Peak Global Macro

Peak Asset Management

Strategy Description

Peak Global Macro employs a systematic investment strategy to identify and capitalize on short- and medium-term trends in equity markets, fixed income markets, commodities and currency markets. The fund aims to generate an absolute return regardless of developments in broader markets. Unlike traditional trend-following strategies, Peak Global Macro takes into account fundamental information.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateFeb 2016
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyPeak Asset Management
AddressHamngatan 15
Stockholm, SE -103 88
Phone+46 8 400 282 31
E-mail[email protected]
Websitewww.peakam.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -3.74 -9.14 10.61 0.35 -1.28 -0.78 -0.30 -0.36 -5.54
2019 -8.39 -3.33 4.77 -1.78 1.52 2.34 0.95 7.18 -0.57 1.03 3.67 0.55 7.27
2018 3.32 -1.49 -0.05 1.38 -0.10 -1.11 -0.41 1.07 -0.63 -5.00 2.41 -3.50 -4.33
2017 0.10 -0.30 0.67 1.32 -0.07 -0.32 -2.47 1.59 -1.07 0.87 0.40 1.17 1.83
2016 0.26 -2.45 -2.34 1.86 5.04 -0.95 -1.61 -1.39 -3.33 0.29 1.16 -3.68

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 -18.68% 32 0 07/2016 -
2 -4.73% 2 2 03/2016 06/2016
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 Return-0.48%1.29%-0.09%-0.23%-0.05%
% Positive0.00%33.33%41.67%45.83%47.22%
Avg. Pos. Period - 5.48%3.24%3.22%2.56%
Avg. Neg. Period-0.48%-0.68%-2.31%-2.98%-2.26%
Sharpe Ratio-7.791.140.00-0.120.01
Sortino Ratio-3.176.98-0.11-0.27-0.07
Monthly Volatility0.21%4.16%4.36%4.27%3.57%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.61%-9.14%-0.04%-0.07%-0.36%47.27%
3 Months 10.73%-14.54%-0.11%0.19%-1.43%54.72%
6 Months 15.68%-17.38%-0.07%-0.22%8.01%50.00%
1 Year 14.27%-16.76%-0.25%1.71%-1.08%56.82%
2 Years 5.90%-13.55%-3.05%-2.31%-5.46%34.38%
3 Years 5.15%-17.11%-4.76%-2.33%-1.73%30.00%
5 Years ------

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

Peak Global Macro employs a systematic investment strategy to identify and capitalize on short- and medium-term trends in equity markets, fixed income markets, commodities and currency markets. The fund aims to generate an absolute return regardless of developments in broader markets. Unlike traditional trend-following strategies, Peak Global Macro takes into account fundamental information.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateFeb 2016
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyPeak Asset Management
AddressHamngatan 15
Stockholm, SE -103 88
Phone+46 8 400 282 31
E-mail[email protected]
Websitewww.peakam.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -3.74 -9.14 10.61 0.35 -1.28 -0.78 -0.30 -0.36 -5.54
2019 -8.39 -3.33 4.77 -1.78 1.52 2.34 0.95 7.18 -0.57 1.03 3.67 0.55 7.27
2018 3.32 -1.49 -0.05 1.38 -0.10 -1.11 -0.41 1.07 -0.63 -5.00 2.41 -3.50 -4.33
2017 0.10 -0.30 0.67 1.32 -0.07 -0.32 -2.47 1.59 -1.07 0.87 0.40 1.17 1.83
2016 0.26 -2.45 -2.34 1.86 5.04 -0.95 -1.61 -1.39 -3.33 0.29 1.16 -3.68

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -1.43%
Year to Date Return -5.54%
12 Month Return -1.08%
36 Month Return -1.73%
Total Return Annualized -1.09%
Winning Months (%) 47.27%
Average Winning Month 2.15%
Average Losing Month -2.01%
Total Return Cumulative -4.91%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.00
Sortino Ratio-0.11
Sterling-0.05
Calmar-0.09
Skewness0.56
Kurtosis4.72
Maximum Drawdown-12.54%
Correlation vs S&P 500-0.14
Annualized Volatility15.09%
Annualized Down. Deviation10.39%

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 -18.68% 32 0 07/2016 -
2 -4.73% 2 2 03/2016 06/2016
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 Return-0.48%1.29%-0.09%-0.23%-0.05%
% Positive0.00%33.33%41.67%45.83%47.22%
Avg. Pos. Period - 5.48%3.24%3.22%2.56%
Avg. Neg. Period-0.48%-0.68%-2.31%-2.98%-2.26%
Sharpe Ratio-7.791.140.00-0.120.01
Sortino Ratio-3.176.98-0.11-0.27-0.07
Monthly Volatility0.21%4.16%4.36%4.27%3.57%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.61%-9.14%-0.04%-0.07%-0.36%47.27%
3 Months 10.73%-14.54%-0.11%0.19%-1.43%54.72%
6 Months 15.68%-17.38%-0.07%-0.22%8.01%50.00%
1 Year 14.27%-16.76%-0.25%1.71%-1.08%56.82%
2 Years 5.90%-13.55%-3.05%-2.31%-5.46%34.38%
3 Years 5.15%-17.11%-4.76%-2.33%-1.73%30.00%
5 Years ------

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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