Zmartic Fonder AB

Zmart Alfa

Strategy Description

Zmart Alfa is a market-neutral hedge fund that invests at least 90% of its capital in equities and equity-related financial instruments. The fund strives to generate positive returns regardless of market conditions, aiming to return 4-8% annually net of fees. The gross market exposure of Zmart Alfa’s market neutral portfolio does not exceed 200% of the fund’s net asset value.

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM -
Highwater MarkYes
Inception DateMar 2015
Management Fee1%
Performance Fee20%

Company Information

CompanyZmartic Fonder AB
PrincipalAnders Lekholm
AddressBirger Jarlsgatan 2
Stockholm, 114 34
Phone08-511 611 40
Emailinfo@zmarticfonder.se
Websitewww.zmarticfonder.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2018 -0.88 -0.88
2017 0.53 0.61 -1.80 1.83 1.79 -0.08 -0.88 0.38 0.07 -1.08 -1.73 -0.71 -1.14
2016 -2.73 2.27 1.79 -0.39 0.50 0.73 2.82 1.17 1.15 -0.10 0.34 0.21 7.92
2015 0.34 1.62 -0.02 -1.45 0.72 -0.59 -1.38 0.26 2.24 2.15 3.88
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 -0.88
3 Month ROR -3.29
Year To Date -0.88
12 Month ROR -2.53
36 Month ROR -
Compound ROR 3.27
Winning Months (%) 60.00
Average Winning Month 1.12
Average Losing Month -0.99
Total Return 9.85

Risk Statistics

Sharpe Ratio 0.73
Sortino Ratio 1.19
Sterling Ratio 0.26
Calmar Ratio 0.68
Skewness -0.11
Kurtosis -0.40
Maximum Drawdown -4.82
Correlation vs S&P 500 0.26
Average Losing Month -0.99
Standard Deviation (monthly) 1.32
Downside Deviation 0.78

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 -4.82 8 0 06/2017 01/2018
2 -2.73 1 2 01/2016 03/2016
3 -2.71 5 3 05/2015 12/2015
4 -1.80 1 2 03/2017 05/2017
5 -0.39 1 1 04/2016 05/2016

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.82-2.730.280.34-0.8860.00
3 Months 5.22-3.480.891.08-3.2966.67
6 Months 7.93-3.902.242.75-3.9073.33
1 Year 12.50-2.535.965.72-2.5387.50
2 Years 15.746.6912.1413.098.72100.00
3 Years ------
5 Years ------

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-0.88-1.11-0.66-0.210.35 -
% Positive0.000.0033.3341.6762.50 -
Avg. Pos. Period - - 0.230.941.08 -
Avg. Neg. Period-0.88-1.11-1.10-1.02-0.85 -
Sharpe0.00-7.02-2.95-0.591.02 -
Sortino-3.46-3.22-2.40-0.831.91 -
Std. Deviation0.000.550.771.211.21 -
Down. Deviation0.881.190.950.890.63 -

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.