Investment Philosophy

NEXT-alpha strategy has been developed for long term investors with the objective of providing:

• Positive returns during equity market downturns​
• Higher than benchmark return of investment during equity market rallies
• Low correlation with the equity market

This is done through the use of statistics. Statistics allows to determine the best trade set-up resulting in the highest probability of success. Macroeconomic analysis is used to complement the statistical approach: the past economical environment might not repeat itself. The strategy invests in: US equities, volatility products, US bonds and commodities. Typical financial instruments used are ETPs and options. The strategy does not engage in any undefined risk trade. The strategy is agile because it is believed in the power of continuous improvement.

Strategy Set-Up

Current Performance

Statistics from Inception

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News

September the 19th, 2019
This week Alpha Growth Capital was given the chance to access the world largest hedge fund database from Eurekahedge. The database has more than 31,000 funds monthly reporting their performances. NEXT-alpha is listed in this database.
The Alpha Growth Capital team has benchmarked the almost 2 years old track record performance of NEXT-alpha  both with other macro based hedge fund as well as with most of the available Eurekahedge benchmark indexes.
NEXT-alpha seems to be in very good shape:
Compared to macro based strategies (see image below):

• Top ranking: CAGR, positive months, Sharpe and Sortino
• Average in term of drawdown
• Below average for standard deviation

Compared to the benchmark indexes (see image below):

• NEXT-alpha is doing exceptionally well (beyond excellent) for CAGR
• Not doing quite well in terms of standard deviation
• Second best performer in terms of Sortino; fixed income does better
• Best performer in term of positive months