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PAM LONG ONLY at a glance

The most important facts about PAM LONG ONLY UCITS FUND long/flat equity program.

PAM Long Only

PAM Long Only invests exclusively in S&P 500 futures with the objective of achieving consistent capital growth, which is low correlated with the S&P 500 index or all other major indices. As a UCITS fund PAM Long Only provides diversification benefits for institutional and private clients, especially in times of crisis. The strategy can go long or flat (cash). No short positions are generated.

Trading Approach

The PAM Long Only strategy has a short-term trading horizon. It takes a position only for short periods to take profits. The strategy is based on three fully-systematic signal-giving models which seek for three different price- and volume-patterns in different time periods. These models are fully-systematic and based on proprietary programming knowledge for more than 12 years now.

Investment Philosophy

We believe that statistically rigorous and robust analysis of markets will reliably identify continuous sources of alpha that persist due to inefficiencies in the behavior of market participants. We take a strictly quantitative approach to all aspects of trading. Strategy selection, portfolio construction, execution and risk control are all specified by algorithmic and systematic processes.

Investment Objectives

Our goal is to produce a consistent absolute return with an uncorrelated or negatively correlated performance result when measured against various US indices like the S&P 500 index, the U.S. Government Bond index, as well as hedge fund indices. Our trading programs, when examined for their diversification benefits, create the potential for a boost in performance to a portfolio while also reducing overall volatility.

Risk Control

Risk control is both proactive and reactive. Proactive risk controls include limits on leverage and scaling of positions appropriate to product volatility and return objectives. Our typical exposure is approximately 1/4 of maximum exposure, and at times, our strategies can be completely out of the market. Proactive risk control is further provided by strategy diversification. Reactive risk controls include a stop loss on positions.

Investment Solutions

We package our skills in the form of equity and fixed income mutual funds (UCITS). We invest worldwide and follow a predominantly long-short approach, based on technically selected investments - we do not chase market fads. Our investment strategies are based on long-term track records. Clients understand our process and portfolios because they are transparent. Systematic analysis models are the basis of our investment perspective.