Skandia Fonder AB

Skandia Global Hedge

Strategy Description

Skandia Global Hedge is a multi-strategy fund, which means that the fund uses a combination of different investment strategies, all of which are independent of each other. These strategies are combined in the fund in order to allocate the fund's total risk in an optimal manner. Skandia Global Hedge does not have any specific allocation requirements with regard to asset class or geographical area. The management of the fund is based on market neutrality i.e. the purpose is to generate a return on investments independent of movements in the respective financial markets. Therefore, the fund’s return will generally have a low correlation to both equity and bond markets. The fund’s goal is to generate a good, risk-adjusted, absolute return over time. The fund endeavours to have an active risk-level expressed as a yearly standard deviation between 4-8 percent.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment00 SEK
AUM734M SEK
Inception DateAug 2007
Management Fee1.25%
Performance Fee20.00%

Company Information

CompanySkandia Fonder AB
Principal-
AddressLindhagensgatan 86
Stockholm, 112 18
Phone0046 8 7881000
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2015 -0.80 -1.30 0.40 0.30 -0.40 -0.10 -0.40 -0.20 -1.10 -3.56
2014 1.80 0.40 0.00 0.50 -1.20 -0.50 -0.40 0.20 -0.70 0.50 0.10 -0.30 0.37
2013 -0.40 -0.10 0.50 0.10 2.20 0.50 -0.50 0.70 0.20 0.70 -0.73 0.30 3.49
2012 2.80 -1.40 -0.80 -1.80 -2.60 -0.40 -0.20 -1.00 -0.40 -1.30 -0.50 0.20 -7.24
2011 0.60 0.10 0.20 -1.40 0.40 0.20 0.90 -0.20 0.30 2.30 0.60 0.90 4.97
2010 1.20 -0.40 0.20 -0.40 -1.10 -0.90 -0.80 -1.20 -0.10 0.90 -1.90 0.20 -4.26
2009 0.10 0.50 3.20 2.70 2.10 0.30 0.60 2.40 0.70 -0.80 -0.50 -0.10 11.69
2008 0.70 0.40 1.20 1.30 0.90 0.00 -0.20 0.50 -0.50 -2.60 -0.30 -0.20 1.15
2007 0.20 0.40 1.20 -0.20 0.90 2.52

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 -10.22% 13 0 02/2012 -
2 -6.08% 19 9 10/2009 01/2012
3 -3.57% 4 3 09/2008 03/2009
4 -.20% 1 1 11/2007 12/2007
5 -.20% 1 1 07/2008 08/2008

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.57%-0.32%-0.28%-0.12%-0.04%
% Positive0.00%16.67%33.33%41.67%47.22%
Avg. Pos. Period - 0.30%0.33%0.52%0.56%
Avg. Neg. Period-0.57%-0.44%-0.58%-0.63%-0.61%
Sharpe Ratio-5.09-2.60-1.74-0.62-0.17
Sortino Ratio-2.87-2.14-1.66-0.81-0.27
Monthly Volatility0.39%0.42%0.55%0.69%0.74%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.20%-2.60%.09%.10%-1.10%52.04%
3 Months 8.21%-5.12%.29%.21%-1.69%51.04%
6 Months 11.81%-7.01%.59%.08%-1.89%51.61%
1 Year 12.91%-10.13%1.07%.85%-3.27%58.62%
2 Years 16.75%-4.94%2.10%.02%-2.94%50.67%
3 Years 15.27%-8.25%1.32%.35%-1.42%50.79%
5 Years 11.27%-5.94%1.83%3.01%-3.26%58.97%

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

Skandia Global Hedge is a multi-strategy fund, which means that the fund uses a combination of different investment strategies, all of which are independent of each other. These strategies are combined in the fund in order to allocate the fund's total risk in an optimal manner. Skandia Global Hedge does not have any specific allocation requirements with regard to asset class or geographical area. The management of the fund is based on market neutrality i.e. the purpose is to generate a return on investments independent of movements in the respective financial markets. Therefore, the fund’s return will generally have a low correlation to both equity and bond markets. The fund’s goal is to generate a good, risk-adjusted, absolute return over time. The fund endeavours to have an active risk-level expressed as a yearly standard deviation between 4-8 percent.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment00 SEK
AUM734M SEK
Inception DateAug 2007
Management Fee1.25%
Performance Fee20.00%

