SEB Asset Selection

SEB Asset Management

Strategy Description

SEB Asset Selection Fund is a fund with a high-risk level that takes positions globally in one or several of the following asset classes: equities, currencies, bonds and commodity indices. The return target is the risk-free rate plus 5 percentage points per year, measured as an average over a period of 3-5 years. The fund typically invests in short term bonds issued by governments or companies with the aim to generate the risk-free rate of return. In pursuit of excess return, the fund takes derivatives positions (mainly in futures and forwards) on indices or single instruments within the equity, bond, currency and commodity markets. The futures and forwards positions may be "long” or "short”.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 SEK
AUM7,327M SEK
Inception DateOct 2006
Management Fee1.10%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanySEB Asset Management
AddressSveavägen 8
Stockholm, 106 40
Phone+46 771 365 365
E-mail[email protected]
Websitewww.seb.se/fonder
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 3.47 5.61 3.33 0.25 1.79 0.22 -3.43 -10.79 0.01 -2.49 2.64 -0.44
2023 -2.81 4.42 -5.89 1.95 0.66 3.76 -0.97 -0.56 -0.66 0.32 -2.68 -4.70 -7.43
2022 1.33 -1.68 6.59 6.85 -0.36 4.21 -3.24 4.65 4.83 -0.83 -3.73 -2.58 16.32
2021 0.30 2.78 1.93 0.63 0.65 -1.17 -1.00 -0.15 0.18 2.57 -4.05 1.43 3.98
2020 -1.67 -1.57 1.20 -3.00 -1.17 -1.65 1.65 -0.01 -1.39 -0.88 6.06 3.70 0.90
2019 -2.96 -1.08 4.44 1.45 0.45 1.42 2.63 2.62 -3.22 -3.60 0.91 -0.66 2.06
2018 4.39 -5.92 -2.04 -1.31 -2.52 1.90 -0.65 0.69 -1.35 -1.43 -1.34 2.47 -7.25
2017 -1.98 1.66 -0.75 0.03 0.62 -2.18 2.72 -0.69 -1.76 2.04 0.41 -1.16 -1.18
2016 4.22 1.83 -2.80 -0.84 -2.15 4.57 1.01 -0.71 0.09 -2.96 1.11 1.95 5.10
2015 7.24 -0.12 2.53 -3.43 -0.25 -3.18 1.46 -1.04 1.41 -3.94 0.78 -2.42 -1.48
2014 -3.04 2.88 -0.03 0.98 3.43 2.28 -1.05 3.95 0.37 -0.26 4.41 2.21 17.06
2013 2.81 -0.07 2.44 2.60 -2.97 -1.86 -1.05 -0.08 -2.46 2.38 2.63 0.44 4.65
2012 -1.97 -0.33 -1.21 0.16 1.43 -3.86 2.54 -1.39 0.61 -1.83 1.02 1.33 -3.62
2011 -1.04 1.61 -2.50 2.78 -1.98 -1.27 4.18 1.04 1.70 -4.80 1.00 2.38 2.77
2010 -3.83 1.23 2.75 1.75 -2.04 -0.55 -0.40 1.38 0.56 1.36 -3.26 3.32 2.00
2009 -0.86 1.12 -3.65 -2.02 1.94 -1.21 -0.16 0.52 3.12 -0.63 1.96 -2.34 -2.40
2008 3.96 2.89 0.59 -4.36 0.64 1.56 -2.14 1.42 2.78 8.64 6.49 1.61 26.12
2007 0.39 -0.85 -0.25 3.65 2.51 1.78 -1.84 -1.35 3.35 3.61 0.44 -2.66 8.85
2006 0.88 2.50 0.45 3.87

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 -19.09% 67 18 04/2015 04/2022
2 -16.48% 25 0 10/2022 -
3 -8.17% 5 8 05/2013 05/2014
4 -7.32% 13 6 10/2011 04/2013
5 -6.38% 11 15 03/2009 04/2011

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.03%-2.41%-0.44%-0.45%0.23%
% Positive66.67%50.00%66.67%54.17%55.56%
Avg. Pos. Period1.32%0.96%2.16%2.19%2.92%
Avg. Neg. Period-2.49%-5.57%-5.35%-3.42%-2.96%
Sharpe Ratio0.09-1.87-0.28-0.360.28
Sortino Ratio0.07-1.76-0.42-0.520.31
Monthly Volatility2.09%4.27%4.28%3.62%3.72%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.64%-10.79%0.32%0.38%2.64%54.59%
3 Months 18.91%-13.85%0.96%0.19%0.09%54.17%
6 Months 21.48%-14.30%2.04%1.04%-13.59%56.81%
1 Year 29.47%-13.78%4.13%2.49%-5.11%66.18%
2 Years 41.83%-15.79%8.26%5.53%-10.22%69.23%
3 Years 40.65%-13.81%11.54%10.79%8.74%77.60%
5 Years 48.20%-14.04%16.22%18.78%11.73%85.53%

