Lynx Constellation Program

Lynx Asset Management AB

Strategy Description

The Lynx Constellation Program’s objective is to generate attractive risk adjusted returns which are differentiated from other traditional and alternative investments by employing machine learning models to identify both linear and non-linear relationships across a broadly diversified portfolio of markets. Lynx Constellation employs systematic models utilizing a range of machine learning techniques to forecast market prices. These forecasts are assigned dynamic weights based on their expected prediction accuracy and marginal contribution to the portfolio. An optimal portfolio is then constructed attempting to maximize risk-adjusted return while minimizing trading costs. The forecasting models are equipped to identify and exploit imbalances in the most liquid futures markets globally. Some of these imbalances are based on investor tendencies and behavioral biases such as herding, while others are based on repeating patterns of price action influenced by other markets and/or factors such as seasonality. As the models constantly adapt to – and learn from – new information, the market phenomenon exploited at any given time will change with the environment.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureMutual Fund
Fund DomicileBermuda
Minimum Investment250,000 USD
AUM -
Inception DateOct 2019
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyLynx Asset Management AB
PrincipalSvante Bergström
AddressNorrmalmstorg 14
Stockholm, SE-103 86
Phone+46 08–663 33 60
E-mail[email protected]
Websitewww.lynxhedge.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.81 3.02 2.38 0.18 -0.09 -1.51 1.95 -1.97 -0.35 6.46
2023 -0.81 0.45 -5.22 1.87 2.81 4.31 -2.20 2.09 3.61 0.74 0.65 2.11 10.50
2022 -3.86 2.00 4.89 0.63 6.29 5.49 -0.15 1.14 4.44 -0.75 -6.40 4.11 18.39
2021 -2.51 2.57 -1.45 -4.06 3.15 -7.25 0.69 -1.39 -7.22 -1.57 -1.94 0.13 -19.47
2020 2.45 -0.15 -6.47 2.18 0.08 1.31 2.10 -1.77 0.28 -1.54 -0.50 3.00 0.60
2019 -0.06 2.07 -2.07 -0.10

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 -23.98% 24 21 02/2020 10/2023
2 -2.31% 2 0 08/2024 -
3 -2.07% 1 1 12/2019 01/2020
4 -1.60% 2 1 05/2024 07/2024
5 -0.06% 1 1 10/2019 11/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.14%-0.31%0.81%0.54%0.83%
% Positive33.33%33.33%66.67%62.50%63.89%
Avg. Pos. Period1.95%1.07%1.73%2.21%2.53%
Avg. Neg. Period-1.16%-0.98%-0.98%-2.14%-2.06%
Sharpe Ratio-0.27-0.821.810.751.06
Sortino Ratio-0.41-1.043.901.021.71
Monthly Volatility1.61%1.26%1.58%2.65%2.84%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.29%-7.25%0.25%0.37%-0.35%56.67%
3 Months 12.83%-10.45%0.78%0.25%-0.41%51.72%
6 Months 20.54%-17.53%1.74%1.18%-1.82%58.18%
1 Year 26.88%-21.03%3.48%3.61%10.22%63.27%
2 Years 41.29%-23.98%5.01%-2.99%13.77%45.95%
3 Years 34.59%-9.79%6.29%2.67%34.59%52.00%
5 Years 12.70%12.70%12.70%12.70%12.70%100.00%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

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

The Lynx Constellation Program’s objective is to generate attractive risk adjusted returns which are differentiated from other traditional and alternative investments by employing machine learning models to identify both linear and non-linear relationships across a broadly diversified portfolio of markets. Lynx Constellation employs systematic models utilizing a range of machine learning techniques to forecast market prices. These forecasts are assigned dynamic weights based on their expected prediction accuracy and marginal contribution to the portfolio. An optimal portfolio is then constructed attempting to maximize risk-adjusted return while minimizing trading costs. The forecasting models are equipped to identify and exploit imbalances in the most liquid futures markets globally. Some of these imbalances are based on investor tendencies and behavioral biases such as herding, while others are based on repeating patterns of price action influenced by other markets and/or factors such as seasonality. As the models constantly adapt to – and learn from – new information, the market phenomenon exploited at any given time will change with the environment.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureMutual Fund
Fund DomicileBermuda
Minimum Investment250,000 USD
AUM -
Inception DateOct 2019
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyLynx Asset Management AB
PrincipalSvante Bergström
AddressNorrmalmstorg 14
Stockholm, SE-103 86
Phone+46 08–663 33 60
E-mail[email protected]
Websitewww.lynxhedge.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.81 3.02 2.38 0.18 -0.09 -1.51 1.95 -1.97 -0.35 6.46
2023 -0.81 0.45 -5.22 1.87 2.81 4.31 -2.20 2.09 3.61 0.74 0.65 2.11 10.50
2022 -3.86 2.00 4.89 0.63 6.29 5.49 -0.15 1.14 4.44 -0.75 -6.40 4.11 18.39
2021 -2.51 2.57 -1.45 -4.06 3.15 -7.25 0.69 -1.39 -7.22 -1.57 -1.94 0.13 -19.47
2020 2.45 -0.15 -6.47 2.18 0.08 1.31 2.10 -1.77 0.28 -1.54 -0.50 3.00 0.60
2019 -0.06 2.07 -2.07 -0.10

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -0.35%
3 Month Return -0.41%
Year to Date Return 6.46%
12 Month Return 10.22%
36 Month Return 34.59%
Total Return Annualized 2.42%
Winning Months (%) 56.67%
Average Winning Month 2.29%
Average Losing Month -2.43%
Total Return Cumulative 12.70%

Risk Statistics (12M)

1 Year
Sharpe Ratio1.81
Sortino Ratio3.90
Sterling0.83
Calmar4.42
Skewness-0.32
Kurtosis-0.45
Maximum Drawdown-2.31%
Correlation vs S&P 5000.10
Annualized Volatility5.48%
Annualized Down. Deviation2.71%

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 -23.98% 24 21 02/2020 10/2023
2 -2.31% 2 0 08/2024 -
3 -2.07% 1 1 12/2019 01/2020
4 -1.60% 2 1 05/2024 07/2024
5 -0.06% 1 1 10/2019 11/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.14%-0.31%0.81%0.54%0.83%
% Positive33.33%33.33%66.67%62.50%63.89%
Avg. Pos. Period1.95%1.07%1.73%2.21%2.53%
Avg. Neg. Period-1.16%-0.98%-0.98%-2.14%-2.06%
Sharpe Ratio-0.27-0.821.810.751.06
Sortino Ratio-0.41-1.043.901.021.71
Monthly Volatility1.61%1.26%1.58%2.65%2.84%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.29%-7.25%0.25%0.37%-0.35%56.67%
3 Months 12.83%-10.45%0.78%0.25%-0.41%51.72%
6 Months 20.54%-17.53%1.74%1.18%-1.82%58.18%
1 Year 26.88%-21.03%3.48%3.61%10.22%63.27%
2 Years 41.29%-23.98%5.01%-2.99%13.77%45.95%
3 Years 34.59%-9.79%6.29%2.67%34.59%52.00%
5 Years 12.70%12.70%12.70%12.70%12.70%100.00%

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.

Powered and provided by Fundpeak.com. Copyright © 2024
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Nordic Business Media AB
BOX 7285
SE-103 89 Stockholm, Sweden

Corporate No.: 556838-6170
VAT No.: SE-556838617001

Tel.:+46 (0) 8 5333 8688
Mob.: +46 (0) 7 06566688
E-mail: [email protected]

© 2022 Nordic Business Media AB

About Us

Manager Login

Cookie Policy

Privacy Policy