Raising capital as a one-man shop

Feel free to roast me as this is usually the case when people try and present an idea like setting up a fund on here, but I try and gain real insight from people that have set up a (micro) fund themselves and the feasibility of the progress. Note I am from the Netherlands so any startup costs/backoffice processes are from what I gathered much simpler/less costly as it is in the US.

I want to set up a long short fund (mostly market neutral, although with positive beta in risk-on periods), about 30-40 positions at a time, medium turnover (approx. 60 to 80 trading days), relatively low capacity due to scarcity of long/short opps and strict system (AUM probably maxes out at around 20m). Ideas are mostly quantitatively tested and is expected to return about 20-25% with no leverage and after costs. Sharpe around 2. Strategy has been live for about 3.5 years now, albeit my Sharpe has increased on yearly basis due to changes to the strat. Factors are mostly hedged. 

I can set up a fund in the Netherlands (my homecountry) for about 30k all in. They will set up the structure, open bank accounts, set up KYC, documents, anything. They will also do all fund administration on yearly basis (fund accounting, investor reporting, compliance etc.) which will set me back about 16k per year. 

Now the real question is the difficulty regarding fund raising, which I know would consist mainly of HNWI’s/family offices (minimum investment in my country is 100k, no other requirements). I know quite a few HNWI, and got about 500k to 1m of soft commitments as of yet, but I find it very difficult to have an expectation of how well I could raise from people outside my personal circle. My plan is to raise until I run into capacity problems, then either close the fund for new capital or find a way to expand/hire at that time. Although I feel the former is more likely as I don’t think I personally will find any strategy that will generate alpha at scale. 

I would also love to hear about which approach has had most success for you (if you raised any capital). 

Thanks a lot in advance!
 

4 Comments
 
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 expected to return about 20-25% with no leverage and after costs. 

Sure, man, whatever you say.   But even if really can make 20% a year, and even if you manage to raise like $10 million, and even if your investors let you keep, say, 30% of the profits, you're only pulling $660k *before* expenses. And if you're really good enough to make those kinds of returns, then you could easily get a job making more than that at any pod shop. 

 

and before anybody says "but muh leverage" you probably won't get advantageous terms here so I bet you'd be limited to 2x AUM. Best case you're at $1m pre-costs now... you could do this at a MMHF in your first year as a PM

if you get margin called, just don't pick up
 

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