JVSakk Group

Our primary objective is to optimize return for our investors, keeping in mind that the expected return should be sufficiently compensated with the calculated risk exposure. JVSakk understands that merely perform in line with the broad financial markets is a minimum requirement, maximising absolute returns and generating alpha are the pivotal goals to achieve.

In order to outperform our proprietary benchmark in any type of market: up, down or sideways, we use both directional and non-directional strategies to determine the best portfolio mix in achieving alpha.

Directional Strategy: Equity Hedge

• Independent long and short positions on directional investing
• Long securities that we perceive to be undervalued and sell securities that they perceive to be overvalued
• The overall position can be either net long or net short
• The core holding of long equities could be hedged with short sales of stocks, options or in other types of securities

Non-directional strategy: Relative Value

• This strategy aims to profit from relative price movements while avoiding systematic risk, in which the long and short positions are balanced to limit market exposure
• Look to identify mispricing between assets and earn excess returns between securities in whichever direction
• Strategies could be through equity market neutral, convertible bond arbitrage and fixed income arbitrage

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