Madrague Equity Long/Short

Madrague Capital Partners AB

Strategy Description

Madrague Equity Long/Short is an equity long/short fund with European bias. The fund employs a fundamental research process to identify investment opportunities predominantly in European equity markets, supplemented by a top-down approach. Madrague Equity Long/Short’s aim is to deliver stock picking alpha by actively taking long and short positions in all major sector verticals. The fund’s portfolio leverage and directional exposure are derived and based on bottom-up analysis and up-to-date market view.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment125,000 EUR
AUM77M EUR
Inception DateFeb 2012
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyMadrague Capital Partners AB
AddressNorrlandsgatan 18
Stockholm, 111 43
Phone+46812449500
E-mail[email protected]
Websitewww.madrague.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 0.43 -4.62 -7.10 3.66 -0.24 0.26 -7.74
2019 1.83 2.84 -0.90 5.58 -6.33 0.20 -1.01 -3.63 1.62 -0.87 0.40 2.40 1.60
2018 2.77 -2.36 -1.97 4.17 -1.93 1.01 1.15 -2.18 0.28 -5.65 -0.56 -3.50 -8.81
2017 -0.88 0.36 -1.24 -1.36 -3.21 0.10 -0.94 -0.14 2.52 -0.26 1.17 2.28 -1.73
2016 -5.09 0.15 4.47 2.22 1.13 0.35 2.62 3.13 -0.21 2.59 1.74 1.52 15.28
2015 0.01 5.63 -1.08 4.05 1.04 -1.72 0.54 -2.37 -2.70 3.04 2.02 -1.74 6.52
2014 0.36 1.31 -0.23 0.04 1.26 0.05 -1.92 -0.35 -2.24 -2.38 0.66 -2.29 -5.68
2013 3.55 -0.04 -1.71 2.56 6.52 -1.87 4.60 2.93 4.81 3.35 0.94 1.31 30.08
2012 -0.43 -0.40 -1.99 -3.98 -2.63 1.44 2.68 2.51 0.55 1.73 3.94 3.16

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 -19.77% 26 0 02/2018 -
2 -9.12% 5 6 02/2012 12/2012
3 -8.26% 6 5 07/2014 05/2015
4 -7.98% 8 6 06/2015 07/2016
5 -7.12% 8 5 01/2017 01/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.21%-1.33%-0.77%-0.71%-0.31%
% Positive66.67%50.00%50.00%50.00%50.00%
Avg. Pos. Period1.96%1.45%1.46%1.72%1.92%
Avg. Neg. Period-0.24%-3.99%-2.91%-3.05%-2.46%
Sharpe Ratio2.45-1.24-0.86-0.74-0.32
Sortino Ratio30.30-1.33-0.99-0.91-0.46
Monthly Volatility1.73%3.55%2.92%3.11%2.86%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.52%-7.10%0.30%0.28%0.26%57.43%
3 Months 12.84%-11.01%0.94%1.14%3.68%57.58%
6 Months 21.90%-10.17%2.26%0.67%-7.74%57.29%
1 Year 34.50%-14.46%5.22%1.57%-8.84%58.89%
2 Years 51.82%-16.59%10.13%8.92%-15.79%70.51%
3 Years 50.38%-17.53%14.23%13.97%-10.53%81.82%
5 Years 60.56%-6.35%25.45%16.71%-4.47%90.48%

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

Madrague Equity Long/Short is an equity long/short fund with European bias. The fund employs a fundamental research process to identify investment opportunities predominantly in European equity markets, supplemented by a top-down approach. Madrague Equity Long/Short’s aim is to deliver stock picking alpha by actively taking long and short positions in all major sector verticals. The fund’s portfolio leverage and directional exposure are derived and based on bottom-up analysis and up-to-date market view.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment125,000 EUR
AUM77M EUR
Inception DateFeb 2012
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyMadrague Capital Partners AB
AddressNorrlandsgatan 18
Stockholm, 111 43
Phone+46812449500
E-mail[email protected]
Websitewww.madrague.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 0.43 -4.62 -7.10 3.66 -0.24 0.26 -7.74
2019 1.83 2.84 -0.90 5.58 -6.33 0.20 -1.01 -3.63 1.62 -0.87 0.40 2.40 1.60
2018 2.77 -2.36 -1.97 4.17 -1.93 1.01 1.15 -2.18 0.28 -5.65 -0.56 -3.50 -8.81
2017 -0.88 0.36 -1.24 -1.36 -3.21 0.10 -0.94 -0.14 2.52 -0.26 1.17 2.28 -1.73
2016 -5.09 0.15 4.47 2.22 1.13 0.35 2.62 3.13 -0.21 2.59 1.74 1.52 15.28
2015 0.01 5.63 -1.08 4.05 1.04 -1.72 0.54 -2.37 -2.70 3.04 2.02 -1.74 6.52
2014 0.36 1.31 -0.23 0.04 1.26 0.05 -1.92 -0.35 -2.24 -2.38 0.66 -2.29 -5.68
2013 3.55 -0.04 -1.71 2.56 6.52 -1.87 4.60 2.93 4.81 3.35 0.94 1.31 30.08
2012 -0.43 -0.40 -1.99 -3.98 -2.63 1.44 2.68 2.51 0.55 1.73 3.94 3.16

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 3.68%
Year to Date Return -7.74%
12 Month Return -8.84%
36 Month Return -10.53%
Total Return Annualized 3.22%
Winning Months (%) 57.43%
Average Winning Month 2.04%
Average Losing Month -2.05%
Total Return Cumulative 30.55%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.86
Sortino Ratio-0.99
Sterling-0.40
Calmar-0.73
Skewness-0.92
Kurtosis1.25
Maximum Drawdown-12.08%
Correlation vs S&P 5000.91
Annualized Volatility10.13%
Annualized Down. Deviation8.47%

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 -19.77% 26 0 02/2018 -
2 -9.12% 5 6 02/2012 12/2012
3 -8.26% 6 5 07/2014 05/2015
4 -7.98% 8 6 06/2015 07/2016
5 -7.12% 8 5 01/2017 01/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.21%-1.33%-0.77%-0.71%-0.31%
% Positive66.67%50.00%50.00%50.00%50.00%
Avg. Pos. Period1.96%1.45%1.46%1.72%1.92%
Avg. Neg. Period-0.24%-3.99%-2.91%-3.05%-2.46%
Sharpe Ratio2.45-1.24-0.86-0.74-0.32
Sortino Ratio30.30-1.33-0.99-0.91-0.46
Monthly Volatility1.73%3.55%2.92%3.11%2.86%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.52%-7.10%0.30%0.28%0.26%57.43%
3 Months 12.84%-11.01%0.94%1.14%3.68%57.58%
6 Months 21.90%-10.17%2.26%0.67%-7.74%57.29%
1 Year 34.50%-14.46%5.22%1.57%-8.84%58.89%
2 Years 51.82%-16.59%10.13%8.92%-15.79%70.51%
3 Years 50.38%-17.53%14.23%13.97%-10.53%81.82%
5 Years 60.56%-6.35%25.45%16.71%-4.47%90.48%

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.