Shepherd Energy AB

Shepherd Energy Portfolio

Strategy Description

Shepherd Energy Portfolio is a standardized managed futures portfolio in the Nordic power market. The portfolio offers the possibility to invest in the Nordic market for power derivatives. The portfolio aims to generate absolute returns regardless of broader market development. The objective of Shepherd Energy Portfolio is to provide high risk-adjusted returns in combination with a low correlation to traditional stock and bond markets. The target is to generate an average annual return of 10-15% with a Sharpe ratio above 1. The portfolio relies on Shepherd Energy’s fundamental analysis and in-depth knowledge of power markets.

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureUndefined
Fund DomicileSweden
Minimum Investment50,000 SEK
AUM25M SEK
Highwater MarkYes
Inception DateMar 2004
Management Fee1%
Performance Fee20%

Company Information

CompanyShepherd Energy AB
PrincipalChristian S. Jansen
AddressKungsgatan 12-14
Stockholm, 11135
Phone+46 8 466 0 440
Emailinfo@shepherd.se
Websitewww.shepherd.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2018 -0.21 1.00 3.17 3.98
2017 -3.96 -0.42 -1.14 0.73 0.72 -0.89 0.72 2.15 2.30 0.83 2.55 0.14 3.61
2016 4.63 0.75 -0.16 0.10 1.34 2.98 -1.77 1.21 0.42 4.72 -1.23 0.12 13.67
2015 -1.40 1.30 -0.58 0.87 0.06 1.40 1.16 2.11 0.20 1.00 -3.43 4.18 6.88
2014 1.51 0.07 1.43 0.33 -1.60 -4.50 -2.87 2.18 0.61 1.57 1.65 -0.57 -0.42
2013 -1.63 -2.07 -1.96 1.65 -0.19 3.06 0.75 1.57 -0.43 -0.22 1.73 3.54 5.75
2012 1.13 1.19 -1.64 -1.71 -0.18 2.60 0.98 0.04 -0.04 -1.07 -1.94 -4.06 -4.77
2011 -0.30 0.11 1.32 0.45 -1.54 -2.62 0.02 -2.49 -0.35 2.17 -0.97 -3.98 -8.04
2010 1.09 -3.33 -0.01 0.13 0.58 -0.32 -0.25 -0.49 -0.83 -0.20 0.00 1.18 -2.50
2009 -0.08 1.40 -0.11 0.24 -0.03 -0.35 0.12 -0.31 0.36 -0.69 -0.70 0.86 0.69
2008 0.75 2.13 -0.42 -0.24 2.14 0.41 1.43 1.18 2.60 1.36 0.51 0.31 12.80
2007 -3.99 -2.73 1.62 0.27 -0.07 0.25 -0.51 5.07 -0.75 2.56 0.65 0.89 3.00
2006 1.68 2.21 -1.43 11.37 4.95 1.10 4.45 -9.88 -3.28 -5.76 2.39 1.95 8.42
2005 0.75 -3.74 -1.28 -3.27 0.91 2.82 4.82 -1.34 0.30 -2.86 -3.83 0.39 -6.53
2004 -2.20 0.23 -0.76 0.84 -3.61 0.90 0.62 7.31 0.88 2.83 6.86
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 3.17
3 Month ROR 3.98
Year To Date 3.98
12 Month ROR 13.95
36 Month ROR 31.81
Compound ROR 2.88
Winning Months (%) 59.17
Average Winning Month 1.58
Average Losing Month -1.63
Total Return 49.13

Risk Statistics

Sharpe Ratio 0.39
Sortino Ratio 0.54
Sterling Ratio 0.71
Calmar Ratio 1.48
Skewness 0.15
Kurtosis 4.73
Maximum Drawdown -20.22
Correlation vs S&P 500 -0.06
Average Losing Month -1.63
Standard Deviation (monthly) 2.33
Downside Deviation 1.52

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 -20.22 38 35 02/2010 02/2016
2 -19.92 7 24 08/2006 02/2009
3 -8.08 3 12 02/2005 04/2006
4 -6.50 5 8 11/2016 11/2017
5 -5.44 5 3 03/2004 10/2004

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.37-9.880.260.273.1758.58
3 Months 18.17-17.860.810.743.9861.08
6 Months 24.35-17.671.621.487.6757.32
1 Year 19.76-18.682.831.9813.9560.76
2 Years 33.57-18.215.575.5016.3665.07
3 Years 31.81-17.477.057.0731.8167.91
5 Years 45.94-15.218.359.7045.9464.55

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 ROR3.171.311.241.090.630.77
% Positive100.0066.6783.3383.3370.8375.00
Avg. Pos. Period3.172.091.541.431.481.54
Avg. Neg. Period - -0.21-0.21-0.55-1.37-1.47
Sharpe0.002.673.223.161.231.44
Sortino0.0037.4450.0814.362.262.73
Std. Deviation0.001.711.341.211.831.89
Down. Deviation0.000.120.090.260.970.98

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.