AIFM Capital AB

Epoque

Strategy Description

Epoque relies on a short-term quantitative approach to capture opportunities stemming from momentum, price action, and breached significant price levels across G20 currencies and major stock market indices. The fund can also engage in mean-reversion trades to hedge some of the trend-following positions. The portfolio management team employs a tight risk management strategy based on using pre-determined stop losses in each bet and using volatility-weighted risk allocation. The objective is to return between 8 to 10 percent per year with very low downside risk.​

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM -
Inception DateJan 2023
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyAIFM Capital AB
Principal -
AddressLarmgatan 50
Kalmar, SE-392 33
Phone(46) 0480-36 36 66
E-mail[email protected]
Websitewww.aifmgroup.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.73 -0.04 0.41 -0.24 0.79 1.00 -0.26 0.78 7.30

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

Chart not applicable - performance history is less than 12 months

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -.26% 1 1 07/2023 08/2023
2 -.24% 1 1 04/2023 05/2023
3 -.04% 1 1 02/2023 03/2023
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.51%0.41% - - -
% Positive66.67%66.67% - - -
Avg. Pos. Period0.89%0.75% - - -
Avg. Neg. Period-0.26%-0.25% - - -
Sharpe Ratio3.192.86 - - -
Sortino Ratio11.669.88 - - -
Monthly Volatility0.55%0.50% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.73%-.26%.90%.59%.78%62.50%
3 Months 5.12%.13%1.80%1.53%1.52%100.00%
6 Months 6.75%1.66%3.64%2.50%2.50%100.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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

Epoque relies on a short-term quantitative approach to capture opportunities stemming from momentum, price action, and breached significant price levels across G20 currencies and major stock market indices. The fund can also engage in mean-reversion trades to hedge some of the trend-following positions. The portfolio management team employs a tight risk management strategy based on using pre-determined stop losses in each bet and using volatility-weighted risk allocation. The objective is to return between 8 to 10 percent per year with very low downside risk.​

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM -
Inception DateJan 2023
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyAIFM Capital AB
Principal -
AddressLarmgatan 50
Kalmar, SE-392 33
Phone(46) 0480-36 36 66
E-mail[email protected]
Websitewww.aifmgroup.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.73 -0.04 0.41 -0.24 0.79 1.00 -0.26 0.78 7.30

Portfolio Managers

No data filled

Return Statistics

Last Month Return 0.78%
3 Month Return 1.52%
Year to Date Return 7.30%
12 Month Return -
36 Month Return -
Total Return Annualized 11.15%
Winning Months (%) 62.50%
Average Winning Month 1.54%
Average Losing Month -0.18%
Total Return Cumulative 7.30%

Risk Statistics (12M)

1 Year
Sharpe Ratio -
Sortino Ratio -
Sterling -
Calmar -
Skewness -
Kurtosis -
Maximum Drawdown -
Correlation vs S&P 500 -
Annualized Volatility -
Annualized Down. Deviation -

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Chart not applicable - performance history is less than 12 months

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -.26% 1 1 07/2023 08/2023
2 -.24% 1 1 04/2023 05/2023
3 -.04% 1 1 02/2023 03/2023
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.51%0.41% - - -
% Positive66.67%66.67% - - -
Avg. Pos. Period0.89%0.75% - - -
Avg. Neg. Period-0.26%-0.25% - - -
Sharpe Ratio3.192.86 - - -
Sortino Ratio11.669.88 - - -
Monthly Volatility0.55%0.50% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.73%-.26%.90%.59%.78%62.50%
3 Months 5.12%.13%1.80%1.53%1.52%100.00%
6 Months 6.75%1.66%3.64%2.50%2.50%100.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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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