Alfakraft Fonder AB

Alfa Sigma Opportunities

Strategy Description

The investment strategy is a short term model driven trading strategy focused on global options and futures. Positions have an average holding period of 5-10 days. A short time frame for trading in highly liquid instruments reduces volatility and downside risk. The fund's risk management system is designed to produce consistent returns with controlled volatility instead of periodically enlarged profits. The proprietary quantitative trading models are a big driver of alpha. Continuous development of current, as well as new, models is an important part of the operations within Sigma Opportunities. 

Note: The hedge fund strategy Sigma Opportunity’s track record dates back to November 2014 where it initially was a strategy component of a global balanced fund but also a standalone strategy in a managed account. On the 5th of June 2017 the portfolio managers of Sigma Opportunity, Mr. Dahlin and Mr. Hakenas, took over the management of an existing licensed AIF fund named Alfa Saga Fund and renamed it to Alfa Sigma Opportunities (ASO) as well as completely changed the fund’s strategy to that of Sigma Opportunity. The track record published on this page is therefore for the period November 2014 to May 2017 from Sigma Opportunity managed account, and from the 5th of June 2017 and onwards from ASO.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateNov 2014
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyAlfakraft Fonder AB
Principal -
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.alfakraftfonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 5.08 -2.51 -4.45 -1.27 -0.85 -0.01 -0.18 -0.41 -4.75
2018 -0.29 -11.32 -1.00 1.05 -0.34 -1.31 0.88 0.54 0.49 0.36 1.03 -7.30 -16.65
2017 0.31 2.84 1.17 4.27 0.64 -0.33 1.20 0.02 0.06 0.86 0.69 0.27 12.58
2016 -3.82 4.51 3.38 -0.65 3.52 -1.98 -1.12 6.65 0.65 5.42 -3.52 3.92 17.52
2015 2.13 2.92 0.61 2.89 1.15 2.72 2.93 -4.46 -0.08 7.32 4.10 7.00 32.80
2014 1.96 -3.42 -1.53

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 -20.62% 20 0 01/2018 -
2 -4.54% 2 1 08/2015 10/2015
3 -3.82% 1 1 01/2016 02/2016
4 -3.52% 1 1 11/2016 12/2016
5 -3.42% 1 2 12/2014 02/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.20%-1.21%-0.88%-0.88%-0.14%
% Positive0.00%0.00%33.33%45.83%58.33%
Avg. Pos. Period - - 1.74%1.03%1.51%
Avg. Neg. Period-0.20%-1.20%-2.12%-2.40%-2.34%
Sharpe Ratio-4.23-2.73-1.00-0.94-0.11
Sortino Ratio-2.68-2.17-1.16-1.02-0.19
Monthly Volatility0.16%1.51%2.90%3.08%3.03%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.32%-11.32%0.60%0.58%-0.41%62.07%
3 Months 19.54%-12.46%1.89%1.51%-0.60%71.43%
6 Months 24.22%-13.00%4.02%5.82%-7.03%69.81%
1 Year 32.92%-16.65%9.60%16.85%-10.04%59.57%
2 Years 56.09%-19.12%21.84%13.36%-19.12%74.29%
3 Years 75.70%-4.93%31.19%32.52%-4.93%91.30%
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

The investment strategy is a short term model driven trading strategy focused on global options and futures. Positions have an average holding period of 5-10 days. A short time frame for trading in highly liquid instruments reduces volatility and downside risk. The fund's risk management system is designed to produce consistent returns with controlled volatility instead of periodically enlarged profits. The proprietary quantitative trading models are a big driver of alpha. Continuous development of current, as well as new, models is an important part of the operations within Sigma Opportunities. 

Note: The hedge fund strategy Sigma Opportunity’s track record dates back to November 2014 where it initially was a strategy component of a global balanced fund but also a standalone strategy in a managed account. On the 5th of June 2017 the portfolio managers of Sigma Opportunity, Mr. Dahlin and Mr. Hakenas, took over the management of an existing licensed AIF fund named Alfa Saga Fund and renamed it to Alfa Sigma Opportunities (ASO) as well as completely changed the fund’s strategy to that of Sigma Opportunity. The track record published on this page is therefore for the period November 2014 to May 2017 from Sigma Opportunity managed account, and from the 5th of June 2017 and onwards from ASO.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateNov 2014
Management Fee1.50%
Performance Fee20.00%

Company Information

CompanyAlfakraft Fonder AB
Principal -
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.alfakraftfonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 5.08 -2.51 -4.45 -1.27 -0.85 -0.01 -0.18 -0.41 -4.75
2018 -0.29 -11.32 -1.00 1.05 -0.34 -1.31 0.88 0.54 0.49 0.36 1.03 -7.30 -16.65
2017 0.31 2.84 1.17 4.27 0.64 -0.33 1.20 0.02 0.06 0.86 0.69 0.27 12.58
2016 -3.82 4.51 3.38 -0.65 3.52 -1.98 -1.12 6.65 0.65 5.42 -3.52 3.92 17.52
2015 2.13 2.92 0.61 2.89 1.15 2.72 2.93 -4.46 -0.08 7.32 4.10 7.00 32.80
2014 1.96 -3.42 -1.53

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -0.60%
Year to Date Return -4.75%
12 Month Return -10.04%
36 Month Return -4.93%
Total Return Annualized 6.79%
Winning Months (%) 62.07%
Average Winning Month 2.38%
Average Losing Month -2.30%
Total Return Cumulative 37.35%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.00
Sortino Ratio-1.16
Sterling-0.46
Calmar-0.86
Skewness-0.47
Kurtosis3.04
Maximum Drawdown-11.71%
Correlation vs S&P 5000.52
Annualized Volatility10.04%
Annualized Down. Deviation8.30%

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 -20.62% 20 0 01/2018 -
2 -4.54% 2 1 08/2015 10/2015
3 -3.82% 1 1 01/2016 02/2016
4 -3.52% 1 1 11/2016 12/2016
5 -3.42% 1 2 12/2014 02/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.20%-1.21%-0.88%-0.88%-0.14%
% Positive0.00%0.00%33.33%45.83%58.33%
Avg. Pos. Period - - 1.74%1.03%1.51%
Avg. Neg. Period-0.20%-1.20%-2.12%-2.40%-2.34%
Sharpe Ratio-4.23-2.73-1.00-0.94-0.11
Sortino Ratio-2.68-2.17-1.16-1.02-0.19
Monthly Volatility0.16%1.51%2.90%3.08%3.03%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.32%-11.32%0.60%0.58%-0.41%62.07%
3 Months 19.54%-12.46%1.89%1.51%-0.60%71.43%
6 Months 24.22%-13.00%4.02%5.82%-7.03%69.81%
1 Year 32.92%-16.65%9.60%16.85%-10.04%59.57%
2 Years 56.09%-19.12%21.84%13.36%-19.12%74.29%
3 Years 75.70%-4.93%31.19%32.52%-4.93%91.30%
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.