Solidar AB

Solidar SmartBeta Trend

Strategy Description

Solidar SmartBeta Trend employs a systematic-based model to capitalize on major upturns in equity markets and protect capital during market downturns. The fund’s investment model consists of dozens of different sub-strategies, with the allocation of capital being divided among the following three main categories: individual equities; stock index futures; and interest-bearing instruments. Solidar SmartBeta Trend’s exposure to equities usually varies in the range of 60% to 90%.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM198M SEK
Inception DateMar 2007
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanySolidar AB
PrincipalKrister Sjöblom
AddressKungsgatan 12-14
Stockholm, 111 35
Phone090-70 09 70
E-mail[email protected]
Websitewww.solidar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 2.34 -3.48 1.04 2.67 -0.72 -1.19 0.01 0.81 -2.46 0.48 -0.67
2017 2.04 2.39 1.71 3.32 -1.08 -0.98 -1.12 -0.77 1.07 1.11 -3.65 -0.41 3.47
2016 -2.27 -2.03 -0.35 -1.31 6.10 0.44 0.62 -0.85 2.06 1.22 0.95 2.26 6.76
2015 7.24 6.29 -0.45 -3.78 0.98 -8.04 5.36 -6.67 -1.79 1.74 2.79 -0.38 2.01
2014 -1.59 1.60 -0.68 0.02 4.41 -1.63 -1.26 0.41 1.03 -2.43 2.11 2.21 4.05
2013 5.88 2.80 0.27 1.13 5.02 -5.59 6.99 -3.07 4.33 5.23 0.49 1.94 27.63
2012 3.26 5.85 -4.38 -2.11 -5.41 -2.93 -0.18 -0.63 -0.14 1.32 1.19 0.00 -4.60
2011 -5.12 -3.31 -3.51 -1.04 -3.22 -1.26 -0.54 -1.41 0.09 1.09 -4.85 0.08 -20.91
2010 -3.38 -4.74 7.56 1.77 -5.57 -5.04 1.33 -2.76 7.57 -0.94 0.48 6.70 1.70
2009 -0.01 0.08 -0.03 1.92 4.78 -2.07 6.86 1.26 3.65 2.26 5.04 5.74 33.28
2008 -0.84 0.29 0.21 1.30 1.23 -2.66 -0.98 0.16 0.04 0.30 -0.69 0.24 -1.45
2007 0.14 3.32 8.14 -2.83 -5.07 -0.34 0.59 4.76 -4.70 -0.32 2.96

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 -26.41% 21 27 01/2011 12/2014
2 -15.73% 14 11 03/2015 03/2017
3 -11.64% 4 4 05/2010 12/2010
4 -9.53% 18 8 06/2007 07/2009
5 -7.96% 2 2 01/2010 04/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.40%-0.52%-0.40%0.25%0.32%
% Positive66.67%50.00%50.00%58.33%55.56%
Avg. Pos. Period0.65%0.43%1.23%1.59%1.77%
Avg. Neg. Period-2.46%-1.46%-1.99%-1.59%-1.44%
Sharpe Ratio-0.92-1.61-0.670.490.60
Sortino Ratio-0.98-1.55-0.830.680.96
Monthly Volatility1.47%1.10%1.97%1.86%2.00%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.14%-8.04%.36%.15%.48%55.00%
3 Months 16.50%-11.48%1.08%.37%-1.20%55.07%
6 Months 27.39%-16.29%2.10%.61%-3.07%55.56%
1 Year 33.28%-20.91%4.47%2.57%-4.69%58.14%
2 Years 39.08%-24.55%10.07%9.99%6.10%77.78%
3 Years 44.34%-23.27%13.50%15.60%12.35%80.00%
5 Years 58.14%-6.02%22.14%19.79%19.30%92.59%

