Optimized Portfolio Management Stockholm AB

OPM Absolute Managers

Strategy Description

OPM Absolute Managers is a fund of funds investing in a pool of international UCITS hedge funds. The fund favors hedge funds that are anticipated to exhibit low long-term correlation with equity markets. Such funds are predominantly employing strategies such as global macro, equity market neutral, and managed futures. OPM Absolute Managers seeks to invest in the leading players of certain groups of hedge funds employing similar strategies.

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureUndefined
Fund DomicileSweden
Minimum Investment5,000,000 SEK
AUM -
Highwater MarkYes
Inception DateSep 2014
Management Fee1.2%
Performance Fee10%

Company Information

CompanyOptimized Portfolio Management Stockholm AB
PrincipalSimon Reinius
AddressKungsgatan 4a
Stockholm, 111 43
Phone+46852463660
Emailinfo@optimized.se
Websitewww.optimized.se

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.05 0.47 0.37 0.52 -0.81 -0.14 0.27 1.09 0.05 1.05 -0.21 -0.22 2.50
2016 0.23 -1.40 -0.21 -0.57 0.19 -1.42 1.24 -1.55 -0.45 1.05 -0.96 0.32 -3.52
2015 2.00 0.67 0.75 -1.13 -0.31 -0.82 1.11 -0.03 -0.01 -0.56 -0.52 -0.01 1.10
2014 0.73 0.29 1.34 0.68 3.07
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 -0.22
3 Month ROR 0.62
Year To Date 2.50
12 Month ROR 2.50
36 Month ROR -0.02
Compound ROR 0.91
Winning Months (%) 52.50
Average Winning Month 0.69
Average Losing Month -0.60
Total Return 3.05

Risk Statistics

Sharpe Ratio 0.33
Sortino Ratio 0.49
Sterling Ratio 0.00
Calmar Ratio 0.00
Skewness -0.02
Kurtosis -0.23
Maximum Drawdown -6.09
Correlation vs S&P 500 -0.05
Average Losing Month -0.60
Standard Deviation (monthly) 0.82
Downside Deviation 0.53

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 -6.09 18 0 04/2015 12/2017
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.00-1.550.080.05-0.2252.50
3 Months 4.07-2.240.22-0.020.6247.37
6 Months 5.86-3.150.13-0.032.0448.57
1 Year 5.36-4.95-0.68-1.212.5037.93
2 Years 0.59-4.87-2.41-2.78-1.1111.76
3 Years 2.45-0.021.481.68-0.0280.00
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-0.220.200.340.21-0.050.00
% Positive0.0033.3366.6766.6754.1747.22
Avg. Pos. Period - 1.050.620.480.530.67
Avg. Neg. Period-0.22-0.22-0.22-0.35-0.72-0.60
Sharpe0.000.981.971.32-0.190.01
Sortino-3.464.049.402.82-0.270.00
Std. Deviation0.000.730.600.540.790.82
Down. Deviation0.220.180.120.250.600.56

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.