Crescit

Crescit Asset Management

Strategy Description

Crescit is a hedge funds that has three drivers of return: derivatives on equity indices, fixed income, as well as trend-following models. The fund primarily invests in derivative instruments with exposure to various stock markets around the world. By spreading investments across different markets, the fund’s volatility and risk can be reduced without lowering the return. The fund's portfolio managers have an investment horizon of 18 months for each derivative position.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000,000 SEK
AUM711M SEK
Inception DateApr 2013
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyCrescit Asset Management
AddressBirger Jarlsgatan 8
Stockholm, 114 34
Phone+46 (0) 8 1213 7676
E-mail[email protected]
Websitewww.crescit.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.57 1.78 1.42 -0.12 0.81 0.29 0.71 0.12 -0.11 5.59
2023 3.94 0.08 1.34 -0.44 -1.37 1.29 1.73 -2.92 -1.45 -0.74 2.42 2.10 5.92
2022 -2.98 -2.29 0.97 -1.66 0.68 -3.82 2.42 -0.86 -1.80 0.96 1.94 -2.53 -8.83
2021 2.03 2.76 3.84 1.73 0.06 0.03 0.90 0.63 -1.40 0.98 -0.24 1.28 13.23
2020 0.49 -2.29 -4.22 1.43 1.77 2.50 1.13 5.29 0.29 -2.65 8.36 -0.21 11.86
2019 2.05 0.88 -0.08 2.45 -1.88 0.01 -0.21 -1.16 -0.16 -0.15 0.22 0.35 2.27
2018 2.15 -2.23 -1.67 2.15 -2.18 0.05 1.18 -0.53 -0.53 -3.62 -1.09 -3.44 -9.53
2017 -0.27 1.88 1.05 0.63 0.15 -1.57 -0.31 0.08 1.20 0.88 -1.20 -1.07 1.40
2016 -2.67 0.95 1.19 0.09 0.76 -0.66 1.91 0.18 -0.23 -0.21 -0.31 1.47 2.42
2015 2.57 2.16 0.35 -0.65 -0.49 -3.05 2.41 -4.76 -1.85 3.63 1.89 -2.77 -0.95
2014 -1.23 1.97 0.03 0.90 1.17 -0.11 -0.50 1.42 -0.14 -0.15 2.56 -1.52 4.40
2013 0.12 0.03 -0.94 1.03 -0.47 1.09 1.12 0.75 0.65 3.41

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 -14.95% 29 8 11/2017 11/2020
2 -9.11% 9 18 01/2022 03/2024
3 -8.31% 10 21 04/2015 10/2017
4 -1.52% 1 1 12/2014 01/2015
5 -1.40% 1 3 09/2021 12/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.24%0.28%0.77%0.48%0.11%
% Positive66.67%66.67%75.00%66.67%58.33%
Avg. Pos. Period0.42%0.48%1.14%1.34%1.33%
Avg. Neg. Period-0.11%-0.12%-0.32%-1.21%-1.56%
Sharpe Ratio2.412.682.861.100.25
Sortino Ratio13.0614.7312.141.840.31
Monthly Volatility0.35%0.37%0.93%1.55%1.73%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.36%-4.76%0.22%0.13%-0.11%57.97%
3 Months 10.33%-7.95%0.67%0.73%0.72%61.03%
6 Months 19.76%-8.85%1.38%0.90%1.71%60.90%
1 Year 29.88%-9.62%2.59%2.34%9.60%59.84%
2 Years 28.91%-12.02%4.45%2.06%12.19%66.96%
3 Years 29.53%-14.07%6.53%5.91%4.03%70.87%
5 Years 29.69%-14.88%8.99%9.25%29.69%75.95%

