Coeli Altrua Macro

Coeli Asset Management

Strategy Description

Coeli Altrua Macro applies a quant fundamental framework to construct a core macro asset portfolio which is combined with non-linear strategies in thematic opportunities and tail-risk hedging. Instruments traded in the fund are exchange-traded futures and options, exchange traded funds (ETFs), OTC forwards on underlying exposure to stock and sector indices, fixed income (bonds and short-term interest rates), foreign exchange as well as volatility indices. The combination of dynamic asset allocation and tail risk protection is intended to generate a powerful compounded excess return effect through the macro cycle. The fund's institutional share class requires a minimum investment of SEK 10 million, but other share classes have lower minimum investment thresholds.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileLuxembourg
Minimum Investment10,000,000 SEK
AUM -
Inception DateFeb 2018
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyCoeli Asset Management
AddressSveavägen 24-16
Stockholm, 111 57
Phone+46 8 506 223 30
E-mail[email protected]
Websitewww.coeli.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -0.06 -1.32 -0.04 -0.67 -0.49 -0.56 -1.57 0.60 -0.74 -0.44 -5.18
2018 -0.07 -1.02 -0.93 0.41 -0.29 -0.13 0.86 -1.78 -2.36 -0.15 0.92 -4.50

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 -9.45% 21 0 02/2018 -
2 - - - - -
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-0.19%-0.54%-0.38% - -
% Positive33.33%16.67%16.67% - -
Avg. Pos. Period0.60%0.60%0.76% - -
Avg. Neg. Period-0.59%-0.76%-0.60% - -
Sharpe Ratio-1.17-2.91-1.93 - -
Sortino Ratio-1.36-2.34-1.86 - -
Monthly Volatility0.57%0.63%0.68% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.92%-2.36%-0.47%-0.44%-0.44%19.05%
3 Months 0.71%-4.24%-1.40%-1.53%-0.58%10.53%
6 Months -1.11%-4.69%-2.81%-2.86%-3.17%0.00%
1 Year -4.45%-7.28%-5.59%-5.55%-4.45%0.00%
2 Years ------
3 Years ------
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

Coeli Altrua Macro applies a quant fundamental framework to construct a core macro asset portfolio which is combined with non-linear strategies in thematic opportunities and tail-risk hedging. Instruments traded in the fund are exchange-traded futures and options, exchange traded funds (ETFs), OTC forwards on underlying exposure to stock and sector indices, fixed income (bonds and short-term interest rates), foreign exchange as well as volatility indices. The combination of dynamic asset allocation and tail risk protection is intended to generate a powerful compounded excess return effect through the macro cycle. The fund's institutional share class requires a minimum investment of SEK 10 million, but other share classes have lower minimum investment thresholds.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileLuxembourg
Minimum Investment10,000,000 SEK
AUM -
Inception DateFeb 2018
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyCoeli Asset Management
AddressSveavägen 24-16
Stockholm, 111 57
Phone+46 8 506 223 30
E-mail[email protected]
Websitewww.coeli.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -0.06 -1.32 -0.04 -0.67 -0.49 -0.56 -1.57 0.60 -0.74 -0.44 -5.18
2018 -0.07 -1.02 -0.93 0.41 -0.29 -0.13 0.86 -1.78 -2.36 -0.15 0.92 -4.50

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -0.58%
Year to Date Return -5.18%
12 Month Return -4.45%
36 Month Return -
Total Return Annualized -5.51%
Winning Months (%) 19.05%
Average Winning Month 0.70%
Average Losing Month -0.74%
Total Return Cumulative -9.45%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.93
Sortino Ratio-1.86
Sterling-0.29
Calmar-0.86
Skewness0.20
Kurtosis0.96
Maximum Drawdown-5.18%
Correlation vs S&P 500-0.44
Annualized Volatility2.34%
Annualized Down. Deviation1.67%

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 -9.45% 21 0 02/2018 -
2 - - - - -
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-0.19%-0.54%-0.38% - -
% Positive33.33%16.67%16.67% - -
Avg. Pos. Period0.60%0.60%0.76% - -
Avg. Neg. Period-0.59%-0.76%-0.60% - -
Sharpe Ratio-1.17-2.91-1.93 - -
Sortino Ratio-1.36-2.34-1.86 - -
Monthly Volatility0.57%0.63%0.68% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.92%-2.36%-0.47%-0.44%-0.44%19.05%
3 Months 0.71%-4.24%-1.40%-1.53%-0.58%10.53%
6 Months -1.11%-4.69%-2.81%-2.86%-3.17%0.00%
1 Year -4.45%-7.28%-5.59%-5.55%-4.45%0.00%
2 Years ------
3 Years ------
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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