Estlander & Partners

Estlander & Partners Presto

Strategy Description

Presto follows a systematic, short-term trading approach in liquid futures and forward markets globally. The program consists of short-term trend following models with an average holding period of 2 days. The decision making process is based on price data and, to a smaller extent, fundamental inputs. The program applies a prudent risk management methodology on several layers of the investment process. Presto aims to generate high returns that have a low correlation to CTAs and are uncorrelated with traditional investments and other hedge fund strategies.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountryFinland
Legal StructureFund
Fund DomicileFinland
Minimum Investment1,500,000 EUR
AUM1M EUR
Inception DateOct 2013
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyEstlander & Partners
PrincipalMartin Estlander
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 2.30 0.13 2.43
2018 0.98 3.08 1.68 6.10 1.19 0.30 -2.84 2.30 -3.14 0.93 -3.38 0.92 7.99
2017 -2.93 1.20 7.58 -1.23 -1.99 -2.01 1.72 5.15 -3.61 4.65 -4.12 -2.72 0.88
2016 -0.26 3.40 -0.49 -0.06 2.25 -0.94 1.57 -3.35 -0.44 -1.24 4.02 0.31 4.63
2015 5.39 0.73 0.62 -1.14 -2.28 -1.34 -0.88 -7.99 -0.19 3.93 1.66 -4.41 -6.40
2014 2.63 -0.66 -4.33 -0.54 -0.67 -1.42 0.67 -5.95 3.39 1.31 -1.53 1.60 -5.75
2013 -0.89 -1.49 -1.75 -4.08

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 -16.21% 24 31 10/2013 04/2018
2 -6.12% 5 0 07/2018 -
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.11%-0.40%0.51%0.53%0.35%
% Positive100.00%66.67%75.00%62.50%55.56%
Avg. Pos. Period1.12%1.07%1.76%2.60%2.42%
Avg. Neg. Period - -3.26%-3.12%-2.78%-2.16%
Sharpe Ratio4.31-0.600.730.640.47
Sortino Ratio0.00-0.731.121.030.72
Monthly Volatility0.90%2.14%2.58%3.17%2.85%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.58%-7.99%0.02%-0.19%0.13%47.69%
3 Months 11.21%-10.02%0.06%-0.31%3.38%47.62%
6 Months 13.97%-13.24%0.14%-0.17%-2.36%48.33%
1 Year 14.69%-11.42%1.13%1.07%6.27%59.26%
2 Years 17.25%-16.21%1.66%-0.93%13.59%47.62%
3 Years 20.53%-14.39%2.32%1.29%13.21%53.33%
5 Years 1.02%-2.11%-0.42%0.01%1.02%50.00%

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.

Strategy Description

Presto follows a systematic, short-term trading approach in liquid futures and forward markets globally. The program consists of short-term trend following models with an average holding period of 2 days. The decision making process is based on price data and, to a smaller extent, fundamental inputs. The program applies a prudent risk management methodology on several layers of the investment process. Presto aims to generate high returns that have a low correlation to CTAs and are uncorrelated with traditional investments and other hedge fund strategies.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountryFinland
Legal StructureFund
Fund DomicileFinland
Minimum Investment1,500,000 EUR
AUM1M EUR
Inception DateOct 2013
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyEstlander & Partners
PrincipalMartin Estlander
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 2.30 0.13 2.43
2018 0.98 3.08 1.68 6.10 1.19 0.30 -2.84 2.30 -3.14 0.93 -3.38 0.92 7.99
2017 -2.93 1.20 7.58 -1.23 -1.99 -2.01 1.72 5.15 -3.61 4.65 -4.12 -2.72 0.88
2016 -0.26 3.40 -0.49 -0.06 2.25 -0.94 1.57 -3.35 -0.44 -1.24 4.02 0.31 4.63
2015 5.39 0.73 0.62 -1.14 -2.28 -1.34 -0.88 -7.99 -0.19 3.93 1.66 -4.41 -6.40
2014 2.63 -0.66 -4.33 -0.54 -0.67 -1.42 0.67 -5.95 3.39 1.31 -1.53 1.60 -5.75
2013 -0.89 -1.49 -1.75 -4.08

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return 3.38%
Year to Date Return 2.43%
12 Month Return 6.27%
36 Month Return 13.21%
Total Return Annualized -0.22%
Winning Months (%) 47.69%
Average Winning Month 2.38%
Average Losing Month -2.12%
Total Return Cumulative -1.20%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.73
Sortino Ratio1.12
Sterling0.39
Calmar1.02
Skewness0.23
Kurtosis1.42
Maximum Drawdown-6.12%
Correlation vs S&P 500-0.07
Annualized Volatility8.93%
Annualized Down. Deviation0.77%

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 -16.21% 24 31 10/2013 04/2018
2 -6.12% 5 0 07/2018 -
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.11%-0.40%0.51%0.53%0.35%
% Positive100.00%66.67%75.00%62.50%55.56%
Avg. Pos. Period1.12%1.07%1.76%2.60%2.42%
Avg. Neg. Period - -3.26%-3.12%-2.78%-2.16%
Sharpe Ratio4.31-0.600.730.640.47
Sortino Ratio0.00-0.731.121.030.72
Monthly Volatility0.90%2.14%2.58%3.17%2.85%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.58%-7.99%0.02%-0.19%0.13%47.69%
3 Months 11.21%-10.02%0.06%-0.31%3.38%47.62%
6 Months 13.97%-13.24%0.14%-0.17%-2.36%48.33%
1 Year 14.69%-11.42%1.13%1.07%6.27%59.26%
2 Years 17.25%-16.21%1.66%-0.93%13.59%47.62%
3 Years 20.53%-14.39%2.32%1.29%13.21%53.33%
5 Years 1.02%-2.11%-0.42%0.01%1.02%50.00%

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.