SEB Fund Services S.A.

SEB True Market Neutral

Strategy Description

SEB True Market Neutral Portfolio offers investors exposure to a selection of high calibre equity market-neutral hedge funds. The funds are selected through a structured process including thorough due diligence and evaluation based both on stand-alone merits, as well as their contribution to the overall portfolio. The objective of the investment strategy is to deliver an attractive risk-adjusted market-neutral return with high alpha content and minimal correlation to traditional equity markets.

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureUndefined
Fund DomicileLuxembourg
Minimum Investment00 SEK
AUM -
Highwater MarkYes
Inception DateApr 2009
Management Fee1%
Performance Fee10%

Company Information

CompanySEB Fund Services S.A.
PrincipalOtto Francke
Address4, rue Peternelchen
Howald, L-2370
Phone
EmailOtto.Francke@seb.se
Website

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.27 -0.30 0.17 -0.68 -0.96 0.58 0.31 0.09 0.23 -0.19 -0.28 -0.77
2016 0.12 0.26 -0.09 -0.05 0.48 -0.05 0.33 -0.49 -0.12 0.12 -0.53 0.07 0.05
2015 0.27 0.01 0.45 -0.02 0.51 0.46 0.68 0.97 -0.27 0.03 0.46 0.25 3.86
2014 0.34 0.14 -0.50 -0.28 0.15 -0.44 -0.40 0.53 0.58 0.21 0.22 0.35 0.90
2013 1.54 -0.18 1.21 0.77 1.01 0.50 0.66 -0.02 0.07 0.59 1.30 0.49 8.22
2012 0.48 0.22 0.35 -0.23 -0.24 -0.11 0.22 0.11 0.66 -0.36 0.39 -0.04 1.45
2011 0.86 0.63 0.63 0.41 0.40 0.17 -0.43 0.25 -0.18 1.42 0.21 -0.19 4.25
2010 0.22 0.88 0.14 0.24 -0.40 -0.42 -0.06 0.27 0.11 1.04 0.22 0.78 3.05
2009 0.47 1.45 0.59 -0.03 1.39 1.27 -1.43 -0.06 0.29 3.98
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 Month ROR -0.24
Year To Date -0.77
12 Month ROR -0.70
36 Month ROR 3.47
Compound ROR 2.85
Winning Months (%) 68.27
Average Winning Month 0.49
Average Losing Month -0.30
Total Return 27.58

Risk Statistics

Sharpe Ratio 1.60
Sortino Ratio 3.43
Sterling Ratio 0.10
Calmar Ratio 0.47
Skewness 0.15
Kurtosis 0.95
Maximum Drawdown -2.43
Correlation vs S&P 500 0.28
Average Losing Month -0.30
Standard Deviation (monthly) 0.51
Downside Deviation 0.24

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 -2.43 10 0 08/2016 11/2017
2 -1.49 2 4 10/2009 03/2010
3 -1.46 5 4 03/2014 11/2014
4 -0.88 3 3 05/2010 10/2010
5 -0.58 3 3 04/2012 09/2012

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.54-1.430.240.22-0.2868.27
3 Months 3.02-1.470.710.70-0.2471.57
6 Months 5.24-1.431.391.370.7483.84
1 Year 8.22-2.162.862.93-0.7088.17
2 Years 9.79-0.486.346.88-0.4897.53
3 Years 14.783.439.8910.423.47100.00
5 Years 22.6112.5417.4417.9612.54100.00

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 ROR-0.28-0.080.12-0.06-0.020.09
% Positive0.0033.3366.6758.3354.1763.89
Avg. Pos. Period - 0.230.300.250.250.32
Avg. Neg. Period-0.28-0.24-0.24-0.48-0.34-0.31
Sharpe0.00-1.021.33-0.45-0.180.84
Sortino-3.46-1.423.08-0.56-0.231.33
Std. Deviation0.000.270.320.440.370.40
Down. Deviation0.280.200.140.360.300.25

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.