Merrant Alpha Select SEK

Merrant Fonder

Merrant Alpha Select SEK represents a feeder fund of Merrant Alpha Select (USD). Merrant Alpha Select (USD) is a market neutral fund of funds investing in 8-20 mutually-uncorrelated hedge funds. The fund is constructed to generate positive returns throughout the economic cycle while preserving capital and maintaining low-to-negative correlation to major equity and bond market indexes. The fund’s strategy exhibits low downside risk, high consistency and positive skewness of returns. Merrant only invests in highly liquid, repeatable and valid strategies with a proven track record in volatile and changing market conditions. The fund targets capital appreciation in excess of 5% per annum with low overall volatility and low downside risk. 

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUnknown
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM650M SEK
Inception DateMar 2011
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyMerrant Fonder
AddressGrev Turegatan 35
Stockholm, 11438
Phone+46-8-7795070
E-mail[email protected]
Websitewww.merrant.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 0.75 0.47 -0.69 -0.26 -2.10 0.37 0.00 0.22 -0.57 -0.67 -0.26 -2.74
2018 0.06 0.17 -0.01 -0.14 0.11 -0.22 -0.05 -0.09 -0.24 0.01 -0.37 -0.29 -1.06
2017 0.51 -0.26 0.11 0.37 0.23 0.03 -0.32 -0.24 0.15 -0.10 -0.76 -0.27 -0.56
2016 0.23 -0.47 -0.11 0.15 0.25 -0.14 0.35 0.19 0.34 -0.29 0.02 0.16 0.68
2015 0.06 0.90 0.80 0.50 0.80 -0.62 0.36 0.19 0.01 0.57 0.29 0.18 4.11
2014 0.60 0.48 -0.66 -0.85 0.58 1.03 0.28 0.54 0.70 0.30 0.62 0.60 4.29
2013 0.85 0.52 0.55 1.69 0.19 -0.58 0.32 0.28 0.57 0.49 0.62 0.95 6.63
2012 0.83 0.63 0.29 0.25 0.18 0.33 0.62 0.52 0.38 0.60 0.65 0.68 6.12
2011 1.01 0.49 0.23 0.25 0.23 -0.64 0.13 0.21 0.48 0.49 2.91

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 -5.24% 29 0 07/2017 -
2 -1.50% 2 2 03/2014 06/2014
3 -0.64% 1 3 08/2011 11/2011
4 -0.62% 1 4 06/2015 10/2015
5 -0.58% 1 2 06/2013 08/2013

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.50%-0.15%-0.26%-0.17%-0.12%
% Positive0.00%33.33%33.33%33.33%41.67%
Avg. Pos. Period - 0.30%0.45%0.27%0.25%
Avg. Neg. Period-0.50%-0.50%-0.69%-0.42%-0.40%
Sharpe Ratio-9.92-1.37-1.23-1.12-0.85
Sortino Ratio-3.27-1.41-1.26-1.16-0.92
Monthly Volatility0.17%0.38%0.71%0.52%0.47%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.69%-2.10%0.19%0.23%-0.26%71.43%
3 Months 2.78%-3.03%0.57%0.59%-1.49%66.99%
6 Months 5.04%-2.74%1.17%0.96%-0.91%74.00%
1 Year 7.84%-3.13%2.60%2.84%-3.02%73.40%
2 Years 13.16%-4.50%5.67%7.18%-4.02%78.05%
3 Years 19.04%-4.14%8.91%10.18%-4.14%82.86%
5 Years 26.12%0.91%15.44%15.45%0.91%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.

Merrant Alpha Select SEK represents a feeder fund of Merrant Alpha Select (USD). Merrant Alpha Select (USD) is a market neutral fund of funds investing in 8-20 mutually-uncorrelated hedge funds. The fund is constructed to generate positive returns throughout the economic cycle while preserving capital and maintaining low-to-negative correlation to major equity and bond market indexes. The fund’s strategy exhibits low downside risk, high consistency and positive skewness of returns. Merrant only invests in highly liquid, repeatable and valid strategies with a proven track record in volatile and changing market conditions. The fund targets capital appreciation in excess of 5% per annum with low overall volatility and low downside risk. 

Annual Performance

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUnknown
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM650M SEK
Inception DateMar 2011
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyMerrant Fonder
AddressGrev Turegatan 35
Stockholm, 11438
Phone+46-8-7795070
E-mail[email protected]
Websitewww.merrant.com
Social Media

Portfolio Managers

No data filled

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 0.75 0.47 -0.69 -0.26 -2.10 0.37 0.00 0.22 -0.57 -0.67 -0.26 -2.74
2018 0.06 0.17 -0.01 -0.14 0.11 -0.22 -0.05 -0.09 -0.24 0.01 -0.37 -0.29 -1.06
2017 0.51 -0.26 0.11 0.37 0.23 0.03 -0.32 -0.24 0.15 -0.10 -0.76 -0.27 -0.56
2016 0.23 -0.47 -0.11 0.15 0.25 -0.14 0.35 0.19 0.34 -0.29 0.02 0.16 0.68
2015 0.06 0.90 0.80 0.50 0.80 -0.62 0.36 0.19 0.01 0.57 0.29 0.18 4.11
2014 0.60 0.48 -0.66 -0.85 0.58 1.03 0.28 0.54 0.70 0.30 0.62 0.60 4.29
2013 0.85 0.52 0.55 1.69 0.19 -0.58 0.32 0.28 0.57 0.49 0.62 0.95 6.63
2012 0.83 0.63 0.29 0.25 0.18 0.33 0.62 0.52 0.38 0.60 0.65 0.68 6.12
2011 1.01 0.49 0.23 0.25 0.23 -0.64 0.13 0.21 0.48 0.49 2.91

Return Statistics

Last Month Return -
3 Month Return -1.49%
Year to Date Return -2.74%
12 Month Return -3.02%
36 Month Return -4.14%
Total Return Annualized 2.28%
Winning Months (%) 71.43%
Average Winning Month 0.43%
Average Losing Month -0.42%
Total Return Cumulative 21.81%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.23
Sortino Ratio-1.26
Sterling-0.22
Calmar-0.77
Skewness-1.43
Kurtosis4.07
Maximum Drawdown-3.91%
Correlation vs S&P 5000.59
Annualized Volatility2.47%
Annualized Down. Deviation2.08%

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 -5.24% 29 0 07/2017 -
2 -1.50% 2 2 03/2014 06/2014
3 -0.64% 1 3 08/2011 11/2011
4 -0.62% 1 4 06/2015 10/2015
5 -0.58% 1 2 06/2013 08/2013

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.50%-0.15%-0.26%-0.17%-0.12%
% Positive0.00%33.33%33.33%33.33%41.67%
Avg. Pos. Period - 0.30%0.45%0.27%0.25%
Avg. Neg. Period-0.50%-0.50%-0.69%-0.42%-0.40%
Sharpe Ratio-9.92-1.37-1.23-1.12-0.85
Sortino Ratio-3.27-1.41-1.26-1.16-0.92
Monthly Volatility0.17%0.38%0.71%0.52%0.47%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.69%-2.10%0.19%0.23%-0.26%71.43%
3 Months 2.78%-3.03%0.57%0.59%-1.49%66.99%
6 Months 5.04%-2.74%1.17%0.96%-0.91%74.00%
1 Year 7.84%-3.13%2.60%2.84%-3.02%73.40%
2 Years 13.16%-4.50%5.67%7.18%-4.02%78.05%
3 Years 19.04%-4.14%8.91%10.18%-4.14%82.86%
5 Years 26.12%0.91%15.44%15.45%0.91%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.