Crescit Protect

Crescit Asset Management

Strategy Description

Crescit Protect uses equity derivatives to expose investors to equity returns over an economic cycle. The goal is to create MSCI World-like returns with lower volatility. Crescit Protect allocates geographically to global equity indices through a systematic derivatives-base strategy. The underlying exposure is protected via an ongoing put-buying program financed by selling short-dated out-of-the-money call options. To ensure capital protection, the exposure is controlled via a risk mechanism that is dependent on the long-dated fixed-income rates in relation to the fund’s NAV.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment100,000 USD
AUM -
Inception DateApr 2019
Management Fee1.15%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyCrescit Asset Management
AddressBirger Jarlsgatan 8
Stockholm, 114 34
Phone+46 (0) 8 1213 7676
E-mail[email protected]
Websitewww.crescit.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.15 2.86 2.76 -2.51 2.35 0.90 1.13 0.02 1.15 -1.06 3.36 13.74
2023 4.57 -1.07 1.80 1.65 -0.58 3.88 1.57 -2.32 -3.39 -2.46 4.51 2.29 10.50
2022 -4.44 -2.31 0.62 -3.23 -2.46 -4.50 3.42 -3.03 -5.02 3.67 3.82 -4.39 -17.01
2021 -0.06 2.68 2.46 3.23 0.57 0.96 1.61 2.18 -3.26 3.77 -0.64 3.30 17.90
2020 -1.51 -4.75 1.59 0.83 0.99 0.63 2.64 4.97 -2.48 -3.00 7.83 2.60 10.11
2019 1.48 -4.92 4.32 1.03 -3.01 1.14 0.25 2.50 2.62 5.19

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 -19.35% 9 22 01/2022 07/2024
2 -6.19% 2 5 01/2020 07/2020
3 -5.41% 2 1 09/2020 11/2020
4 -4.92% 1 2 05/2019 07/2019
5 -3.26% 1 1 09/2021 10/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.13%0.91%1.27%0.77%0.21%
% Positive66.67%83.33%83.33%66.67%58.33%
Avg. Pos. Period2.26%1.31%1.90%2.31%2.47%
Avg. Neg. Period-1.06%-1.06%-1.79%-2.22%-2.85%
Sharpe Ratio2.212.372.661.120.30
Sortino Ratio6.427.275.591.820.36
Monthly Volatility1.80%1.34%1.67%2.47%2.92%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.83%-5.02%0.56%1.08%3.36%64.71%
3 Months 10.57%-9.86%1.66%2.50%3.44%68.18%
6 Months 20.08%-15.33%3.41%4.51%5.57%73.02%
1 Year 27.08%-17.01%6.90%8.20%16.34%73.68%
2 Years 34.37%-11.95%12.12%12.56%20.16%71.11%
3 Years 28.27%3.58%13.32%11.89%7.75%100.00%
5 Years 39.83%29.90%36.84%37.80%38.96%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

Crescit Protect uses equity derivatives to expose investors to equity returns over an economic cycle. The goal is to create MSCI World-like returns with lower volatility. Crescit Protect allocates geographically to global equity indices through a systematic derivatives-base strategy. The underlying exposure is protected via an ongoing put-buying program financed by selling short-dated out-of-the-money call options. To ensure capital protection, the exposure is controlled via a risk mechanism that is dependent on the long-dated fixed-income rates in relation to the fund’s NAV.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment100,000 USD
AUM -
Inception DateApr 2019
Management Fee1.15%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyCrescit Asset Management
AddressBirger Jarlsgatan 8
Stockholm, 114 34
Phone+46 (0) 8 1213 7676
E-mail[email protected]
Websitewww.crescit.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.15 2.86 2.76 -2.51 2.35 0.90 1.13 0.02 1.15 -1.06 3.36 13.74
2023 4.57 -1.07 1.80 1.65 -0.58 3.88 1.57 -2.32 -3.39 -2.46 4.51 2.29 10.50
2022 -4.44 -2.31 0.62 -3.23 -2.46 -4.50 3.42 -3.03 -5.02 3.67 3.82 -4.39 -17.01
2021 -0.06 2.68 2.46 3.23 0.57 0.96 1.61 2.18 -3.26 3.77 -0.64 3.30 17.90
2020 -1.51 -4.75 1.59 0.83 0.99 0.63 2.64 4.97 -2.48 -3.00 7.83 2.60 10.11
2019 1.48 -4.92 4.32 1.03 -3.01 1.14 0.25 2.50 2.62 5.19

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 3.36%
3 Month Return 3.44%
Year to Date Return 13.74%
12 Month Return 16.34%
36 Month Return 7.75%
Total Return Annualized 6.44%
Winning Months (%) 64.71%
Average Winning Month 2.38%
Average Losing Month -2.77%
Total Return Cumulative 42.44%

Risk Statistics (12M)

1 Year
Sharpe Ratio2.66
Sortino Ratio5.59
Sterling1.31
Calmar6.51
Skewness-1.18
Kurtosis1.46
Maximum Drawdown-2.51%
Correlation vs S&P 5000.91
Annualized Volatility5.79%
Annualized Down. Deviation2.51%

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 -19.35% 9 22 01/2022 07/2024
2 -6.19% 2 5 01/2020 07/2020
3 -5.41% 2 1 09/2020 11/2020
4 -4.92% 1 2 05/2019 07/2019
5 -3.26% 1 1 09/2021 10/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.13%0.91%1.27%0.77%0.21%
% Positive66.67%83.33%83.33%66.67%58.33%
Avg. Pos. Period2.26%1.31%1.90%2.31%2.47%
Avg. Neg. Period-1.06%-1.06%-1.79%-2.22%-2.85%
Sharpe Ratio2.212.372.661.120.30
Sortino Ratio6.427.275.591.820.36
Monthly Volatility1.80%1.34%1.67%2.47%2.92%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.83%-5.02%0.56%1.08%3.36%64.71%
3 Months 10.57%-9.86%1.66%2.50%3.44%68.18%
6 Months 20.08%-15.33%3.41%4.51%5.57%73.02%
1 Year 27.08%-17.01%6.90%8.20%16.34%73.68%
2 Years 34.37%-11.95%12.12%12.56%20.16%71.11%
3 Years 28.27%3.58%13.32%11.89%7.75%100.00%
5 Years 39.83%29.90%36.84%37.80%38.96%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.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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