Aktie Ansvar

Aktie-Ansvar Multistrategi 2xL

Strategy Description

Aktie-Ansvar Multistrategi 2xL is a double-leverage version of Aktie-Ansvar Multistrategi. In turn, Aktie-Ansvar Multistrategi is a fund of funds that invests in various underlying hedge funds managed by separate management teams with different management strategies. Aktie-Ansvar has formed partnerships with several leading hedge fund managers in the Nordics to form the pool of underlying funds. Aktie-Ansvar Multistrategi represents an alternative investment with minimal correlation with traditional asset classes such as equities and bonds.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM8M SEK
Inception DateJul 2002
Management Fee1.56%
Performance Fee20.00%

Company Information

CompanyAktie Ansvar
Principal -
AddressBiblioteksgatan 29, 6 tr
Stockholm, SE-114 35
Phone+4684073565
E-mail[email protected]
Websitewww.aktieansvar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.58 2.25 -0.25 -1.41 -1.28 -1.93 -0.04 -1.83 -1.09 0.15 -1.16 -5.92
2017 -1.60 -0.40 2.80 2.10 0.10 -1.40 -0.07 1.24 -0.37 2.92 0.56 -1.78 4.03
2016 1.10 4.30 -2.40 1.60 -2.10 -1.90 0.80 -2.50 1.70 4.40 -4.50 0.80 0.87
2015 5.50 2.00 1.80 0.00 0.00 -4.30 3.10 -3.00 -2.20 -1.00 1.00 -2.60 -0.14
2014 -2.40 3.70 1.10 1.40 3.00 -0.20 -1.40 2.60 0.30 0.10 4.50 -0.90 12.18
2013 1.60 -0.40 1.20 1.00 0.80 -4.80 2.50 -3.30 1.40 3.10 1.50 -0.20 4.18
2012 1.50 3.30 -2.60 0.10 1.30 -4.60 4.10 -0.30 -1.00 -3.90 -1.10 1.20 -2.37
2011 0.44 0.14 -1.21 4.50 -5.10 -2.00 -0.10 -6.60 -0.40 -1.30 -3.20 0.70 -13.66
2010 -1.98 -1.62 1.30 0.46 5.51 0.08 0.61 2.42 1.94 2.44 -2.28 1.50 10.60
2009 1.02 -0.38 0.26 0.96 3.97 -1.63 2.25 1.84 2.08 0.70 0.63 -0.21 11.99
2008 4.28 6.75 5.04 -2.35 -0.09 2.83 -2.43 4.83 -1.13 6.82 -0.03 -0.04 26.63
2007 -1.01 0.40 1.32 4.19 1.03 2.93 0.29 -3.66 4.69 -0.22 -0.20 0.03 9.93
2006 2.06 -2.76 5.58 3.58 -3.78 -2.79 -4.89 2.87 -0.26 0.13 2.65 2.19 4.05
2005 -1.06 4.61 2.29 -5.99 4.75 2.64 0.61 -0.49 1.73 -0.06 7.61 1.76 19.27
2004 1.46 4.11 5.01 -4.53 -2.01 2.29 -0.70 -1.97 -1.09 1.92 4.96 2.81 12.40
2003 2.88 3.15 -3.57 4.46 3.68 -0.27 2.51 1.73 -2.39 6.03 -0.40 2.55 21.85
2002 4.10 4.62 -4.80 0.84 3.08 -2.48 5.10

Portfolio Managers

No data filled

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -20.13% 28 17 05/2011 01/2015
2 -11.04% 3 9 05/2006 04/2007
3 -10.03% 15 0 06/2015 -
4 -7.86% 6 3 04/2004 12/2004
5 -5.99% 1 2 04/2005 06/2005

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.70%-0.99%-0.66%-0.06%-0.11%
% Positive33.33%16.67%25.00%41.67%44.44%
Avg. Pos. Period0.15%0.15%0.99%1.35%1.71%
Avg. Neg. Period-1.13%-1.21%-1.20%-1.04%-1.53%
Sharpe Ratio-4.03-4.26-1.90-0.11-0.16
Sortino Ratio-2.65-2.70-1.94-0.21-0.27
Monthly Volatility0.60%0.80%1.18%1.44%1.99%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.61%-6.60%.59%.56%-1.16%57.36%
3 Months 16.93%-11.04%1.74%1.61%-2.09%68.21%
6 Months 20.13%-14.69%3.60%4.00%-5.78%71.88%
1 Year 32.08%-14.99%7.61%8.70%-7.60%75.27%
2 Years 46.12%-16.46%15.71%19.26%-1.35%78.16%
3 Years 67.26%-14.66%24.85%19.42%-3.84%79.63%
5 Years 113.50%-1.61%44.60%25.33%10.38%97.10%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.

