MG Commodity Corporation Ky (LP)

MG Commodity

Strategy Description

MG Commodity is a Helsinki-based actively managed commodity fund. The fund's objective is to generate an annual return of 15% employing a relative value investment strategy. The strategy does not attempt to replicate market movements. The MG Commodity fund is managed by Karri Lehtinen, a commodities trader since 1993.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureFund
Fund Domicile -
Minimum Investment75,000 EUR
AUM -
Inception DateSep 2012
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyMG Commodity Corporation Ky (LP)
PrincipalKarri Lehtinen
AddressHelsinki
Phone+358 (0) 505 16 1963
E-mail[email protected]
Websitewww.mgcorp.f
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.83 2.05 0.71 -3.90 1.36 1.43 -0.21 -1.05 -0.05 1.05
2017 0.26 4.01 0.01 -1.92 2.71 1.94 1.76 0.65 2.00 -1.97 0.36 0.03 10.11
2016 1.12 -0.24 0.94 1.62 -0.57 1.38 0.28 1.06 0.86 -0.15 -0.81 -2.36 3.10
2015 -0.42 2.09 1.43 1.56 1.81 2.10 0.18 0.71 0.52 0.78 -0.74 1.90 12.54
2014 1.13 -0.80 1.81 2.50 0.65 -0.12 0.31 0.43 -0.27 0.59 0.83 0.28 7.55
2013 2.10 -0.70 1.21 1.44 0.27 0.87 1.65 -0.15 1.42 0.64 0.17 1.81 11.23
2012 0.47 1.70 -0.17 1.29 3.32

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 -3.90% 1 0 04/2018 -
2 -3.30% 3 2 10/2016 02/2017
3 -1.97% 1 4 10/2017 02/2018
4 -1.92% 1 1 04/2017 05/2017
5 -0.80% 1 1 02/2014 03/2014

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.44%-0.42%-0.05%0.31%0.44%
% Positive0.00%33.33%58.33%62.50%66.67%
Avg. Pos. Period - 1.40%0.97%1.34%1.25%
Avg. Neg. Period-0.44%-1.30%-1.44%-1.38%-1.16%
Sharpe Ratio-3.45-0.78-0.080.641.03
Sortino Ratio-2.45-0.88-0.120.941.62
Monthly Volatility0.44%1.79%1.57%1.73%1.50%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.01%-3.90%0.65%0.71%-0.05%73.97%
3 Months 6.55%-3.30%1.99%2.14%-1.31%88.73%
6 Months 9.51%-2.49%4.05%4.67%-2.49%91.18%
1 Year 14.28%-0.56%8.53%8.66%-0.56%98.39%
2 Years 23.69%7.59%17.76%19.39%7.59%100.00%
3 Years 35.81%16.93%28.72%29.33%16.93%100.00%
5 Years 59.69%42.49%51.03%51.87%42.49%100.00%

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

MG Commodity is a Helsinki-based actively managed commodity fund. The fund's objective is to generate an annual return of 15% employing a relative value investment strategy. The strategy does not attempt to replicate market movements. The MG Commodity fund is managed by Karri Lehtinen, a commodities trader since 1993.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureFund
Fund Domicile -
Minimum Investment75,000 EUR
AUM -
Inception DateSep 2012
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyMG Commodity Corporation Ky (LP)
PrincipalKarri Lehtinen
AddressHelsinki
Phone+358 (0) 505 16 1963
E-mail[email protected]
Websitewww.mgcorp.f
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.83 2.05 0.71 -3.90 1.36 1.43 -0.21 -1.05 -0.05 1.05
2017 0.26 4.01 0.01 -1.92 2.71 1.94 1.76 0.65 2.00 -1.97 0.36 0.03 10.11
2016 1.12 -0.24 0.94 1.62 -0.57 1.38 0.28 1.06 0.86 -0.15 -0.81 -2.36 3.10
2015 -0.42 2.09 1.43 1.56 1.81 2.10 0.18 0.71 0.52 0.78 -0.74 1.90 12.54
2014 1.13 -0.80 1.81 2.50 0.65 -0.12 0.31 0.43 -0.27 0.59 0.83 0.28 7.55
2013 2.10 -0.70 1.21 1.44 0.27 0.87 1.65 -0.15 1.42 0.64 0.17 1.81 11.23
2012 0.47 1.70 -0.17 1.29 3.32

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -1.31%
Year to Date Return 1.05%
12 Month Return -0.56%
36 Month Return 16.93%
Total Return Annualized 7.98%
Winning Months (%) 73.97%
Average Winning Month 1.19%
Average Losing Month -0.87%
Total Return Cumulative 59.55%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.08
Sortino Ratio-0.12
Sterling-0.04
Calmar-0.14
Skewness-1.41
Kurtosis2.85
Maximum Drawdown-3.90%
Correlation vs S&P 500-0.19
Annualized Volatility5.44%
Annualized Down. Deviation4.88%

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 -3.90% 1 0 04/2018 -
2 -3.30% 3 2 10/2016 02/2017
3 -1.97% 1 4 10/2017 02/2018
4 -1.92% 1 1 04/2017 05/2017
5 -0.80% 1 1 02/2014 03/2014

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.44%-0.42%-0.05%0.31%0.44%
% Positive0.00%33.33%58.33%62.50%66.67%
Avg. Pos. Period - 1.40%0.97%1.34%1.25%
Avg. Neg. Period-0.44%-1.30%-1.44%-1.38%-1.16%
Sharpe Ratio-3.45-0.78-0.080.641.03
Sortino Ratio-2.45-0.88-0.120.941.62
Monthly Volatility0.44%1.79%1.57%1.73%1.50%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.01%-3.90%0.65%0.71%-0.05%73.97%
3 Months 6.55%-3.30%1.99%2.14%-1.31%88.73%
6 Months 9.51%-2.49%4.05%4.67%-2.49%91.18%
1 Year 14.28%-0.56%8.53%8.66%-0.56%98.39%
2 Years 23.69%7.59%17.76%19.39%7.59%100.00%
3 Years 35.81%16.93%28.72%29.33%16.93%100.00%
5 Years 59.69%42.49%51.03%51.87%42.49%100.00%

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.