Genio Capital

Genio ADEPTO Fund

Strategy Description

ADEPTO is a global diversified alpha program focusing on short-term cyclical investor behavior and longer-term market imbalances in global futures and equities markets. The program uses both price and fundamental data to dynamically identify and capture these opportunities through three Genio Capital programs (PRIMO, NOVUS and EMINEO), investing in 30+ futures markets and ~1,500 stocks world-wide. The Genio ADEPTO Fund is a collection of quantitative trading strategies running on global markets (futures + equities). Approaches include pattern recognition, machine learning, stochastic processes and non-linear optimization. The target return for the program is 10%+ at a volatility of ~7%, per annum.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryFinland
Legal StructureFund
Fund DomicileCayman Islands
Minimum Investment00 EUR
AUM -
Inception DateMay 2016
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyGenio Capital
PrincipalMarcus Ingelin
AddressAleksanterinkatu 17
Helsinki, 00 100
Phone+358 50 3007 366
E-mail[email protected]
Websitewww.geniocapital.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -1.01 1.36 0.26 -1.25 2.42 -2.68 -1.99 0.09 -2.87
2017 -1.55 0.24 -0.24 -0.35 1.50 -1.09 1.00 1.69 -0.06 1.00 1.51 -1.00 2.61
2016 0.30 -3.10 1.42 -1.10 -3.33 -2.17 -0.21 0.29 -7.73

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 -9.75% 11 0 06/2016 -
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-1.53%-0.54%-0.12%-0.24% -
% Positive33.33%50.00%50.00%45.83% -
Avg. Pos. Period0.09%0.92%1.11%1.03% -
Avg. Neg. Period-2.34%-1.97%-1.33%-1.30% -
Sharpe Ratio-4.49-1.08-0.27-0.56 -
Sortino Ratio-2.76-1.28-0.39-0.70 -
Monthly Volatility1.18%1.68%1.46%1.45% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.42%-3.33%-0.29%-0.13%0.09%46.43%
3 Months 2.65%-6.47%-0.77%-0.59%-4.53%42.31%
6 Months 4.18%-8.27%-1.03%-0.17%-3.19%43.48%
1 Year 4.85%-9.48%-0.29%2.19%-1.47%58.82%
2 Years -3.54%-6.78%-5.18%-5.66%-5.66%0.00%
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

ADEPTO is a global diversified alpha program focusing on short-term cyclical investor behavior and longer-term market imbalances in global futures and equities markets. The program uses both price and fundamental data to dynamically identify and capture these opportunities through three Genio Capital programs (PRIMO, NOVUS and EMINEO), investing in 30+ futures markets and ~1,500 stocks world-wide. The Genio ADEPTO Fund is a collection of quantitative trading strategies running on global markets (futures + equities). Approaches include pattern recognition, machine learning, stochastic processes and non-linear optimization. The target return for the program is 10%+ at a volatility of ~7%, per annum.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryFinland
Legal StructureFund
Fund DomicileCayman Islands
Minimum Investment00 EUR
AUM -
Inception DateMay 2016
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyGenio Capital
PrincipalMarcus Ingelin
AddressAleksanterinkatu 17
Helsinki, 00 100
Phone+358 50 3007 366
E-mail[email protected]
Websitewww.geniocapital.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -1.01 1.36 0.26 -1.25 2.42 -2.68 -1.99 0.09 -2.87
2017 -1.55 0.24 -0.24 -0.35 1.50 -1.09 1.00 1.69 -0.06 1.00 1.51 -1.00 2.61
2016 0.30 -3.10 1.42 -1.10 -3.33 -2.17 -0.21 0.29 -7.73

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -4.53%
Year to Date Return -2.87%
12 Month Return -1.47%
36 Month Return -
Total Return Annualized -3.53%
Winning Months (%) 46.43%
Average Winning Month 1.01%
Average Losing Month -1.41%
Total Return Cumulative -8.03%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.27
Sortino Ratio-0.39
Sterling-0.10
Calmar-0.32
Skewness-0.05
Kurtosis-0.13
Maximum Drawdown-4.62%
Correlation vs S&P 500-0.16
Annualized Volatility5.06%
Annualized Down. Deviation2.86%

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 -9.75% 11 0 06/2016 -
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-1.53%-0.54%-0.12%-0.24% -
% Positive33.33%50.00%50.00%45.83% -
Avg. Pos. Period0.09%0.92%1.11%1.03% -
Avg. Neg. Period-2.34%-1.97%-1.33%-1.30% -
Sharpe Ratio-4.49-1.08-0.27-0.56 -
Sortino Ratio-2.76-1.28-0.39-0.70 -
Monthly Volatility1.18%1.68%1.46%1.45% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.42%-3.33%-0.29%-0.13%0.09%46.43%
3 Months 2.65%-6.47%-0.77%-0.59%-4.53%42.31%
6 Months 4.18%-8.27%-1.03%-0.17%-3.19%43.48%
1 Year 4.85%-9.48%-0.29%2.19%-1.47%58.82%
2 Years -3.54%-6.78%-5.18%-5.66%-5.66%0.00%
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.