Case Kapitalförvaltning AB

Case Hedgefond

Strategy Description

Case Hedgefond is a multi-strategy hedge fund aiming to generate consistent, positive returns regardless of the performance of Nordic capital markets. The fund invests in Nordic fixed-income securities and equities, and gains protection from downturns through derivatives in order to make money in both market upturns and downturns. Case Hedgefond invests in transferable securities, fund units, money-market instruments and derivatives. A maximum of 10% of the fund’s assets may be invested in fund units.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM1,329M SEK
Inception DateMar 2004
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyCase Kapitalförvaltning AB
PrincipalJohan Andrassy
AddressNorrlandsgatan 10 c
Stockholm, 111 43
Phone+46 08-662 06 90
E-mail[email protected]
Websitewww.casefonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 1.07 1.02 -0.36 0.55 0.39 0.23 0.29 0.60 3.85
2022 -2.12 1.44 1.67 3.21 -1.07 1.89 0.08 0.19 0.49 0.26 -1.19 0.25 5.10
2021 0.49 1.07 -0.83 1.42 0.19 -0.54 -1.57 1.81 -1.53 2.29 1.10 -1.93 1.87
2020 0.29 -2.51 -14.40 3.66 1.44 1.85 1.21 2.50 0.63 -0.41 2.05 2.37 -2.65
2019 0.74 0.39 0.03 1.18 -0.55 -0.06 0.80 -1.24 0.57 0.05 -0.37 1.18 2.72
2018 0.42 -0.11 -1.01 0.63 0.40 -0.74 0.12 0.23 0.16 -1.11 -0.89 -1.18 -3.06
2017 0.87 0.50 -0.46 0.27 0.22 0.80 0.67 0.44 0.40 -0.11 -0.05 1.01 4.65
2016 -2.70 -1.15 0.70 0.02 1.09 -1.50 1.90 0.03 0.26 -0.08 0.02 0.37 -1.12
2015 0.99 1.68 0.13 0.39 0.33 -1.80 0.77 -0.20 -0.90 1.70 1.55 0.04 4.72
2014 0.78 1.63 0.85 1.75 1.18 0.52 -0.52 0.87 -0.87 1.36 0.16 0.25 8.22
2013 0.90 1.03 0.03 0.29 0.29 -0.86 1.43 0.66 1.00 0.67 1.21 0.60 7.47
2012 1.67 1.08 0.08 0.67 -0.77 -0.47 0.29 1.14 0.57 0.20 0.15 0.89 5.61
2011 -0.24 0.26 0.68 1.09 0.22 -0.31 -0.80 -2.34 -1.34 0.38 -0.07 0.59 -1.91
2010 0.02 -1.14 2.02 0.40 -0.71 -0.21 0.65 -0.18 1.24 0.25 0.05 1.55 3.96
2009 1.65 0.74 0.24 2.59 0.89 0.05 0.15 0.89 1.67 0.32 0.64 1.09 11.45
2008 -0.79 1.15 0.28 1.23 0.58 -1.47 0.62 0.15 -3.00 -2.74 -0.39 -0.35 -4.73
2007 0.87 0.15 1.50 1.65 0.98 -0.40 -0.51 -0.43 0.19 -0.34 -1.35 0.82 3.13
2006 1.00 1.29 1.67 0.83 -1.94 -0.28 -0.28 0.72 0.60 1.47 1.04 1.63 7.97
2005 0.91 1.73 0.60 0.08 1.87 2.09 1.42 0.08 1.25 -0.18 1.17 1.78 13.54
2004 2.44 0.25 0.46 1.57 -0.66 0.09 1.27 0.45 1.63 0.64 8.41

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 -17.01% 26 20 02/2018 11/2021
2 -7.02% 7 9 06/2008 09/2009
3 -4.72% 4 12 06/2011 09/2012
4 -4.01% 2 3 12/2021 04/2022
5 -3.82% 2 12 01/2016 02/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.37%0.28%0.30%0.36%0.42%
% Positive100.00%83.33%83.33%75.00%72.22%
Avg. Pos. Period0.37%0.41%0.52%0.95%1.04%
Avg. Neg. Period - -0.36%-0.78%-1.37%-1.16%
Sharpe Ratio7.983.101.811.001.20
Sortino Ratio0.006.672.881.682.14
Monthly Volatility0.16%0.32%0.58%1.27%1.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.66%-14.40%.33%.40%.60%73.08%
3 Months 7.10%-16.31%.99%1.17%1.12%75.00%
6 Months 11.80%-15.59%1.96%1.95%1.71%78.17%
1 Year 17.16%-15.02%3.90%4.06%3.64%75.78%
2 Years 25.92%-16.07%7.43%5.90%8.99%85.78%
3 Years 35.57%-13.57%10.59%9.49%16.40%89.95%
5 Years 35.12%-12.17%17.31%20.07%7.86%94.86%