Strategy Description

Aktie-Ansvar Multistrategi 2xL is a double-leverage version of Aktie-Ansvar Multistrategi. In turn, Aktie-Ansvar Multistrategi is a fund of funds that invests in various underlying hedge funds managed by separate management teams with different management strategies. Aktie-Ansvar has formed partnerships with several leading hedge fund managers in the Nordics to form the pool of underlying funds. Aktie-Ansvar Multistrategi represents an alternative investment with minimal correlation with traditional asset classes such as equities and bonds.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM8M SEK
Inception DateJul 2002
Management Fee1.56%
Performance Fee20.00%

Company Information

CompanyAktie Ansvar
Principal -
AddressBiblioteksgatan 29, 6 tr
Stockholm, SE-114 35
Phone+4684073565
E-mail[email protected]
Websitewww.aktieansvar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.58 2.25 -0.25 -1.41 -1.28 -1.93 -0.04 -1.83 -1.09 0.15 -1.16 -5.92
2017 -1.60 -0.40 2.80 2.10 0.10 -1.40 -0.07 1.24 -0.37 2.92 0.56 -1.78 4.03
2016 1.10 4.30 -2.40 1.60 -2.10 -1.90 0.80 -2.50 1.70 4.40 -4.50 0.80 0.87
2015 5.50 2.00 1.80 0.00 0.00 -4.30 3.10 -3.00 -2.20 -1.00 1.00 -2.60 -0.14
2014 -2.40 3.70 1.10 1.40 3.00 -0.20 -1.40 2.60 0.30 0.10 4.50 -0.90 12.18
2013 1.60 -0.40 1.20 1.00 0.80 -4.80 2.50 -3.30 1.40 3.10 1.50 -0.20 4.18
2012 1.50 3.30 -2.60 0.10 1.30 -4.60 4.10 -0.30 -1.00 -3.90 -1.10 1.20 -2.37
2011 0.44 0.14 -1.21 4.50 -5.10 -2.00 -0.10 -6.60 -0.40 -1.30 -3.20 0.70 -13.66
2010 -1.98 -1.62 1.30 0.46 5.51 0.08 0.61 2.42 1.94 2.44 -2.28 1.50 10.60
2009 1.02 -0.38 0.26 0.96 3.97 -1.63 2.25 1.84 2.08 0.70 0.63 -0.21 11.99
2008 4.28 6.75 5.04 -2.35 -0.09 2.83 -2.43 4.83 -1.13 6.82 -0.03 -0.04 26.63
2007 -1.01 0.40 1.32 4.19 1.03 2.93 0.29 -3.66 4.69 -0.22 -0.20 0.03 9.93
2006 2.06 -2.76 5.58 3.58 -3.78 -2.79 -4.89 2.87 -0.26 0.13 2.65 2.19 4.05
2005 -1.06 4.61 2.29 -5.99 4.75 2.64 0.61 -0.49 1.73 -0.06 7.61 1.76 19.27
2004 1.46 4.11 5.01 -4.53 -2.01 2.29 -0.70 -1.97 -1.09 1.92 4.96 2.81 12.40
2003 2.88 3.15 -3.57 4.46 3.68 -0.27 2.51 1.73 -2.39 6.03 -0.40 2.55 21.85
2002 4.10 4.62 -4.80 0.84 3.08 -2.48 5.10

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -2.09%
Year to Date Return -5.92%
12 Month Return -7.60%
36 Month Return -3.84%
Total Return Annualized 6.90%
Winning Months (%) 57.36%
Average Winning Month 2.39%
Average Losing Month -1.87%
Total Return Cumulative 199.18%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.90
Sortino Ratio-1.94
Sterling-0.41
Calmar-0.89
Skewness1.37
Kurtosis2.40
Maximum Drawdown-8.52%
Correlation vs S&P 500-0.36
Annualized Volatility4.10%
Annualized Down. Deviation2.18%

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -20.13% 28 17 05/2011 01/2015
2 -11.04% 3 9 05/2006 04/2007
3 -10.03% 15 0 06/2015 -
4 -7.86% 6 3 04/2004 12/2004
5 -5.99% 1 2 04/2005 06/2005

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.70%-0.99%-0.66%-0.06%-0.11%
% Positive33.33%16.67%25.00%41.67%44.44%
Avg. Pos. Period0.15%0.15%0.99%1.35%1.71%
Avg. Neg. Period-1.13%-1.21%-1.20%-1.04%-1.53%
Sharpe Ratio-4.03-4.26-1.90-0.11-0.16
Sortino Ratio-2.65-2.70-1.94-0.21-0.27
Monthly Volatility0.60%0.80%1.18%1.44%1.99%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.61%-6.60%.59%.56%-1.16%57.36%
3 Months 16.93%-11.04%1.74%1.61%-2.09%68.21%
6 Months 20.13%-14.69%3.60%4.00%-5.78%71.88%
1 Year 32.08%-14.99%7.61%8.70%-7.60%75.27%
2 Years 46.12%-16.46%15.71%19.26%-1.35%78.16%
3 Years 67.26%-14.66%24.85%19.42%-3.84%79.63%
5 Years 113.50%-1.61%44.60%25.33%10.38%97.10%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.