FMAS alpha

FMAS Alpha is an investment process. FMAS alpha is an investment management model and a management advisory service. It is implemented in the Mutual Fund FMAS Alfa FIL, which is a hedge fund under Spanish regulation. The fund aims to provide profitable and sustainable long-term investment opportunities with daily liquidity, while also adding decorrelation and efficiency to alternative management. The strategy behind FMAS Alfa FIL involves adapting the profile and composition of the portfolio to the evolution of the economic cycle, making it a well-suited long-term investment solution. The fund follows a strict risk management model that surpasses traditional limitations of parametric VaR, which provides a realistic market risk forecast. The fund invests in four diversified strategies, including cash portfolio management,regarding fixed income duration and exposure to equity; relative value management in the interest rate curve; developed FX management, and systematic futures management. This diversified approach helps to improve the overall risk of the fund and makes it less correlated to traditional markets.