Alfakraft Fonder AB

Alfa Quant Fund

Strategy Description

Alfa Quant Fund (AQF) is a multi-strategy fund that invests in Alfakraft’s single-strategy funds. The fund’s objective is to provide a high risk-adjusted return with low correlation with traditional asset classes such as stocks and bonds. Alfakraft’s single strategies have different trading frequencies, creating a unique time-diversification in AQF. The investment strategies of all underlying funds are based on quantitative models.
 

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureUnknown
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.00%
Performance Fee0.00%

Company Information

CompanyAlfakraft Fonder AB
Principal -
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.alfakraftfonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -4.45 -0.99 -5.45 -0.49 -2.57 1.28 0.30 -11.90
2018 -2.19 -5.17 -3.79 -1.44 -1.31 1.68 -1.03 -0.21 -0.61 -0.38 -0.01 0.41 -13.35
2017 -1.92 -1.55 -2.66 -0.90 -1.31 -0.70 1.78 0.21 -0.24 0.59 -0.69 -4.76 -11.63
2016 0.66 0.99 -0.34 0.80 -0.66 0.70 0.51 -1.47 -3.91 -1.23 -2.50 0.07 -6.32
2015 1.77 0.30 -0.82 -0.39 -0.62 -1.97 0.61 1.05 -1.15 -2.30 1.14 -3.69 -6.04
2014 -0.92 2.19 -1.03 -2.44 -1.23 0.18 0.30 -0.85 1.18 0.33 0.51 1.13 -0.74
2013 1.73 0.35 -1.73 -0.52 2.16 1.79 -2.77 0.38 1.91 0.35 0.34 0.53 4.49
2012 2.39 2.50 -0.51 -3.05 4.05 0.82 2.34 2.10 0.92 -1.18 -0.76 -0.99 8.73

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 -42.74% 51 0 03/2015 -
2 -4.99% 6 6 03/2014 02/2015
3 -3.54% 2 1 03/2012 05/2012
4 -3.10% 7 2 10/2012 06/2013
5 -2.77% 1 4 07/2013 11/2013

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.34%-1.34%-1.12%-1.33%-1.34%
% Positive66.67%33.33%25.00%25.00%22.22%
Avg. Pos. Period0.79%0.79%0.66%0.75%0.79%
Avg. Neg. Period-2.57%-2.38%-1.68%-1.99%-1.93%
Sharpe Ratio-0.70-2.09-1.96-2.26-2.52
Sortino Ratio-0.80-1.86-1.76-1.96-2.12
Monthly Volatility1.63%2.19%1.94%2.00%1.81%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.05%-5.45%-.42%-.38%.30%45.05%
3 Months 7.36%-11.66%-1.38%-.69%-1.03%37.08%
6 Months 9.32%-17.33%-2.71%-2.22%-7.80%33.72%
1 Year 8.73%-18.37%-5.46%-4.87%-12.61%32.50%
2 Years 13.61%-29.58%-10.31%-7.57%-27.40%26.47%
3 Years 12.77%-38.68%-14.62%-16.37%-38.46%17.86%
5 Years -.73%-40.28%-24.83%-28.57%-39.25%.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

Alfa Quant Fund (AQF) is a multi-strategy fund that invests in Alfakraft’s single-strategy funds. The fund’s objective is to provide a high risk-adjusted return with low correlation with traditional asset classes such as stocks and bonds. Alfakraft’s single strategies have different trading frequencies, creating a unique time-diversification in AQF. The investment strategies of all underlying funds are based on quantitative models.
 

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureUnknown
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.00%
Performance Fee0.00%

Company Information

CompanyAlfakraft Fonder AB
Principal -
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.alfakraftfonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -4.45 -0.99 -5.45 -0.49 -2.57 1.28 0.30 -11.90
2018 -2.19 -5.17 -3.79 -1.44 -1.31 1.68 -1.03 -0.21 -0.61 -0.38 -0.01 0.41 -13.35
2017 -1.92 -1.55 -2.66 -0.90 -1.31 -0.70 1.78 0.21 -0.24 0.59 -0.69 -4.76 -11.63
2016 0.66 0.99 -0.34 0.80 -0.66 0.70 0.51 -1.47 -3.91 -1.23 -2.50 0.07 -6.32
2015 1.77 0.30 -0.82 -0.39 -0.62 -1.97 0.61 1.05 -1.15 -2.30 1.14 -3.69 -6.04
2014 -0.92 2.19 -1.03 -2.44 -1.23 0.18 0.30 -0.85 1.18 0.33 0.51 1.13 -0.74
2013 1.73 0.35 -1.73 -0.52 2.16 1.79 -2.77 0.38 1.91 0.35 0.34 0.53 4.49
2012 2.39 2.50 -0.51 -3.05 4.05 0.82 2.34 2.10 0.92 -1.18 -0.76 -0.99 8.73

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -1.03%
Year to Date Return -11.90%
12 Month Return -12.61%
36 Month Return -38.46%
Total Return Annualized -5.15%
Winning Months (%) 45.05%
Average Winning Month 1.11%
Average Losing Month -1.68%
Total Return Cumulative -33.04%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.96
Sortino Ratio-1.76
Sterling-0.53
Calmar-0.90
Skewness-1.50
Kurtosis1.86
Maximum Drawdown-13.97%
Correlation vs S&P 500-0.14
Annualized Volatility6.73%
Annualized Down. Deviation6.57%

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 -42.74% 51 0 03/2015 -
2 -4.99% 6 6 03/2014 02/2015
3 -3.54% 2 1 03/2012 05/2012
4 -3.10% 7 2 10/2012 06/2013
5 -2.77% 1 4 07/2013 11/2013

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.34%-1.34%-1.12%-1.33%-1.34%
% Positive66.67%33.33%25.00%25.00%22.22%
Avg. Pos. Period0.79%0.79%0.66%0.75%0.79%
Avg. Neg. Period-2.57%-2.38%-1.68%-1.99%-1.93%
Sharpe Ratio-0.70-2.09-1.96-2.26-2.52
Sortino Ratio-0.80-1.86-1.76-1.96-2.12
Monthly Volatility1.63%2.19%1.94%2.00%1.81%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.05%-5.45%-.42%-.38%.30%45.05%
3 Months 7.36%-11.66%-1.38%-.69%-1.03%37.08%
6 Months 9.32%-17.33%-2.71%-2.22%-7.80%33.72%
1 Year 8.73%-18.37%-5.46%-4.87%-12.61%32.50%
2 Years 13.61%-29.58%-10.31%-7.57%-27.40%26.47%
3 Years 12.77%-38.68%-14.62%-16.37%-38.46%17.86%
5 Years -.73%-40.28%-24.83%-28.57%-39.25%.00%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

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.