SEB True Market Neutral

SEB Fund Services S.A.

Strategy Description

SEB True Market Neutral Portfolio offers investors exposure to a selection of high calibre equity market-neutral hedge funds. The funds are selected through a structured process including thorough due diligence and evaluation based both on stand-alone merits, as well as their contribution to the overall portfolio. The objective of the investment strategy is to deliver an attractive risk-adjusted market-neutral return with high alpha content and minimal correlation to traditional equity markets.

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUnknown
Fund DomicileLuxembourg
Minimum Investment00 SEK
AUM -
Inception DateApr 2009
Management Fee1.00%
Performance Fee10.00%

Company Information

CompanySEB Fund Services S.A.
Address4, rue Peternelchen
Howald, L-2370
Phone
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 1.72 1.05 -0.86 -0.84 -0.15 -0.63 0.25 0.11 0.35 -0.64 -0.49 -0.16
2018 -0.26 -0.14 0.43 0.20 0.26 -0.55 -0.58 -0.18 -0.25 -1.84 -1.68 0.08 -4.45
2017 0.27 -0.30 0.17 -0.68 -0.96 0.58 0.31 0.09 0.23 -0.19 -0.28 -0.39 -1.15
2016 0.12 0.26 -0.09 -0.05 0.48 -0.05 0.33 -0.49 -0.12 0.12 -0.53 0.07 0.05
2015 0.27 0.01 0.45 -0.02 0.51 0.46 0.68 0.97 -0.27 0.03 0.46 0.25 3.86
2014 0.34 0.14 -0.50 -0.28 0.15 -0.44 -0.40 0.53 0.58 0.21 0.22 0.35 0.90
2013 1.54 -0.18 1.21 0.77 1.01 0.50 0.66 -0.02 0.07 0.59 1.30 0.49 8.22
2012 0.48 0.22 0.35 -0.23 -0.24 -0.11 0.22 0.11 0.66 -0.36 0.39 -0.04 1.45
2011 0.86 0.63 0.63 0.41 0.40 0.17 -0.43 0.25 -0.18 1.42 0.21 -0.19 4.25
2010 0.22 0.88 0.14 0.24 -0.40 -0.42 -0.06 0.27 0.11 1.04 0.22 0.78 3.05
2009 0.47 1.45 0.59 -0.03 1.39 1.27 -1.43 -0.06 0.29 3.98

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 -6.60% 40 0 08/2016 -
2 -1.49% 2 4 10/2009 03/2010
3 -1.46% 5 4 03/2014 11/2014
4 -0.88% 3 3 05/2010 10/2010
5 -0.58% 3 3 04/2012 09/2012

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.26%-0.18%-0.01%-0.21%-0.16%
% Positive33.33%50.00%50.00%37.50%44.44%
Avg. Pos. Period0.35%0.24%0.59%0.49%0.39%
Avg. Neg. Period-0.57%-0.59%-0.60%-0.63%-0.59%
Sharpe Ratio-2.07-1.44-0.02-0.98-0.84
Sortino Ratio-1.94-1.46-0.05-1.16-1.00
Monthly Volatility0.44%0.42%0.75%0.74%0.66%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.72%-1.84%0.15%0.19%-0.49%62.50%
3 Months 3.02%-3.73%0.46%0.47%-0.78%63.49%
6 Months 5.24%-4.99%0.90%0.85%-1.05%69.92%
1 Year 8.22%-4.89%1.83%2.12%-0.08%70.94%
2 Years 9.79%-5.56%4.14%5.85%-4.97%75.24%
3 Years 14.78%-5.97%6.71%9.26%-5.64%81.72%
5 Years 22.61%-1.68%12.57%14.80%-1.68%91.30%

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

SEB True Market Neutral Portfolio offers investors exposure to a selection of high calibre equity market-neutral hedge funds. The funds are selected through a structured process including thorough due diligence and evaluation based both on stand-alone merits, as well as their contribution to the overall portfolio. The objective of the investment strategy is to deliver an attractive risk-adjusted market-neutral return with high alpha content and minimal correlation to traditional equity markets.

