1. 1. - ?! Eganov Asset Management Partners www.eampartners.com 1 23
2. 2. , . 2 23
3. 3. Eganov Asset Management Partners (EAMPartners) , 2012 Partners - Eganov Asset Management Stocks & Derivatives Strategies S.P. (EAM Strategies), 3 23
4. 4. , 2012 - EAM Strategies 2003 2008 1999 2003 1997 1999 4 23
5. 5. , - 2012 2012 www.long- short.ru 2009 : 2002 5 23
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7. 7. - ?! 2012 BBC -, 1997 . 1998 - Long-Term Capital Management 4 . - 7 23
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9. 9. - 2013 2014 -. ! 65 75 85 95 105 115 Jan 2013 Apr 2013 July 2013 Oct 2013 Jan 2014 Apr 2014 July 2014 EAM Strategies RTS 9 23
10. 10. - , 2008 2011 . 80% 10 23
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12. 12. , : , 12 23
13. 13. , . S&P500: 80 120 160 200 240 280 Jan 2011 Apr 2011 Jul 2011 Oct 2011 Jan 2012 Apr 2012 Jul 2012 Oct 2012 Jan 2013 Apr 2013 Jul 2013 Oct 2013 EAM Strategies: The average annual profitability +59.42% The maximum drawdown 11.10% The standard deviation 7.68% S&P500: The average annual profitability +13.68% The maximum drawdown 16.90% The standard deviation 3.52% 13 23
14. 14. 1 2015 EAM Strategies S&P500: 14 23 * 2015 . 100 110 120 130 May 2014 Jul 2014 Oct 2014 Jan 2015 Apr 2015 July 2015 EAM The annual profitability +20.28% The maximum drawdown -10.02% The standard deviation 10.79% S&P500 The annual profitability +10% The maximum drawdown -3.10% The standard deviation 3.59%
15. 15. : 1. . . 2. Treasuries , , . 3. . 15 23
16. 16. S&P500 . 16 23
17. 17. . 17 23
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19. 19. , ? -. . , - Treasury ETF - : HSBC, Deloitte, Apex, InteractiveBrokers Exante 19 23
20. 20. - ? : : Interactive Brokers Group, Inc. Exante : HSBC : Deloitte , : Apex Fund Services 20 23
21. 21. - EAM Strategies 17 2013 $1 000 . $100 000 5 20% 2.0% Bloomberg EAMDSSP KY ISIN KYG1988M1657 21 23
22. 22. Strategies Apex Fund Services: Exchange House, Athol Street, Douglas Isle of Man, IM1 1JD Telephone: +44 1624 630400 Fax: +44 1624 630401 www.apexfundservices.com 22 23
23. 23. ! Email: info@eampartners.com www.eampartners.com 23 23