Scandinavian Relative Value

A systematic approach for delivering superior return - using advanced trading strategies for harvesting risk premia

Our investment strategy is relative value based on the Scandinavian and European Fixed Income markets
What makes SRV Capital different

  • we have minimal exposure towards interest rate levels which ensures the ability to maintain expected return in any state of the economic cycle
  • our main focus is exploiting dislocation across Fixed Income markets thereby offering diversification to most investment portfolios
  • we are not limited to an ‘expert/favorite’ product class and we avoid being locked into expensive products. The ability to move with risk premia means more stable returns over time
  • for us tail risk hedging is a crucial part of the investment strategy and we systematically invest part of the harvested risk premia in order to buy insurance against large drawdowns
  • we provide disciplined risk management and a well-defined stop-loss framework 

We expect to deliver a return of 4-8% p.a. above the risk free rate measured over a 3-year period