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

Crescit is a hedge funds that has three drivers of return: derivatives on equity indices, fixed income, as well as trend-following models. The fund primarily invests in derivative instruments with exposure to various stock markets around the world. By spreading investments across different markets, the fund’s volatility and risk can be reduced without lowering the return. The fund's portfolio managers have an investment horizon of 18 months for each derivative position.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000,000 SEK
AUM711M SEK
Inception DateApr 2013
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyCrescit Asset Management
AddressBirger Jarlsgatan 8
Stockholm, 114 34
Phone+46 (0) 8 1213 7676
E-mail[email protected]
Websitewww.crescit.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.57 1.78 1.42 -0.12 0.81 0.29 0.71 0.12 -0.11 5.59
2023 3.94 0.08 1.34 -0.44 -1.37 1.29 1.73 -2.92 -1.45 -0.74 2.42 2.10 5.92
2022 -2.98 -2.29 0.97 -1.66 0.68 -3.82 2.42 -0.86 -1.80 0.96 1.94 -2.53 -8.83
2021 2.03 2.76 3.84 1.73 0.06 0.03 0.90 0.63 -1.40 0.98 -0.24 1.28 13.23
2020 0.49 -2.29 -4.22 1.43 1.77 2.50 1.13 5.29 0.29 -2.65 8.36 -0.21 11.86
2019 2.05 0.88 -0.08 2.45 -1.88 0.01 -0.21 -1.16 -0.16 -0.15 0.22 0.35 2.27
2018 2.15 -2.23 -1.67 2.15 -2.18 0.05 1.18 -0.53 -0.53 -3.62 -1.09 -3.44 -9.53
2017 -0.27 1.88 1.05 0.63 0.15 -1.57 -0.31 0.08 1.20 0.88 -1.20 -1.07 1.40
2016 -2.67 0.95 1.19 0.09 0.76 -0.66 1.91 0.18 -0.23 -0.21 -0.31 1.47 2.42
2015 2.57 2.16 0.35 -0.65 -0.49 -3.05 2.41 -4.76 -1.85 3.63 1.89 -2.77 -0.95
2014 -1.23 1.97 0.03 0.90 1.17 -0.11 -0.50 1.42 -0.14 -0.15 2.56 -1.52 4.40
2013 0.12 0.03 -0.94 1.03 -0.47 1.09 1.12 0.75 0.65 3.41

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -0.11%
3 Month Return 0.72%
Year to Date Return 5.59%
12 Month Return 9.60%
36 Month Return 4.03%
Total Return Annualized 2.49%
Winning Months (%) 57.97%
Average Winning Month 1.39%
Average Losing Month -1.38%
Total Return Cumulative 32.70%

Risk Statistics (12M)

1 Year
Sharpe Ratio2.86
Sortino Ratio12.14
Sterling0.89
Calmar12.97
Skewness0.39
Kurtosis-0.23
Maximum Drawdown-0.74%
Correlation vs S&P 5000.81
Annualized Volatility3.24%
Annualized Down. Deviation1.02%

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 -14.95% 29 8 11/2017 11/2020
2 -9.11% 9 18 01/2022 03/2024
3 -8.31% 10 21 04/2015 10/2017
4 -1.52% 1 1 12/2014 01/2015
5 -1.40% 1 3 09/2021 12/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.24%0.28%0.77%0.48%0.11%
% Positive66.67%66.67%75.00%66.67%58.33%
Avg. Pos. Period0.42%0.48%1.14%1.34%1.33%
Avg. Neg. Period-0.11%-0.12%-0.32%-1.21%-1.56%
Sharpe Ratio2.412.682.861.100.25
Sortino Ratio13.0614.7312.141.840.31
Monthly Volatility0.35%0.37%0.93%1.55%1.73%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.36%-4.76%0.22%0.13%-0.11%57.97%
3 Months 10.33%-7.95%0.67%0.73%0.72%61.03%
6 Months 19.76%-8.85%1.38%0.90%1.71%60.90%
1 Year 29.88%-9.62%2.59%2.34%9.60%59.84%
2 Years 28.91%-12.02%4.45%2.06%12.19%66.96%
3 Years 29.53%-14.07%6.53%5.91%4.03%70.87%
5 Years 29.69%-14.88%8.99%9.25%29.69%75.95%

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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