Atlant Fonder AB

Atlant Edge

Strategy Description

Atlant Edge is an actively-managed hedge fund trading equity-related derivatives such as futures and options on the OMXS30 index, which consists of the 30 most traded Swedish stocks. The fund’s derivative strategies are supplemented by investments in Nordic corporate bonds and medium-term notes. Atlant Edge’s objective is to generate returns that systematically exceed the yield on the 90-day Swedish treasury bills and outperform the OMXS30 index at least 8 out of 10 years.

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment50,000 SEK
AUM115M SEK
Highwater MarkYes
Inception DateJul 2002
Management Fee1%
Performance Fee20%

Company Information

CompanyAtlant Fonder AB
PrincipalLars Bredenberg
AddressSveavägen 47
Stockholm, 113 59
Phone+46 08-457 33 70
Emailinfo@atlantfonder.se
Websitewww.atlantfonder.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 1.36 3.67 2.95 3.32 1.09 -2.55 -6.17 -2.15 5.09 3.37 -7.78 -5.51 -4.30
2016 -9.30 -1.50 -1.75 1.80 0.22 -9.30 5.30 4.70 1.20 2.50 5.60 9.20 7.12
2015 7.10 5.00 -1.90 -1.20 5.10 -7.50 3.00 -8.10 -6.50 7.30 5.90 -11.10 -5.26
2014 -3.30 5.70 1.00 2.80 4.50 -2.30 0.10 0.40 1.30 -6.20 4.30 -0.90 6.95
2013 5.70 1.50 1.60 3.00 1.90 -6.80 9.90 -1.50 4.80 3.80 2.80 3.00 32.95
2012 5.40 5.50 -0.50 1.20 -5.70 3.40 4.90 0.90 3.10 -4.50 3.60 4.00 22.59
2011 0.60 -1.70 0.00 4.30 -2.90 -4.40 -7.10 -10.00 -1.80 0.90 2.00 2.10 -17.40
2010 -2.10 0.40 4.50 5.50 -9.20 4.30 6.80 -3.00 7.00 1.70 1.20 6.20 24.34
2009 -3.46 0.13 4.11 13.17 2.58 4.33 12.07 7.01 3.69 4.28 3.70 2.50 68.00
2008 -3.93 0.62 3.74 -2.60 -0.18 -8.75 -1.31 -4.91 -16.06 -7.02 0.61 -1.71 -35.56
2007 -0.58 -5.15 4.19 3.12 0.10 -1.40 2.40 -1.35 0.02 -2.32 -8.79 -3.78 -13.39
2006 3.65 0.00 0.07 0.00 0.20 1.28 0.10 0.55 3.04 2.35 -1.40 1.90 12.26
2005 1.37 0.22 1.22 0.46 3.40 1.28 2.64 -2.44 4.20 0.16 1.25 4.68 19.83
2004 8.97 5.15 1.70 3.51 -0.71 1.27 1.15 -2.34 0.77 0.06 0.91 -0.03 21.87
2003 -3.30 -1.01 5.31 1.07 10.49 2.29 10.25 7.23 -1.62 8.19 -1.84 2.11 45.23
2002 3.52 0.36 3.58 23.49 9.67 6.55 55.29
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Manager Bio

Return Statistics

Last Month -5.51
3 Month ROR -9.92
Year To Date -4.30
12 Month ROR -4.30
36 Month ROR -2.89
Compound ROR 12.29
Winning Months (%) 68.28
Average Winning Month 3.51
Average Losing Month -3.94
Total Return 502.69

Risk Statistics

Sharpe Ratio 0.78
Sortino Ratio 1.13
Sterling Ratio -0.04
Calmar Ratio -0.03
Skewness 0.05
Kurtosis 2.69
Maximum Drawdown -47.38
Correlation vs S&P 500 0.54
Average Losing Month -3.94
Standard Deviation (monthly) 4.86
Downside Deviation 2.98

Risk/Return Chart

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -47.38 18 18 08/2007 07/2010
2 -32.83 13 11 06/2015 05/2017
3 -23.78 5 16 05/2011 01/2013
4 -15.31 7 0 06/2017 12/2017
5 -6.80 1 1 06/2013 07/2013

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 23.49-16.061.091.24-5.5166.67
3 Months 44.30-25.783.542.46-9.9272.83
6 Months 55.29-33.297.237.59-13.0973.48
1 Year 103.47-42.8114.8716.00-4.3073.14
2 Years 173.53-45.8025.9817.432.5076.07
3 Years 197.33-41.6436.8534.70-2.8981.46
5 Years 269.72-22.8159.8247.5838.0788.98

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Drawdown

Volatility (12 Months Rolling)

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR-5.51-3.42-2.31-0.370.10-0.08
% Positive0.0033.3333.3358.3362.5058.33
Avg. Pos. Period - 3.374.232.983.424.04
Avg. Neg. Period-5.51-6.65-5.40-4.83-5.11-5.49
Sharpe0.00-1.94-1.42-0.220.160.04
Sortino-3.46-2.16-1.70-0.370.10-0.07
Std. Deviation0.005.895.334.404.975.50
Down. Deviation5.515.504.723.423.644.12

AUM

ALL DATA INCLUDING PERFORMANCE NUMBERS HAVE BEEN SUPPLIED BY THE RESPECITVE MANAGERS AND FUND. HEDGENORDIC IN NO WAY GUARANTEES THE ACCURACY OF THESE NUMBERS AND HAS SUPPLIED THEM TO YOU FOR INFORMATION PURPOSES ONLY. THIS DOES NOT CONSTITUTE A SOLICITATION TO BUY OR AN OFFER TO SELL. NO INVESTMENT SHOULD BE MADE WITHOUT FULLY REVIEWING THE ASSOCIATED RISK FACTORS, FEES AND CONFLICTS OF INTEREST AS OUTLINED IN EACH FUNDS S RISK DISCLOSURE DOCUMENT. THERE MAY BE FUNDS WHO HAVE CHOSEN NOT TO BE LISTED IN THE HEDGENORDIC DATABASE AND NHX THAT MAY HAVE BETTER OR WORSE PERFORMANCE THAN THOSE IN OUR DATABASE.

THE RISK OF LOSS IN INVESTING IN HEDGEFUNDS CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADE ONLY WITH RISK CAPITAL. SALES RESTRICTIONS MAY APPLY IN YOUR JURISDICTION.