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ecamos Capital AG is an asset management company based in Zurich, Switzerland. The company
employs a team of highly qualified, experienced investment professionals and focuses on
developing and managing purely quantitative, systematic investment strategies based on economic
foundations. Currently, three strategies are offered to institutional and other qualified
The ecamos Core Strategy, launched in August 2011, consists of
a diversified trend following portfolio complemented by various quantitative investment
strategies and aims to deliver superior risk adjusted returns
The ecamos Volatility Strategy, since its inception in
November 2011, focuses on capturing volatility risk premia via futures and options trading
in order to achieve substantial medium to long-term capital appreciation
The ecamos Global Opportunities (eGO) Strategy is an equally
weighted blend of the two longstanding and successful main strategies of ecamos. It pursues
an absolute return mandate and aims to achieve substantial medium to long term capital
appreciation based on a generally uncorrelated risk-return profil
The predecessor company, ecamos Investment AG, was originally founded in 2004. Today,
ecamos Capital AG is a privately owned and independent company, regulated and licensed as
an asset manager of collective investment schemes by the Swiss Financial Market Supervisory
Authority (FINMA). Furthermore, Ecamos is a member of the National Futures Association
(NFA), registered as a Commodity Trading Advisor (CTA) and Commodity Pool Operator (CPO)
with the Commodity Futures Trading Commission (CFTC), as well as a member of the
Alternative Investment Management Association (AIMA).
By accessing the strategies part of the ecamos website ("Strategies Part"), you acknowledge that you have
understood and accept the
following conditions of use.
Access to the Strategies Part and Customer Target
The access to the Strategies Part is forbidden to any person from a jurisdiction (by reason of their
domicile, residence or other) whose applicable laws or regulations prohibit the publication or availability of
any of the information or documents the Strategies Part, or would subject ecamos Capital AG to any registration
requirement within such jurisdiction.
The Strategies Part is aimed basically to qualified investors with their registered office or residence in
Switzerland. The Strategies Part also contains information about collective investment schemes which are not
approved for distribution to private investors in Switzerland. Qualified investors with registered office or
residence outside of Switzerland must not access the Strategies Part and/or use the information contained
as this may depend upon a distribution license of the corresponding country.
In particular, the access is forbidden to any citizen or resident of the United States of America and to any
other U.S. person as defined in Regulation S of the United States Securities Act of 1933.
The Strategies Part and any of the documents displayed on it are not intended as an offer or solicitation with
to the purchase or sale of any investment products.
Past performance is no indication or guarantee of future performance. The price of shares may go down as well
as up. Thus, an investor's units may be above or below the original cost price in the event of a redemption and
investors may lose some or all their investment. The performance shown does not take account of any commissions
or costs charged when subscribing or redeeming investment products.
Limitation of Liability
The information on the Strategies Part is for general information purposes only and is not intended as
legal, tax or other advice. No warranties for accuracy or reliability are made. Decisions based on this
information are for your own account and risk. ecamos Capital AG and its data suppliers accept no liability for
any loss or damage of any nature whatsoever arising from accessing, using or consulting the Strategies Part.
You should seek professional advice on (a) any legal requirements within your own jurisdiction for access to
the Strategies Part and its content, and the purchase, holding or disposal of the fund shares, (b) any foreign
exchange restrictions that may affect them, (c) the suitability of an investment in a specific investment
product, and (d) any tax consequences.
By clicking “I accept” you confirm that you have read and accept the terms and conditions of this disclaimer.
Please find below the latest net performance estimates for our strategies. In case you would like to follow
the development of our strategies and products, please register here with our Newsletter.
ecamos Global Opportunities (eGO) Strategy
The ecamos Global Opportunities (eGO) Strategy pursues a systematic absolute return mandate and aims to
substantial medium- to long-term capital appreciation based on a generally uncorrelated risk-return
The strategy is a blend of the two longstanding and successful main strategies of ecamos, the ecamos Core
Strategy and the ecamos Volatility Strategy.
From 1 January 2012 returns correspond to real traded gross figures of the ecamos Core Strategy USD
and the ecamos Volatility Strategy USD, equally weighted (rebalanced monthly), adjusted to a target volatility
of 15% p.a., 1.5% management fee, 20% performance fee and 0.5% structure fee. Since 1 March
2019 returns reflect the results of the USD share class of a UCITS V fund.
ecamos Core Strategy
The ecamos Core Strategy aims to achieve substantial medium- to long-term capital appreciation by employing
diversified portfolio of systematic quantitative investment strategies based on economic rationales. Its
consists of a unique model combining trend following and mean reversion into a single concept, which is
implemented globally across more than 75 highly liquid futures markets spanning all asset classes
(equities, interest rates, bonds, currencies and commodities). The addition of several satellite strategies
further increases portfolio stability and results in a generally uncorrelated risk-return profile.
From 1 August 2011 for the 1X and from 1 February 2012 for the 2X until 12 December
2014 returns correspond to real traded figures of the respective class of the ecamos Core Fund,
adjusted to 1% management fees for the 1X version and 2% management fees for the 2X version.
Additionally returns were subject to 20% performance fees. Since 17 December 2014 returns reflect
the results of the USD share class of UCITS V funds (1X respectively 2X).
ecamos Volatility Strategy
The ecamos Volatility Strategy is based on a systematic investment approach to achieve substantial
medium- to long-term capital appreciation by exploiting risk premia on volatility futures and options. The
strategy is positioned either long or short on the various volatility futures over the term-structure
of the curve. Systematically hedging the positions enables the gap risk of the strategy to be reduced and
stability of performance to be increased. Positions and weightings are dynamically adjusted to protect
against prolonged drawdowns.
From 1 November 2011 until 15 May 2013 returns are based on real traded figures of a
managed account, adjusted for targeted volatility, management and performance fees as well as the
interest rate differential for USD-CHF. Since 16 May 2013 returns reflect the results of the USD share class of
a Cayman fund.
Currently we are not looking for further candidates. We will publish new vacancies on this page.