The Salus Alpha diversified CTA strategy "Directional Markets" (DMXUSD) delivered +4.12 per cent in March 2014, according to the db select Manager Performance Flash Report – March 2014.
This led to it being ranked first YTD 2014 and third trailing 12 month return of established managers on DB Select Platform, outperforming the world's biggest CTA managers.
The average trailing 12 month volatility is 11.47 per cent.
Salus Alpha Capital expects the strong performance to continue. YTD performance has reached 12 per cent by mid-April.
Salus Alpha remains highly uncorrelated to other CTAs.
Oliver Prock, CEO and CIO of Salus Alpha Capital, says: "Investors have asked whether we have changed anything but what we have done is think about when we run our model and when we execute our trades. We have not changed the model at all. The model has consistently performed every year since inception in 2003. Effectively, we have merely put on the traction control so that we can apply the power of our engine to the track.”
