Aktie Ansvar

Aktie-Ansvar Trendhedge

Strategy Description

Aktie-Ansvar Trendhedge is hedge fund employing a systematic trend following strategy to identify investment opportunities. The fund’s statistical models analyze market price movements to identify situations in which there is a high likelihood that future price movements will go in a certain direction. Aktie-Ansvar Trendhedge distributes investments across a high number of markets worldwide to improve diversification. The fund’s objective is to generate a positive return that is not correlated with traditional asset classes. 

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM28M SEK
Inception DateJul 2002
Management Fee1.50%
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 6.25 -3.38 -0.02 -0.72 -4.99 -2.89 1.45 1.63 -1.82 -5.59 -6.27 4.21 -12.24
2017 -1.50 0.90 -1.80 0.20 -0.90 -1.60 2.20 -0.47 -1.46 4.60 -0.91 -0.45 -1.37
2016 2.90 3.70 -3.80 -2.10 -3.50 1.20 1.30 -2.50 -2.00 -2.90 2.50 1.20 -4.32
2015 5.50 0.30 -0.50 -2.20 -1.50 -2.90 1.90 -2.90 1.20 -3.30 3.10 -2.60 -4.24
2014 -3.90 2.30 -2.80 -0.20 5.00 1.30 -0.10 4.40 1.60 -1.60 4.80 1.90 12.95
2013 4.70 1.30 1.10 1.60 -1.10 -2.40 -1.40 -5.80 -2.00 1.70 -0.90 1.90 -1.70
2012 0.80 3.50 -4.30 1.50 4.00 -6.00 5.80 -0.90 0.20 -6.90 -2.10 1.00 -4.19
2011 0.46 2.57 -1.20 5.48 -8.60 -2.10 1.50 2.70 0.90 -6.30 -3.70 0.40 -8.44
2010 -7.45 -1.16 4.22 1.22 0.43 1.31 -0.63 3.05 2.37 1.53 -0.76 4.88 8.77
2009 -1.08 -0.36 -3.29 -1.74 9.00 -1.94 2.62 1.96 1.05 -1.05 2.94 -2.64 4.97
2008 7.16 11.30 -3.99 2.73 0.95 3.17 -7.33 0.66 -3.31 10.87 3.81 3.16 31.20
2007 -0.88 -2.65 -1.66 6.55 4.22 1.69 -2.29 -10.97 10.49 5.48 -3.12 0.81 6.10
2006 6.28 -4.80 2.40 5.65 -2.68 -5.43 -3.10 5.72 -2.46 0.70 3.26 -1.46 3.15
2005 -2.75 4.05 -0.66 -2.82 4.33 3.67 -0.45 1.86 -0.91 -2.07 8.42 -0.64 12.00
2004 2.44 7.11 -0.68 -7.76 -2.46 -2.42 -0.75 -3.17 0.66 3.04 7.64 1.76 4.46
2003 9.06 5.98 -7.02 3.06 6.27 -4.63 0.61 -1.04 -0.26 9.63 -1.75 5.22 26.33
2002 2.46 1.86 3.06 -4.27 -1.76 4.79 6.00

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 -30.97% 91 0 05/2011 -
2 -16.20% 6 10 03/2004 06/2005
3 -13.01% 2 2 07/2007 10/2007
4 -10.94% 3 7 12/2009 09/2010
5 -10.82% 3 11 05/2006 06/2007

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.67%-1.14%-1.08%-0.60%-0.52%
% Positive33.33%50.00%33.33%33.33%38.89%
Avg. Pos. Period4.21%2.43%3.39%2.68%2.45%
Avg. Neg. Period-5.93%-4.56%-3.21%-2.17%-2.34%
Sharpe Ratio-1.84-0.95-0.94-0.65-0.58
Sortino Ratio-1.90-1.13-1.19-0.89-0.81
Monthly Volatility4.79%3.86%3.75%2.97%2.86%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.30%-10.97%0.42%0.35%4.21%51.52%
3 Months 21.12%-13.12%1.20%1.33%-7.78%60.20%
6 Months 35.76%-16.20%2.52%2.24%-6.65%55.96%
1 Year 31.20%-16.16%5.04%3.72%-12.24%59.89%
2 Years 56.43%-16.92%9.87%10.16%-13.44%68.57%
3 Years 57.61%-23.42%16.09%9.49%-17.18%74.85%
5 Years 92.11%-12.71%29.33%22.55%-10.42%67.63%

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 Trendhedge is hedge fund employing a systematic trend following strategy to identify investment opportunities. The fund’s statistical models analyze market price movements to identify situations in which there is a high likelihood that future price movements will go in a certain direction. Aktie-Ansvar Trendhedge distributes investments across a high number of markets worldwide to improve diversification. The fund’s objective is to generate a positive return that is not correlated with traditional asset classes. 

