Current scenario of Energy Retail utilities market in UK
Gry Algo Strategies Hedge Fund
1. GRY Hedge Fund
Global Long/Short Algo Strategies Fund
Investor Presentation
This document does not constitute or form part of any offer to issue or sell, or any solicitation of any offer to subscribe or purchase, any interests in
Gry Hedge Fund LP (the “Fund”) nor shall it or the fact of its distribution form the basis of, or be relied on in connection with, any contract thereof.
Recipients of this document who intend to seek to purchase interest in the Fund are reminded that any such offer to purchase interests may be
solely on the basis of the information contained in the Confidential Private Offering Memorandum (“PPM”) of the Fund. In the event the descriptions
or terms in this presentation are inconsistent with the descriptions and terms in the PPM, the PPM will control. An investment in the Fund is
speculative and involves a high degree of risk. Information contained in this presentation related to the investment return or performance of other
funds may not be relied upon as representative or indicative of the level, nature or similarity to the prospective returns that Gry believes it can
achieve. No reliance may be placed for any purpose on the information contained in this document or its accuracy or completeness.
1/21/2013 Strictly Confidential 1
2. Profile
• Global Long Short Fund
• Absolute Return Strategy
• Use of financial software that accommodate a range of
algo strategies that can be applied in multiple market
conditions
• No “LOCK –UP”
• Potential long-term growth
1/21/2013 Strictly Confidential 2
3. Fund Objectives
• Preservation of capital
• Absolute and consistent returns in every market and
economic environment
• Annual volatility 5% or lower
• Target annual return between 15% and 20% ( Net of costs
and fees)
• Multi sector diversification
1/21/2013 Strictly Confidential 3
5. Investment Edge
• We think that the combination of different algo strategies is what
makes our investment approach unique.
We use a dynamic mix of statistical, arbitrage and quantitative
analysis
• This dynamic use of quantitative tools gives GRY Hedge Fund an
edge in generating returns in all kinds of market environments
1/21/2013 Strictly Confidential 5
6. Risk Management
• In order to dampen volatility a model has been implemented to
hedge the portfolio in case of sudden market adverse
movements
• A single stock position cannot exceed 5% of the total portfolio or
will face partial liquidation
• Every single position is fully automated with the use of proprietary
software and algorithm
• No overnight positions or fully hedge portfolio
1/21/2013 Strictly Confidential 6
7. Risk Management
Real-Time portfolio Monitoring:
•Constant real time risk adjusted analysis and assessment
Accountability/Transparency:
•Real time portfolio transparency via brokerage services
•Audited performances
•Investor newsletter: sent electronically or mailed monthly
•Portfolio progress available anytime upon request
•Access to manager: conference calls always welcomed
1/21/2013 Strictly Confidential 7
8. SUMMARY of TERMS
• Investment Manager : Gry Capital Management LLC
• Brokers : Interactive Broker
• Banker : Hsbc
• Administrator : Trident Fund Services
• Auditor : KPMG, Guerseney
• Legal Advisor : upon request
• Type of Fund : Open –Ended professional mutual Fund
• Regulator : Fsc in BVI
• Fund Strategy :Global Long / Short Algo StrategiesFund
• Base Currency : EUR /USD
• Leverage : NONE. Only implicit in derivates instruments.
1/21/2013 Strictly Confidential 8
9. SUMMARY of TERMS
• High Water Mark : YES
• Management Fees: 2%
• Performance Fees : 20%
• Sales/Intermediary fees : The Fund doesn’t charge any
intermediary fees
• Minimum Investment : 100,000 EUR ( correspondent USD)
• Subscription : Monthly
• Redemption day : 3 days before any valuation day, which is the
third Friday of every calendar month
• Redemption price : NAV of the redemption day
1/21/2013 Strictly Confidential 9