ALFAKRAFT Fonder AB

Alfa Axiom Fund

Strategy Description

Alfa Axiom Fund strives to achieve a high risk-adjusted return by trading futures contracts on regulated markets. The fund represents a tool for diversification in a portfolio of stocks and bonds by maintaining low correlations with traditional assets. The fund trades futures contracts that have as underlying assets commodities and financial instruments such as metals, currencies, bonds, equity indexes, gas, among others. ALFA Axiom Fund aims to be a medium-risk fund.
 

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Highwater MarkYes
Inception DateJun 2010
Management Fee1.5%
Performance Fee20%

Company Information

CompanyALFAKRAFT Fonder AB
PrincipalBengt Lindblad
AddressGrev Turegatan 10A
STOCKHOLM, 114 46
Phone+46 (0)8 545 188 80
Emailinfo@alfakraft.se
Websitewww.alfakraft.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 -3.75 0.52 -7.08 -4.03 3.72 -2.12 8.30 1.09 -1.21 2.56 -2.62 -2.44 -7.70
2016 4.47 3.74 -1.44 3.10 0.68 -2.37 5.48 -2.25 -12.10 0.56 -2.24 0.64 -2.94
2015 8.38 -0.07 -2.55 -1.79 -2.34 -6.30 3.94 5.03 -4.95 -2.10 5.39 -6.59 -5.14
2014 -1.96 4.10 -4.85 -7.58 -2.89 0.78 5.35 0.45 10.75 1.39 -0.96 2.38 5.83
2013 0.82 0.95 -2.80 0.16 1.33 2.91 -4.03 -0.79 2.63 1.40 1.57 -0.30 3.67
2012 1.77 0.80 -1.68 -2.96 11.04 -4.90 2.33 3.71 4.05 -5.51 -0.49 -0.74 6.52
2011 -0.11 1.78 0.67 9.89 -6.08 -3.19 4.68 1.39 2.66 -6.06 -4.78 0.09 -0.24
2010 0.68 2.01 2.79 7.91 4.51 -0.49 2.48 21.41
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 -2.44
3 Month ROR -2.56
Year To Date -7.70
12 Month ROR -7.70
36 Month ROR -15.01
Compound ROR 2.47
Winning Months (%) 54.95
Average Winning Month 3.20
Average Losing Month -3.26
Total Return 20.30

Risk Statistics

Sharpe Ratio 0.24
Sortino Ratio 0.26
Sterling Ratio -0.22
Calmar Ratio -0.20
Skewness 0.11
Kurtosis 0.58
Maximum Drawdown -26.71
Correlation vs S&P 500 -0.07
Average Losing Month -3.26
Standard Deviation (monthly) 4.17
Downside Deviation 2.74

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 -26.71 27 0 02/2015 12/2017
2 -15.67 20 5 10/2012 10/2014
3 -13.19 12 5 05/2011 09/2012
4 -0.96 1 1 11/2014 12/2014
5 -0.49 1 1 11/2010 12/2010

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.04-12.100.290.56-2.4454.95
3 Months 17.20-14.600.901.24-2.5656.18
6 Months 23.95-18.181.481.805.3855.81
1 Year 28.25-23.961.361.15-7.7057.50
2 Years 31.63-23.363.876.35-10.4163.24
3 Years 32.40-15.016.467.99-15.0169.64
5 Years 43.29-11.409.297.95-6.7565.63

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-2.44-0.860.88-0.67-0.46-0.45
% Positive0.0033.3350.0041.6750.0044.44
Avg. Pos. Period - 2.563.983.242.913.60
Avg. Neg. Period-2.44-2.53-2.09-3.32-3.64-3.52
Sharpe0.00-0.980.79-0.50-0.29-0.28
Sortino-3.46-1.441.97-0.80-0.48-0.47
Std. Deviation0.002.944.144.114.304.45
Down. Deviation2.442.071.542.883.313.29

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.