HELSINKI CAPITAL PARTNERS

HCP Quant

Strategy Description

HCP Quant follows a quantitative investment strategy and invests in small- and medium-sized companies with low market values compared to their fair estimated values evaluated using different quantitative measures. The objective of the fund is to achieve an investment return that exceeds the return of the MSCI ACWI SMID Cap Index, which captures mid and small cap representation across 23 developed markets and 24 emerging markets. The investment horizon of HCP Quant is shorter than usual, with the fund generally investing with the intention to hold an investment for less than a year. The fund manages a concentrated portfolio comprising between 15 and 40 holdings.

General Information

NHX CategoryEquities
NHX CountryFinland
Legal StructureUndefined
Fund DomicileFinland
Minimum Investment5,000 EUR
AUM11M EUR
Highwater MarkNo
Inception DateJun 2014
Management Fee1%
Performance Fee10%

Company Information

CompanyHELSINKI CAPITAL PARTNERS
PrincipalTommi Kemppainen
AddressTallberginkatu 1 C
Helsinki, 00180
Phone+358 9 689 88 481
Emailir@helsinkicapitalpartners.com
Websitehttp://www.helsinkicapitalpartners.fi/en/solutions/

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2018 5.25 -6.05 -4.65 -5.72
2017 3.75 3.72 -3.96 -0.54 -1.76 -0.14 2.75 1.73 5.28 0.17 -3.08 2.06 9.95
2016 -7.16 -2.51 -1.04 -0.89 2.59 3.24 7.75 -2.78 3.54 -0.22 1.82 0.95 4.59
2015 4.85 3.20 7.65 -0.43 4.87 -8.39 -5.66 -7.56 -2.37 5.23 2.79 -5.44 -2.97
2014 -1.65 -0.36 2.05 -5.55 1.42 0.16 3.18 -1.00
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

I started investing when I was 17 years old. Back then, competitive advantage was gained by getting your hands on historical stock data gathered from old newspapers saved on microfilms – today the battle is fought in a completely different arena. I have worked as an investment professional since 1996 and have been our company’s CEO since its founding in 2007. Our company’s written commitment to complete transparency in asset management forces us to focus all of our efforts to deliver what our industry can do at its best– to create wealth and to allocate society’s scarce resources efficiently.

Return Statistics

Last Month -4.65
3 Month ROR -5.72
Year To Date -5.72
12 Month ROR 0.31
36 Month ROR -9.68
Compound ROR 1.07
Winning Months (%) 52.17
Average Winning Month 3.33
Average Losing Month -3.28
Total Return 4.16

Risk Statistics

Sharpe Ratio 0.14
Sortino Ratio 0.11
Sterling Ratio -0.14
Calmar Ratio -0.11
Skewness -0.29
Kurtosis -0.59
Maximum Drawdown -29.18
Correlation vs S&P 500 0.52
Average Losing Month -3.28
Standard Deviation (monthly) 4.06
Downside Deviation 2.88

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 -29.18 11 0 06/2015 03/2018
2 -5.55 1 4 09/2014 01/2015
3 -2.00 2 1 06/2014 08/2014
4 -0.43 1 1 04/2015 05/2015
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.75-8.390.170.17-4.6552.17
3 Months 16.48-20.111.051.57-5.7261.36
6 Months 25.50-18.562.355.66-6.5863.41
1 Year 24.35-27.352.814.590.3162.86
2 Years 30.37-15.743.571.4921.0665.22
3 Years 18.04-9.687.276.23-9.6890.91
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-4.65-1.94-1.130.030.80-0.28
% Positive0.0033.3350.0050.0058.3347.22
Avg. Pos. Period - 5.252.492.873.193.38
Avg. Neg. Period-4.65-5.35-4.59-2.70-2.41-3.40
Sharpe0.00-1.02-0.840.080.86-0.17
Sortino-3.46-1.53-1.160.041.39-0.31
Std. Deviation0.006.164.313.583.434.14
Down. Deviation4.654.413.362.431.993.11

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.