The markets are anything but calm at the moment, and this applies to all asset classes. We are feeling comfortable in this environment right now, as our absolute return philosophy and draw down risk management is in full effect. The Alpinum Alternative Investment Strategy is up YTD +3.2%, thanks to selective allocations in differentiating, defensive and low correlation strategies, such as global macro, long short or arbitrage exposures.
Thus, the strategy has lived up to its mandate of providing diversification in troubled times without being sidelined in positive markets, which makes it an ideal building block for a portfolio. See the chart below, which highlights the resilience of the strategy in difficult market phases.