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

SEB Asset Selection Fund is a fund with a high-risk level that takes positions globally in one or several of the following asset classes: equities, currencies, bonds and commodity indices. The return target is the risk-free rate plus 5 percentage points per year, measured as an average over a period of 3-5 years. The fund typically invests in short term bonds issued by governments or companies with the aim to generate the risk-free rate of return. In pursuit of excess return, the fund takes derivatives positions (mainly in futures and forwards) on indices or single instruments within the equity, bond, currency and commodity markets. The futures and forwards positions may be "long” or "short”.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 SEK
AUM7,327M SEK
Inception DateOct 2006
Management Fee1.10%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanySEB Asset Management
AddressSveavägen 8
Stockholm, 106 40
Phone+46 771 365 365
E-mail[email protected]
Websitewww.seb.se/fonder
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 3.47 5.61 3.33 0.25 1.79 0.22 -3.43 -10.79 0.01 -2.49 2.64 -0.44
2023 -2.81 4.42 -5.89 1.95 0.66 3.76 -0.97 -0.56 -0.66 0.32 -2.68 -4.70 -7.43
2022 1.33 -1.68 6.59 6.85 -0.36 4.21 -3.24 4.65 4.83 -0.83 -3.73 -2.58 16.32
2021 0.30 2.78 1.93 0.63 0.65 -1.17 -1.00 -0.15 0.18 2.57 -4.05 1.43 3.98
2020 -1.67 -1.57 1.20 -3.00 -1.17 -1.65 1.65 -0.01 -1.39 -0.88 6.06 3.70 0.90
2019 -2.96 -1.08 4.44 1.45 0.45 1.42 2.63 2.62 -3.22 -3.60 0.91 -0.66 2.06
2018 4.39 -5.92 -2.04 -1.31 -2.52 1.90 -0.65 0.69 -1.35 -1.43 -1.34 2.47 -7.25
2017 -1.98 1.66 -0.75 0.03 0.62 -2.18 2.72 -0.69 -1.76 2.04 0.41 -1.16 -1.18
2016 4.22 1.83 -2.80 -0.84 -2.15 4.57 1.01 -0.71 0.09 -2.96 1.11 1.95 5.10
2015 7.24 -0.12 2.53 -3.43 -0.25 -3.18 1.46 -1.04 1.41 -3.94 0.78 -2.42 -1.48
2014 -3.04 2.88 -0.03 0.98 3.43 2.28 -1.05 3.95 0.37 -0.26 4.41 2.21 17.06
2013 2.81 -0.07 2.44 2.60 -2.97 -1.86 -1.05 -0.08 -2.46 2.38 2.63 0.44 4.65
2012 -1.97 -0.33 -1.21 0.16 1.43 -3.86 2.54 -1.39 0.61 -1.83 1.02 1.33 -3.62
2011 -1.04 1.61 -2.50 2.78 -1.98 -1.27 4.18 1.04 1.70 -4.80 1.00 2.38 2.77
2010 -3.83 1.23 2.75 1.75 -2.04 -0.55 -0.40 1.38 0.56 1.36 -3.26 3.32 2.00
2009 -0.86 1.12 -3.65 -2.02 1.94 -1.21 -0.16 0.52 3.12 -0.63 1.96 -2.34 -2.40
2008 3.96 2.89 0.59 -4.36 0.64 1.56 -2.14 1.42 2.78 8.64 6.49 1.61 26.12
2007 0.39 -0.85 -0.25 3.65 2.51 1.78 -1.84 -1.35 3.35 3.61 0.44 -2.66 8.85
2006 0.88 2.50 0.45 3.87

Portfolio Managers

No data filled

Return Statistics

Last Month Return 2.64%
3 Month Return 0.09%
Year to Date Return -0.44%
12 Month Return -5.11%
36 Month Return 8.74%
Total Return Annualized 3.53%
Winning Months (%) 54.59%
Average Winning Month 2.23%
Average Losing Month -1.97%
Total Return Cumulative 87.64%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.28
Sortino Ratio-0.42
Sterling-0.20
Calmar-0.32
Skewness-1.27
Kurtosis2.60
Maximum Drawdown-15.99%
Correlation vs S&P 5000.22
Annualized Volatility14.83%
Annualized Down. Deviation11.21%

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 -19.09% 67 18 04/2015 04/2022
2 -16.48% 25 0 10/2022 -
3 -8.17% 5 8 05/2013 05/2014
4 -7.32% 13 6 10/2011 04/2013
5 -6.38% 11 15 03/2009 04/2011

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.03%-2.41%-0.44%-0.45%0.23%
% Positive66.67%50.00%66.67%54.17%55.56%
Avg. Pos. Period1.32%0.96%2.16%2.19%2.92%
Avg. Neg. Period-2.49%-5.57%-5.35%-3.42%-2.96%
Sharpe Ratio0.09-1.87-0.28-0.360.28
Sortino Ratio0.07-1.76-0.42-0.520.31
Monthly Volatility2.09%4.27%4.28%3.62%3.72%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.64%-10.79%0.32%0.38%2.64%54.59%
3 Months 18.91%-13.85%0.96%0.19%0.09%54.17%
6 Months 21.48%-14.30%2.04%1.04%-13.59%56.81%
1 Year 29.47%-13.78%4.13%2.49%-5.11%66.18%
2 Years 41.83%-15.79%8.26%5.53%-10.22%69.23%
3 Years 40.65%-13.81%11.54%10.79%8.74%77.60%
5 Years 48.20%-14.04%16.22%18.78%11.73%85.53%

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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