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUnknown
Fund DomicileLuxembourg
Minimum Investment00 SEK
AUM -
Inception DateApr 2009
Management Fee1.00%
Performance Fee10.00%

Company Information

CompanySEB Fund Services S.A.
Address4, rue Peternelchen
Howald, L-2370
Phone
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 1.72 1.05 -0.86 -0.84 -0.15 -0.63 0.25 0.11 0.35 -0.64 -0.49 -0.16
2018 -0.26 -0.14 0.43 0.20 0.26 -0.55 -0.58 -0.18 -0.25 -1.84 -1.68 0.08 -4.45
2017 0.27 -0.30 0.17 -0.68 -0.96 0.58 0.31 0.09 0.23 -0.19 -0.28 -0.39 -1.15
2016 0.12 0.26 -0.09 -0.05 0.48 -0.05 0.33 -0.49 -0.12 0.12 -0.53 0.07 0.05
2015 0.27 0.01 0.45 -0.02 0.51 0.46 0.68 0.97 -0.27 0.03 0.46 0.25 3.86
2014 0.34 0.14 -0.50 -0.28 0.15 -0.44 -0.40 0.53 0.58 0.21 0.22 0.35 0.90
2013 1.54 -0.18 1.21 0.77 1.01 0.50 0.66 -0.02 0.07 0.59 1.30 0.49 8.22
2012 0.48 0.22 0.35 -0.23 -0.24 -0.11 0.22 0.11 0.66 -0.36 0.39 -0.04 1.45
2011 0.86 0.63 0.63 0.41 0.40 0.17 -0.43 0.25 -0.18 1.42 0.21 -0.19 4.25
2010 0.22 0.88 0.14 0.24 -0.40 -0.42 -0.06 0.27 0.11 1.04 0.22 0.78 3.05
2009 0.47 1.45 0.59 -0.03 1.39 1.27 -1.43 -0.06 0.29 3.98

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -0.78%
Year to Date Return -0.16%
12 Month Return -0.08%
36 Month Return -5.64%
Total Return Annualized 1.82%
Winning Months (%) 62.50%
Average Winning Month 0.49%
Average Losing Month -0.41%
Total Return Cumulative 21.23%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.02
Sortino Ratio-0.05
Sterling-0.01
Calmar-0.03
Skewness1.16
Kurtosis1.64
Maximum Drawdown-2.87%
Correlation vs S&P 5000.13
Annualized Volatility2.60%
Annualized Down. Deviation0.83%

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 -6.60% 40 0 08/2016 -
2 -1.49% 2 4 10/2009 03/2010
3 -1.46% 5 4 03/2014 11/2014
4 -0.88% 3 3 05/2010 10/2010
5 -0.58% 3 3 04/2012 09/2012

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.26%-0.18%-0.01%-0.21%-0.16%
% Positive33.33%50.00%50.00%37.50%44.44%
Avg. Pos. Period0.35%0.24%0.59%0.49%0.39%
Avg. Neg. Period-0.57%-0.59%-0.60%-0.63%-0.59%
Sharpe Ratio-2.07-1.44-0.02-0.98-0.84
Sortino Ratio-1.94-1.46-0.05-1.16-1.00
Monthly Volatility0.44%0.42%0.75%0.74%0.66%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.72%-1.84%0.15%0.19%-0.49%62.50%
3 Months 3.02%-3.73%0.46%0.47%-0.78%63.49%
6 Months 5.24%-4.99%0.90%0.85%-1.05%69.92%
1 Year 8.22%-4.89%1.83%2.12%-0.08%70.94%
2 Years 9.79%-5.56%4.14%5.85%-4.97%75.24%
3 Years 14.78%-5.97%6.71%9.26%-5.64%81.72%
5 Years 22.61%-1.68%12.57%14.80%-1.68%91.30%

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.