Maplecrest Capital AG is a Swiss boutique ‘Independent Wealth Manager’ based in Zug, Switzerland, specializing in alternative asset management. Our mission is to provide qualified investors uncorrelated, stable returns with moderate risk.
Our niche investment strategies demonstrate low correlation to traditional asset classes. In a low interest rate environment, our strategies provide a real alternative for attractive returns with moderate risk.
Maplecrest Global Opportunites Fund
The investment strategy is a combination of global macro and relative value and employs options spreads, both directional and non-directional on various asset classes like global stock indices, currencies, VIX and commodities. The strategy trades in liquid options, futures and ETFs on various underlying and employs vertical, calendar and diagonal spreads keeping the net exposure low and stable volatility. Our investment process generates signals from options sentiments data and CFTC data, including put call ratios, skew in the index options, implied volatility of various maturities (term structure) and IMM positioning. Risk management scenarios are run to see the net impact on the portfolio level Greeks. Net impact on the portfolio VaR indicates whether the position is risk enhancing or a risk mitigating one. A risk enhancing position is added to the portfolio if it does not breach the risk limits. Continuous and dynamic risk management principles are applied on a real time basis to mitigate risk, alerting us to a single position limits as well as limits on a portfolio level. The strategy performs very well in all market environments with superior risk adjusted returns and low correlation to equity or commodity returns. The strategy is exposed to gamma and vega risk, which is constantly monitored and mitigated, if breached.
We provide our clients with expert knowledge when advising on investments. By regularly keeping them up to date with current market developments and political and economic environment, we put forward well-grounded investment ideas. Investment decisions are, however, made by the clients themselves. We continuously monitor the performance of assets and provide regular reporting on risk and return analysis, while scrutinizing strategic, tactical and contractual restrictions. Because of the great importance of asset allocation for investment performance, we have developed quantitative methods to optimized asset allocation in line with client-specific investment restrictions. We base our asset allocation on a well-balanced, intuitive and comprehensible system based on valuations, liquidity, momentum and sentiments with a remarkable track record. When it comes to selecting investment instruments, we take a fundamental approach and carry out a value-oriented evaluation, regardless of whether direct investments, active investment funds, passive index instruments or structured products are used.
As an independent wealth manager, we have access to worldwide knowhow that is independent of banks. On behalf of clients who allocate to hedge funds, we take on the task of evaluating, selecting and monitoring managers. Furthermore, we formulate the desired investment restrictions and negotiate conditions with the chosen asset managers. Qualified managers are evaluated by way of a due diligence questionnaire, personal interviews, philosophy, key individuals, investment process, performance and risk management.
Who we are
The founders of Maplecrest Capital AG are Jeet Singh and Abbas Carmody (bios are available on request).
We offer our services to private clients, family offices, foundations, pension funds, and high net worth clients. Our extensive research activities and technical innovations form the basis for the development of new strategies. We pride ourselves in our core values of independence and professionalism.