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM28M SEK
Inception DateJul 2002
Management Fee1.50%
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 6.25 -3.38 -0.02 -0.72 -4.99 -2.89 1.45 1.63 -1.82 -5.59 -6.27 4.21 -12.24
2017 -1.50 0.90 -1.80 0.20 -0.90 -1.60 2.20 -0.47 -1.46 4.60 -0.91 -0.45 -1.37
2016 2.90 3.70 -3.80 -2.10 -3.50 1.20 1.30 -2.50 -2.00 -2.90 2.50 1.20 -4.32
2015 5.50 0.30 -0.50 -2.20 -1.50 -2.90 1.90 -2.90 1.20 -3.30 3.10 -2.60 -4.24
2014 -3.90 2.30 -2.80 -0.20 5.00 1.30 -0.10 4.40 1.60 -1.60 4.80 1.90 12.95
2013 4.70 1.30 1.10 1.60 -1.10 -2.40 -1.40 -5.80 -2.00 1.70 -0.90 1.90 -1.70
2012 0.80 3.50 -4.30 1.50 4.00 -6.00 5.80 -0.90 0.20 -6.90 -2.10 1.00 -4.19
2011 0.46 2.57 -1.20 5.48 -8.60 -2.10 1.50 2.70 0.90 -6.30 -3.70 0.40 -8.44
2010 -7.45 -1.16 4.22 1.22 0.43 1.31 -0.63 3.05 2.37 1.53 -0.76 4.88 8.77
2009 -1.08 -0.36 -3.29 -1.74 9.00 -1.94 2.62 1.96 1.05 -1.05 2.94 -2.64 4.97
2008 7.16 11.30 -3.99 2.73 0.95 3.17 -7.33 0.66 -3.31 10.87 3.81 3.16 31.20
2007 -0.88 -2.65 -1.66 6.55 4.22 1.69 -2.29 -10.97 10.49 5.48 -3.12 0.81 6.10
2006 6.28 -4.80 2.40 5.65 -2.68 -5.43 -3.10 5.72 -2.46 0.70 3.26 -1.46 3.15
2005 -2.75 4.05 -0.66 -2.82 4.33 3.67 -0.45 1.86 -0.91 -2.07 8.42 -0.64 12.00
2004 2.44 7.11 -0.68 -7.76 -2.46 -2.42 -0.75 -3.17 0.66 3.04 7.64 1.76 4.46
2003 9.06 5.98 -7.02 3.06 6.27 -4.63 0.61 -1.04 -0.26 9.63 -1.75 5.22 26.33
2002 2.46 1.86 3.06 -4.27 -1.76 4.79 6.00

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -7.78%
Year to Date Return -12.24%
12 Month Return -12.24%
36 Month Return -17.18%
Total Return Annualized 4.24%
Winning Months (%) 51.52%
Average Winning Month 3.35%
Average Losing Month -2.69%
Total Return Cumulative 98.40%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.94
Sortino Ratio-1.19
Sterling-0.40
Calmar-0.59
Skewness0.49
Kurtosis0.06
Maximum Drawdown-20.74%
Correlation vs S&P 5000.15
Annualized Volatility12.97%
Annualized Down. Deviation7.41%

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 -30.97% 91 0 05/2011 -
2 -16.20% 6 10 03/2004 06/2005
3 -13.01% 2 2 07/2007 10/2007
4 -10.94% 3 7 12/2009 09/2010
5 -10.82% 3 11 05/2006 06/2007

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.67%-1.14%-1.08%-0.60%-0.52%
% Positive33.33%50.00%33.33%33.33%38.89%
Avg. Pos. Period4.21%2.43%3.39%2.68%2.45%
Avg. Neg. Period-5.93%-4.56%-3.21%-2.17%-2.34%
Sharpe Ratio-1.84-0.95-0.94-0.65-0.58
Sortino Ratio-1.90-1.13-1.19-0.89-0.81
Monthly Volatility4.79%3.86%3.75%2.97%2.86%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.30%-10.97%0.42%0.35%4.21%51.52%
3 Months 21.12%-13.12%1.20%1.33%-7.78%60.20%
6 Months 35.76%-16.20%2.52%2.24%-6.65%55.96%
1 Year 31.20%-16.16%5.04%3.72%-12.24%59.89%
2 Years 56.43%-16.92%9.87%10.16%-13.44%68.57%
3 Years 57.61%-23.42%16.09%9.49%-17.18%74.85%
5 Years 92.11%-12.71%29.33%22.55%-10.42%67.63%

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.