Swiss Alternative Funds Awards
When: April 7th 2016
Where: Hotel Seedamm Plaza, Pfäffikon SZ

Following the tradition of awarding hedge funds and fund of funds at the largest Swiss Asset Management Event we were pleased to present 2016 edition of the Swiss Alternative Funds Awards. We brought together well recognised experts in the alternative investments industry to ensure the awards enjoy the highest level of quality and recognition.

The shortlisted candidates have been evaluated and selected following the rigorous assessment and evaluation process. The winner in each category has been announced and awarded during the 5th Swiss Asset Management Day in Pfaeffikon SZ on April 7th, 2016.

The participating fund managers can view all the submitted information on their funds online using HedgeData (please click here), the Swiss Alternative Funds Awards supporting technology platform for the fund data.

About HedgeData: All data provided for the nominations has been collected online and stored in HedgeData, HedgePole's proprietary technology platform dedicated to hedge fund reference and pricing data used by fund managers as well as other participants of alternative investment industry. HedgeData allows for maintenance of hedge funds' data as well as it facilitates data distribution between fund managers and authorized parties on fully confidential basis. To learn more about HedgeData and our services please click here.

For any questions on the awards please contact us here.

  • RAM (Lux) Long/Short European Equities Fund
  • Old Mutual UK Dynamic Equity Fund
  • Multi Strategy SICAV - Pendulum
  • HSBC GH Fund

To view 2016 shortlisted candidates please click here.

To view previous winners and shortlisted candidates please click here.


The shortlist of nominees for the awards has been drawn up by the members of the Jury after qualitative and quantitative assessment of all the nominations provided.

The quantitative factors considered in the assessment process include:

  • Alpha & relative performance over hedge fund style benchmarks
  • Alpha & relative performance over market benchmarks
  • Absolute performance
  • Risk adjusted returns
  • Extreme risk measures

On top of the quantitative assessment, additional qualitative factors, depending on the award category, will be considered. Those include, among others:

  • Real hedge fund with short book
  • Length of track record and experience of manager
  • Quality of returns in the manager‘s niche
  • Swiss substance with respect to investment decisions

For any queries on the awards or the methodology please contact us here.

  • Adreas Apitz, IS Partners
  • Joanna Babelek, HedgePole
  • Oliver Liechti, HedgeGate
  • Stefan Steiner, Crossbow Partners
  • Georg Stucki, Kehrli&Zehnder