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

Case Hedgefond is a multi-strategy hedge fund aiming to generate consistent, positive returns regardless of the performance of Nordic capital markets. The fund invests in Nordic fixed-income securities and equities, and gains protection from downturns through derivatives in order to make money in both market upturns and downturns. Case Hedgefond invests in transferable securities, fund units, money-market instruments and derivatives. A maximum of 10% of the fund’s assets may be invested in fund units.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment10,000 SEK
AUM1,329M SEK
Inception DateMar 2004
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyCase Kapitalförvaltning AB
PrincipalJohan Andrassy
AddressNorrlandsgatan 10 c
Stockholm, 111 43
Phone+46 08-662 06 90
E-mail[email protected]
Websitewww.casefonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 1.07 1.02 -0.36 0.55 0.39 0.23 0.29 0.60 3.85
2022 -2.12 1.44 1.67 3.21 -1.07 1.89 0.08 0.19 0.49 0.26 -1.19 0.25 5.10
2021 0.49 1.07 -0.83 1.42 0.19 -0.54 -1.57 1.81 -1.53 2.29 1.10 -1.93 1.87
2020 0.29 -2.51 -14.40 3.66 1.44 1.85 1.21 2.50 0.63 -0.41 2.05 2.37 -2.65
2019 0.74 0.39 0.03 1.18 -0.55 -0.06 0.80 -1.24 0.57 0.05 -0.37 1.18 2.72
2018 0.42 -0.11 -1.01 0.63 0.40 -0.74 0.12 0.23 0.16 -1.11 -0.89 -1.18 -3.06
2017 0.87 0.50 -0.46 0.27 0.22 0.80 0.67 0.44 0.40 -0.11 -0.05 1.01 4.65
2016 -2.70 -1.15 0.70 0.02 1.09 -1.50 1.90 0.03 0.26 -0.08 0.02 0.37 -1.12
2015 0.99 1.68 0.13 0.39 0.33 -1.80 0.77 -0.20 -0.90 1.70 1.55 0.04 4.72
2014 0.78 1.63 0.85 1.75 1.18 0.52 -0.52 0.87 -0.87 1.36 0.16 0.25 8.22
2013 0.90 1.03 0.03 0.29 0.29 -0.86 1.43 0.66 1.00 0.67 1.21 0.60 7.47
2012 1.67 1.08 0.08 0.67 -0.77 -0.47 0.29 1.14 0.57 0.20 0.15 0.89 5.61
2011 -0.24 0.26 0.68 1.09 0.22 -0.31 -0.80 -2.34 -1.34 0.38 -0.07 0.59 -1.91
2010 0.02 -1.14 2.02 0.40 -0.71 -0.21 0.65 -0.18 1.24 0.25 0.05 1.55 3.96
2009 1.65 0.74 0.24 2.59 0.89 0.05 0.15 0.89 1.67 0.32 0.64 1.09 11.45
2008 -0.79 1.15 0.28 1.23 0.58 -1.47 0.62 0.15 -3.00 -2.74 -0.39 -0.35 -4.73
2007 0.87 0.15 1.50 1.65 0.98 -0.40 -0.51 -0.43 0.19 -0.34 -1.35 0.82 3.13
2006 1.00 1.29 1.67 0.83 -1.94 -0.28 -0.28 0.72 0.60 1.47 1.04 1.63 7.97
2005 0.91 1.73 0.60 0.08 1.87 2.09 1.42 0.08 1.25 -0.18 1.17 1.78 13.54
2004 2.44 0.25 0.46 1.57 -0.66 0.09 1.27 0.45 1.63 0.64 8.41

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 0.60%
3 Month Return 1.12%
Year to Date Return 3.85%
12 Month Return 3.64%
36 Month Return 16.40%
Total Return Annualized 3.95%
Winning Months (%) 73.08%
Average Winning Month 0.87%
Average Losing Month -1.12%
Total Return Cumulative 112.88%

Risk Statistics (12M)

1 Year
Sharpe Ratio1.81
Sortino Ratio2.88
Sterling0.33
Calmar3.06
Skewness-1.56
Kurtosis4.24
Maximum Drawdown-1.19%
Correlation vs S&P 500-0.28
Annualized Volatility1.99%
Annualized Down. Deviation1.44%

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 -17.01% 26 20 02/2018 11/2021
2 -7.02% 7 9 06/2008 09/2009
3 -4.72% 4 12 06/2011 09/2012
4 -4.01% 2 3 12/2021 04/2022
5 -3.82% 2 12 01/2016 02/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.37%0.28%0.30%0.36%0.42%
% Positive100.00%83.33%83.33%75.00%72.22%
Avg. Pos. Period0.37%0.41%0.52%0.95%1.04%
Avg. Neg. Period - -0.36%-0.78%-1.37%-1.16%
Sharpe Ratio7.983.101.811.001.20
Sortino Ratio0.006.672.881.682.14
Monthly Volatility0.16%0.32%0.58%1.27%1.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.66%-14.40%.33%.40%.60%73.08%
3 Months 7.10%-16.31%.99%1.17%1.12%75.00%
6 Months 11.80%-15.59%1.96%1.95%1.71%78.17%
1 Year 17.16%-15.02%3.90%4.06%3.64%75.78%
2 Years 25.92%-16.07%7.43%5.90%8.99%85.78%
3 Years 35.57%-13.57%10.59%9.49%16.40%89.95%
5 Years 35.12%-12.17%17.31%20.07%7.86%94.86%

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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