Corepoint Capital AG

Switzerland-flagSwitzerland Type: Commodity Trading Advisor (CTA) Registrations: FINMA
Program Past 12 Months Sep YTD CAROR WDD AUM Min Inv Visits
EDGE - Tail Risk Protection archived programs chart thumbnail - -10.26 $ 1,000k 5210

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

CTA Introduction

EDGE offers either absolute returns for the investor who can accept equity like downside volatility or protection against tail risk losses for the cautious and beta exposed investor.Investors can access the strategy through either Corepoint’s off-shore BVI structure or via separate account programs run by Deutsche Bank and IASG, a Chicago futures manager. Both, Deutsche’s dbSelect platform and IASG are in process of adding EDGE - Tail Risk Protection to their offerings.

The EDGE-Tail Risk vehicle has a return target of 40-50%, with 20-25% downside volatility. The manager has installed stability triggers to limit the fund’s downside potential. The vehicle offers daily liquidity with one day notice.

The fund’s portfolio managers are Simeon Stoitzev and Simon Otziger, who joined Corepoint in June 2011 after working at Clariden Leu. Simeon Stoitzev oversees marketing and risk analysis. He joined the firm in September from Geneva fund-of-funds shop Unigestion.

Corepoint’s approach is quantitative and systematic. It has strong research ties with academics.