Madrague Capital Partners AB

Madrague Equity Long/Short

Strategy Description

Madrague Equity Long/Short is an equity long/short fund with European bias. The fund employs a fundamental research process to identify investment opportunities predominantly in European equity markets, supplemented by a top-down approach. Madrague Equity Long/Short’s aim is to deliver stock picking alpha by actively taking long and short positions in all major sector verticals. The fund’s portfolio leverage and directional exposure are derived and based on bottom-up analysis and up-to-date market view.

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment125,000 EUR
AUM126M EUR
Highwater MarkYes
Inception DateFeb 2012
Management Fee1.5%
Performance Fee20%

Company Information

CompanyMadrague Capital Partners AB
PrincipalLars Franstedt
AddressNorrlandsgatan 18
Stockholm, 111 43
Phone+46812449500
EmailInfo@madrague.se
Websitewww.madrague.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 -0.91 0.34 -1.33 -1.39 -3.16 0.10 -1.02 -0.20 2.55 -0.29 1.06 2.15 -2.22
2016 -5.20 0.19 4.51 2.26 1.07 0.35 2.59 3.15 -0.22 2.59 1.70 1.52 15.14
2015 0.01 5.63 -1.08 4.05 1.04 -1.64 0.54 -2.37 -2.61 2.90 2.00 -1.78 6.49
2014 0.36 1.31 -0.23 0.04 1.26 0.05 -1.92 -0.35 -2.24 -2.38 0.66 -2.29 -5.68
2013 3.55 -0.04 -1.71 2.56 6.52 -1.87 4.60 2.93 4.81 3.35 0.94 1.31 30.08
2012 -0.43 -0.40 -1.99 -3.98 -2.63 1.44 2.68 2.51 0.55 1.73 3.94 3.16
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 2.15
3 Month ROR 2.93
Year To Date -2.22
12 Month ROR -2.22
36 Month ROR 19.90
Compound ROR 7.30
Winning Months (%) 60.56
Average Winning Month 2.08
Average Losing Month -1.63
Total Return 51.75

Risk Statistics

Sharpe Ratio 0.91
Sortino Ratio 1.60
Sterling Ratio 0.39
Calmar Ratio 0.77
Skewness 0.13
Kurtosis -0.13
Maximum Drawdown -9.12
Correlation vs S&P 500 0.52
Average Losing Month -1.63
Standard Deviation (monthly) 2.34
Downside Deviation 1.28

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 -9.12 5 6 02/2012 12/2012
2 -8.26 6 5 07/2014 05/2015
3 -8.11 8 6 06/2015 07/2016
4 -7.36 8 0 01/2017 12/2017
5 -1.87 1 1 06/2013 07/2013

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.52-5.200.620.362.1560.56
3 Months 12.84-8.371.882.222.9365.22
6 Months 21.90-8.264.183.364.2765.15
1 Year 34.50-6.019.525.89-2.2273.33
2 Years 51.82-6.1717.3815.2612.5993.75
3 Years 50.505.4423.4220.2519.90100.00
5 Years 60.1547.1053.3553.6547.10100.00

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 ROR2.150.970.70-0.190.500.51
% Positive100.0066.6750.0041.6762.5061.11
Avg. Pos. Period2.151.611.921.241.741.92
Avg. Neg. Period - -0.29-0.50-1.19-1.52-1.66
Sharpe0.002.761.70-0.380.840.81
Sortino0.0020.045.50-0.571.291.33
Std. Deviation0.001.221.441.592.132.28
Down. Deviation0.000.170.441.141.331.31

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.