Company Information

CompanySkandia Fonder AB
Principal-
AddressLindhagensgatan 86
Stockholm, 112 18
Phone0046 8 7881000
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2015 -0.80 -1.30 0.40 0.30 -0.40 -0.10 -0.40 -0.20 -1.10 -3.56
2014 1.80 0.40 0.00 0.50 -1.20 -0.50 -0.40 0.20 -0.70 0.50 0.10 -0.30 0.37
2013 -0.40 -0.10 0.50 0.10 2.20 0.50 -0.50 0.70 0.20 0.70 -0.73 0.30 3.49
2012 2.80 -1.40 -0.80 -1.80 -2.60 -0.40 -0.20 -1.00 -0.40 -1.30 -0.50 0.20 -7.24
2011 0.60 0.10 0.20 -1.40 0.40 0.20 0.90 -0.20 0.30 2.30 0.60 0.90 4.97
2010 1.20 -0.40 0.20 -0.40 -1.10 -0.90 -0.80 -1.20 -0.10 0.90 -1.90 0.20 -4.26
2009 0.10 0.50 3.20 2.70 2.10 0.30 0.60 2.40 0.70 -0.80 -0.50 -0.10 11.69
2008 0.70 0.40 1.20 1.30 0.90 0.00 -0.20 0.50 -0.50 -2.60 -0.30 -0.20 1.15
2007 0.20 0.40 1.20 -0.20 0.90 2.52

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -1.69%
Year to Date Return -3.56%
12 Month Return -3.27%
36 Month Return -1.42%
Total Return Annualized 0.96%
Winning Months (%) 52.04%
Average Winning Month 0.82%
Average Losing Month -0.74%
Total Return Cumulative 8.16%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.74
Sortino Ratio-1.66
Sterling-0.24
Calmar-0.85
Skewness-0.51
Kurtosis0.06
Maximum Drawdown-3.85%
Correlation vs S&P 500-0.05
Annualized Volatility1.90%
Annualized Down. Deviation1.43%

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 -10.22% 13 0 02/2012 -
2 -6.08% 19 9 10/2009 01/2012
3 -3.57% 4 3 09/2008 03/2009
4 -.20% 1 1 11/2007 12/2007
5 -.20% 1 1 07/2008 08/2008

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.57%-0.32%-0.28%-0.12%-0.04%
% Positive0.00%16.67%33.33%41.67%47.22%
Avg. Pos. Period - 0.30%0.33%0.52%0.56%
Avg. Neg. Period-0.57%-0.44%-0.58%-0.63%-0.61%
Sharpe Ratio-5.09-2.60-1.74-0.62-0.17
Sortino Ratio-2.87-2.14-1.66-0.81-0.27
Monthly Volatility0.39%0.42%0.55%0.69%0.74%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.20%-2.60%.09%.10%-1.10%52.04%
3 Months 8.21%-5.12%.29%.21%-1.69%51.04%
6 Months 11.81%-7.01%.59%.08%-1.89%51.61%
1 Year 12.91%-10.13%1.07%.85%-3.27%58.62%
2 Years 16.75%-4.94%2.10%.02%-2.94%50.67%
3 Years 15.27%-8.25%1.32%.35%-1.42%50.79%
5 Years 11.27%-5.94%1.83%3.01%-3.26%58.97%

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.

Powered and provided by Fundpeak.com. Copyright © 2023
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Nordic Business Media AB
BOX 7285
SE-103 89 Stockholm, Sweden

Corporate No.: 556838-6170
VAT No.: SE-556838617001

Tel.:+46 (0) 8 5333 8688
Mob.: +46 (0) 7 06566688
E-mail: [email protected]

© 2022 Nordic Business Media AB

About Us

Manager Login

Cookie Policy

Privacy Policy