Coeli Asset Management

Coeli Prognosis Machines

Strategy Description

Coeli Prognosis Machines is an absolute return fund focused on a systematic global macro strategy. The fund employs proven financial models, in tandem with artificial intelligence, to discover the themes investors favor as market conditions change and capture price changes in the underlying markets. Prognosis Machines invests globally in equities, fixed income, currencies and commodities.

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM -
Highwater MarkYes
Inception DateNov 2015
Management Fee1.7%
Performance Fee20%

Company Information

CompanyCoeli Asset Management
PrincipalLukas Lindkvist
AddressSveavägen 24-16
Stockholm, 111 57
Phone+46 8 506 223 30
Emailinfo.am@coeli.com

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 -4.82 1.39 -0.56 3.25 -1.01 -0.81 3.22 -1.20 6.07 4.86 -4.28 5.63
2016 1.10 2.53 -6.68 -5.93 8.70 2.35 -6.98 1.54 -2.66 -1.23 0.61 -1.56 -8.95
2015 1.08 -0.12 0.96
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.

Return Statistics

Last Month -4.28
3 Month ROR 6.46
Year To Date 5.63
12 Month ROR 3.98
36 Month ROR -
Compound ROR -1.40
Winning Months (%) 48.00
Average Winning Month 3.06
Average Losing Month -2.91
Total Return -2.90

Risk Statistics

Sharpe Ratio -0.04
Sortino Ratio -0.15
Sterling Ratio -0.08
Calmar Ratio -0.09
Skewness 0.07
Kurtosis 0.02
Maximum Drawdown -16.40
Correlation vs S&P 500 -0.21
Average Losing Month -2.91
Standard Deviation (monthly) 3.88
Downside Deviation 2.72

Risk/Return Chart

Monthly Returns

Performance (VAMI)

Manager Bio

Alex Gioulekas

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -16.40 11 0 03/2016 11/2017
2 -0.12 1 1 12/2015 01/2016
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.70-6.98-0.05-0.12-4.2848.00
3 Months 9.89-9.99-0.171.166.4652.17
6 Months 11.37-10.06-1.76-3.087.6935.00
1 Year 9.29-15.23-5.59-7.403.9821.43
2 Years 1.44-3.94-1.25-1.25-3.9450.00
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-4.282.111.240.33-0.17 -
% Positive0.0066.6750.0041.6745.83 -
Avg. Pos. Period - 5.474.723.763.24 -
Avg. Neg. Period-4.28-4.28-2.10-2.03-2.91 -
Sharpe0.001.361.130.38-0.08 -
Sortino-3.462.962.330.57-0.21 -
Std. Deviation0.005.664.023.423.95 -
Down. Deviation4.282.471.841.992.77 -

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.