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

Solidar SmartBeta Trend employs a systematic-based model to capitalize on major upturns in equity markets and protect capital during market downturns. The fund’s investment model consists of dozens of different sub-strategies, with the allocation of capital being divided among the following three main categories: individual equities; stock index futures; and interest-bearing instruments. Solidar SmartBeta Trend’s exposure to equities usually varies in the range of 60% to 90%.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM198M SEK
Inception DateMar 2007
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanySolidar AB
PrincipalKrister Sjöblom
AddressKungsgatan 12-14
Stockholm, 111 35
Phone090-70 09 70
E-mail[email protected]
Websitewww.solidar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 2.34 -3.48 1.04 2.67 -0.72 -1.19 0.01 0.81 -2.46 0.48 -0.67
2017 2.04 2.39 1.71 3.32 -1.08 -0.98 -1.12 -0.77 1.07 1.11 -3.65 -0.41 3.47
2016 -2.27 -2.03 -0.35 -1.31 6.10 0.44 0.62 -0.85 2.06 1.22 0.95 2.26 6.76
2015 7.24 6.29 -0.45 -3.78 0.98 -8.04 5.36 -6.67 -1.79 1.74 2.79 -0.38 2.01
2014 -1.59 1.60 -0.68 0.02 4.41 -1.63 -1.26 0.41 1.03 -2.43 2.11 2.21 4.05
2013 5.88 2.80 0.27 1.13 5.02 -5.59 6.99 -3.07 4.33 5.23 0.49 1.94 27.63
2012 3.26 5.85 -4.38 -2.11 -5.41 -2.93 -0.18 -0.63 -0.14 1.32 1.19 0.00 -4.60
2011 -5.12 -3.31 -3.51 -1.04 -3.22 -1.26 -0.54 -1.41 0.09 1.09 -4.85 0.08 -20.91
2010 -3.38 -4.74 7.56 1.77 -5.57 -5.04 1.33 -2.76 7.57 -0.94 0.48 6.70 1.70
2009 -0.01 0.08 -0.03 1.92 4.78 -2.07 6.86 1.26 3.65 2.26 5.04 5.74 33.28
2008 -0.84 0.29 0.21 1.30 1.23 -2.66 -0.98 0.16 0.04 0.30 -0.69 0.24 -1.45
2007 0.14 3.32 8.14 -2.83 -5.07 -0.34 0.59 4.76 -4.70 -0.32 2.96

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -1.20%
Year to Date Return -0.67%
12 Month Return -4.69%
36 Month Return 12.35%
Total Return Annualized 3.78%
Winning Months (%) 55.00%
Average Winning Month 2.51%
Average Losing Month -2.31%
Total Return Cumulative 54.24%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.67
Sortino Ratio-0.83
Sterling-0.31
Calmar-0.90
Skewness-0.30
Kurtosis-0.10
Maximum Drawdown-5.22%
Correlation vs S&P 5000.14
Annualized Volatility6.81%
Annualized Down. Deviation4.46%

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 -26.41% 21 27 01/2011 12/2014
2 -15.73% 14 11 03/2015 03/2017
3 -11.64% 4 4 05/2010 12/2010
4 -9.53% 18 8 06/2007 07/2009
5 -7.96% 2 2 01/2010 04/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.40%-0.52%-0.40%0.25%0.32%
% Positive66.67%50.00%50.00%58.33%55.56%
Avg. Pos. Period0.65%0.43%1.23%1.59%1.77%
Avg. Neg. Period-2.46%-1.46%-1.99%-1.59%-1.44%
Sharpe Ratio-0.92-1.61-0.670.490.60
Sortino Ratio-0.98-1.55-0.830.680.96
Monthly Volatility1.47%1.10%1.97%1.86%2.00%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.14%-8.04%.36%.15%.48%55.00%
3 Months 16.50%-11.48%1.08%.37%-1.20%55.07%
6 Months 27.39%-16.29%2.10%.61%-3.07%55.56%
1 Year 33.28%-20.91%4.47%2.57%-4.69%58.14%
2 Years 39.08%-24.55%10.07%9.99%6.10%77.78%
3 Years 44.34%-23.27%13.50%15.60%12.35%80.00%
5 Years 58.14%-6.02%22.14%19.79%19.30%92.59%

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.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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