Estlander & Partners

Estlander & Partners Glacies

Strategy Description

Estlander & Partners Glacies invests in several futures-based systematic investment strategies of different character, developed and operated by Estlander & Partners. The fund seeks to generate stable long-term returns by allocating to various systematically-managed risk premium strategies across different asset classes. The choice and combination of strategy-styles target stable performance in all market cycles. The fund aims to provide true diversification to equities and other assets.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment100,000 EUR
AUM1M EUR
Inception DateFeb 2019
Management Fee1.20%
Performance Fee10.00%

Company Information

CompanyEstlander & Partners
PrincipalMartin Estlander
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.69 -2.54 2.03
2022 -1.67 -5.89 -2.03 2.01 -0.45 -2.67 -1.27 -4.07 0.24 -0.58 -1.44 -6.01 -21.65
2021 -2.37 4.06 3.45 0.71 -0.33 0.17 -1.11 0.99 -2.79 0.47 0.80 0.17 4.08
2020 0.82 0.44 3.26 -0.38 -0.62 0.09 0.65 -0.50 -0.17 -0.58 0.53 2.21 5.82
2019 -0.06 0.57 1.74 -2.15 1.43 2.78 4.48 -2.69 -0.77 1.07 2.38 8.89

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 -22.96% 20 0 05/2021 -
2 -3.44% 2 3 09/2019 01/2020
3 -2.37% 1 1 01/2021 02/2021
4 -2.15% 1 2 05/2019 07/2019
5 -1.51% 7 2 04/2020 12/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.39%-0.99%-1.21%-0.83%-0.39%
% Positive33.33%33.33%25.00%41.67%44.44%
Avg. Pos. Period4.69%2.47%2.31%1.37%1.53%
Avg. Neg. Period-4.28%-2.64%-2.34%-2.35%-1.87%
Sharpe Ratio-1.00-1.02-1.54-1.12-0.53
Sortino Ratio-1.27-1.25-1.68-1.28-0.71
Monthly Volatility4.46%3.21%2.65%2.47%2.34%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.69%-6.01%-.06%.09%-2.54%51.02%
3 Months 8.92%-9.34%-.19%.04%-4.10%51.06%
6 Months 9.05%-12.56%-.09%.60%-5.80%52.27%
1 Year 13.29%-21.65%.34%5.87%-13.61%65.79%
2 Years 21.50%-18.46%3.21%4.03%-18.10%53.85%
3 Years 17.93%-13.71%.46%-.95%-13.05%50.00%
5 Years ------

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

Estlander & Partners Glacies invests in several futures-based systematic investment strategies of different character, developed and operated by Estlander & Partners. The fund seeks to generate stable long-term returns by allocating to various systematically-managed risk premium strategies across different asset classes. The choice and combination of strategy-styles target stable performance in all market cycles. The fund aims to provide true diversification to equities and other assets.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment100,000 EUR
AUM1M EUR
Inception DateFeb 2019
Management Fee1.20%
Performance Fee10.00%

Company Information

CompanyEstlander & Partners
PrincipalMartin Estlander
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.69 -2.54 2.03
2022 -1.67 -5.89 -2.03 2.01 -0.45 -2.67 -1.27 -4.07 0.24 -0.58 -1.44 -6.01 -21.65
2021 -2.37 4.06 3.45 0.71 -0.33 0.17 -1.11 0.99 -2.79 0.47 0.80 0.17 4.08
2020 0.82 0.44 3.26 -0.38 -0.62 0.09 0.65 -0.50 -0.17 -0.58 0.53 2.21 5.82
2019 -0.06 0.57 1.74 -2.15 1.43 2.78 4.48 -2.69 -0.77 1.07 2.38 8.89

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -2.54%
3 Month Return -4.10%
Year to Date Return 2.03%
12 Month Return -13.61%
36 Month Return -13.05%
Total Return Annualized -1.03%
Winning Months (%) 51.02%
Average Winning Month 1.61%
Average Losing Month -1.80%
Total Return Cumulative -4.12%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.54
Sortino Ratio-1.68
Sterling-0.54
Calmar-0.89
Skewness0.55
Kurtosis2.12
Maximum Drawdown-15.33%
Correlation vs S&P 5000.24
Annualized Volatility9.17%
Annualized Down. Deviation5.81%

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 -22.96% 20 0 05/2021 -
2 -3.44% 2 3 09/2019 01/2020
3 -2.37% 1 1 01/2021 02/2021
4 -2.15% 1 2 05/2019 07/2019
5 -1.51% 7 2 04/2020 12/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.39%-0.99%-1.21%-0.83%-0.39%
% Positive33.33%33.33%25.00%41.67%44.44%
Avg. Pos. Period4.69%2.47%2.31%1.37%1.53%
Avg. Neg. Period-4.28%-2.64%-2.34%-2.35%-1.87%
Sharpe Ratio-1.00-1.02-1.54-1.12-0.53
Sortino Ratio-1.27-1.25-1.68-1.28-0.71
Monthly Volatility4.46%3.21%2.65%2.47%2.34%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.69%-6.01%-.06%.09%-2.54%51.02%
3 Months 8.92%-9.34%-.19%.04%-4.10%51.06%
6 Months 9.05%-12.56%-.09%.60%-5.80%52.27%
1 Year 13.29%-21.65%.34%5.87%-13.61%65.79%
2 Years 21.50%-18.46%3.21%4.03%-18.10%53.85%
3 Years 17.93%-13.71%.46%-.95%-13.05%50.00%
5 Years ------

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.