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01Company

ecamos Capital AG

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 investors:


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).

02Team
03Strategies

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 an absolute return mandate and aims to achieve substantial medium to long term capital appreciation based on a generally uncorrelated risk-return profile. The strategy is a blend of the two longstanding and successful main strategies of ecamos, the ecamos Core Strategy and the ecamos Volatility Strategy.

eGO October YTD ann. Performance ann. Volatility since Inception Product
1.5X - Version -15.95% -15.45% 8.38% 16.02% 73.32% n.a.

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.

ecamos Core Strategy

The ecamos Core Strategy aims to achieve substantial medium to long term capital appreciation by employing a diversified portfolio of quantitative investment strategies based on economic rationales. Its main driver 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.

Core October YTD ann. Performance ann. Volatility since Inception Product
1X - Version -7.00 -8.94% 3.40% 10.87% 27.39% Fund 1X
2X - Version -13.65 -17.31% 6.41% 22.30% 51.98% Fund 2X

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 C share class of the Linden Core Fund 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.

Volatility October YTD ann. Performance ann. Volatility seit Strategiestart Product
2X - Version -17.60 -15.68% 8.61% 17.68% 77.67% Fund

From 1 November 2011 until 15 May 2013 returns are based on real traded figures of a managed account, adjusted for target volatility, management and performance fees as well as the interest rate differential for USD-CHF. Since 16 May 2013 returns are based on the C class of the Edelweiss Volatility Fund.

04Careers

Currently we are not looking for further candidates. We will publish new vacancies on this page.

05Contact

ecamos Capital AG

Holbeinstrasse 31
CH-8008 Zürich
Switzerland

Tel. +41 44 253 71 71
info@ecamos.ch