% 4 – 16.85% 4 -174.45% 6 Bankia Banca Privada Índice S&P 500 FI 0% S&P500 Index -0.24% 2 0.14% 4 -0.52% 2 10.96% 4 -0.05 3 -81.43% 3 – 17.18% 3 -5.06% 3 Bankia Banca Privad RV Espana FI 0% S&P500 Index 6.96% 1 9.75% 1 0.43% 1 14.74% 5 0.03 1 -25.81% 1 – 0.77% 7 7.58% 2 Salus Alpha Directional Markets (VT) (UCI) 20% S&P500 Index -2.45% 4 6.62% 2 -14.33% 7 15.15% 6 -0.95 6 -117.35% 6 – 22.33% 2 -30.24% 4 RWC Cautious Absolute Rate & Currency 20% S&P500 Index – – -0.65% 3 17.37% 7 -0.04 2 -128.94% 7 – 43.44% 1 39.65% 1 AlternativeSoftAnalytical Investment Solutions

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AlternativeSoftSoftwareLongOnly

  • 1. LONG ONLY FUNDS SELECTION OUTPERFORMANCE AND CONDITIONAL OUTPERFORMANCE VS MORNINGSTAR PEER GROUP www.alternativesoft.com London: +44 (0)20 7510 2003information@alternativesoft.com ANNUALIZED FUND 1 YEAR RETURN VS MORNINGSTAR PEER GROUP 80 60 40 20 0 -20 -40 -60 AnnalizedReturnLast1year 2007 2008 2009 2010 2011 2012 2013 2014 2015 WHY CHOOSE US? • ➢AlternativeSoft is a leader in funds selection and portfolio construction. • Our software is easy to use. • AlternativeSoft has the largest pension funds in the USA, UK, Singapore and Switzerland as clients. CLIENTS • ➢Pension Funds. • ➢Sovereign Wealth Funds. • ➢Family Offices. • ➢Banks Asset Management. AWARD Technology provider for risk management Service Provider Rankings 2015 DATA • ➢Morningstar and Bloomberg funds import (>200’000 funds). • ➢See funds’ statistics, extreme risks, top fund holdings, sectors and geographical exposures. FUNDS SEARCH • ➢Rapid Excel-like filtering of quantitative and qualitative criteria to generate watch lists (i.e. find funds with positive outperformance every year for last 5 years, with AUM>USD1b, with track record>5 years, within small caps value, with annualized return Last 5 years>10%, with max drawdown>-10%). OUTPERFORMANCE • ➢Rank and compare funds using outperformance, outperformance during extreme market conditions and CUSUM ratio. • ➢Compare 1 fund with the Morningstar Category funds on a rolling basis for any statistics. • ➢Back test funds selected with historical Outperformance or historical returns. REPORTING • ➢Customized funds fact sheet. • ➢Produce batch reports across an entire funds universe. Portfolio Weights Benchmarks Outperformance vs Benchmark 1 Last 3 months Outperformance vs Benwchmark 1 Last 6 months Annualized Outperformance vs Benchmark 1 since inception Ann. Tracking Error vs Benchmark 1 Ann. Information Ratio vs Benchmark 1 Annualized Outperformance vs Benchmark 1 Given VIS increase by +5% Annualized Outperformance vs Benchmark 1 Given High VIX > 25% Annualized Outperformance vs Benchmark 1 Given Negative S&P500 <0% Annualized Outperformance vs Benchmark 1 Given Increase in credit spread > +0.4% Rank Rank Rank Rank Rank Rank Rank Rank Rank S.W. Mitchell Small Cap European UCITS 20% S&P500 Index -1.07% 3 2.10% 3 4.46% 4 7.78% 1 -0.57 4 -64.60% 2 – 10.18% 5 -147.50% 5 Van Eck - Unconstrained Emerging Markets 20% S&P500 Index -6.05% 6 -7.91% 6 -11.83% 6 9.16% 2 -1.20 7 -101.39% 5 – 4.25% 6 – RWC Europe Absolute Alpha Fund Class B 20% S&P500 Index -3.59% 5 0.03% 5 -7.38% 5 9.43% 3 -0.78 5 -86.73% 4 – 16.85% 4 -174.45% 6 Bankia Banca Privada Índice S&P 500 FI 0% S&P500 Index -0.24% 2 0.14% 4 -0.52% 2 10.96% 4 -0.05 3 -81.43% 3 – 17.18% 3 -5.06% 3 Bankia Banca Privad RV Espana FI 0% S&P500 Index 6.96% 1 9.75% 1 0.43% 1 14.74% 5 0.03 1 -25.81% 1 – 0.77% 7 7.58% 2 Salus Alpha Directional Markets (VT) (UCI) 20% S&P500 Index -2.45% 4 6.62% 2 -14.33% 7 15.15% 6 -0.95 6 -117.35% 6 – 22.33% 2 -30.24% 4 RWC Cautious Absolute Rate & Currency 20% S&P500 Index – – -0.65% 3 17.37% 7 -0.04 2 -128.94% 7 – 43.44% 1 39.65% 1 AlternativeSoftAnalytical Investment Solutions