Peak Asset Management

Peak Equity Alpha

Strategy Description

Peak Equity Alpha is fund aiming to achieve long-term value creation at reduced risk using statistical relationships within equity markets. The fund predominantly invests in equities and equity-related investments, as well as uses derivative and hedging strategies to a great extent. Peak Equity Alpha aims to exhibit minimal correlation with broader equity markets. The fund does not have a specific geographical orientation.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJul 2012
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyPeak Asset Management
PrincipalMarcus Andreis
AddressHamngatan 15
Stockholm, SE -103 88
Phone+46 8 400 282 31
E-mail[email protected]
Websitewww.peakam.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.60 -0.46 -4.63 0.19 0.60 -1.18 -0.35 -0.67 -6.97
2019 2.30 0.14 -0.91 -0.44 -1.69 0.97 0.54 -1.77 0.95 -0.57 -0.40 -0.47 -1.42
2018 -0.43 -2.67 0.54 0.06 0.85 -0.91 0.62 -0.50 -0.10 0.70 2.36 -0.40 0.04
2017 0.29 0.87 -0.84 -0.16 -1.12 0.68 0.09 -0.66 -0.38 -1.00 -0.31 -0.13 -2.66
2016 0.35 1.99 0.78 0.23 0.24 1.09 0.35 -0.17 0.83 0.44 0.53 -0.04 6.81
2015 0.12 0.61 0.93 1.30 0.85 0.02 0.44 0.09 -0.03 1.15 0.75 -1.58 4.72
2014 -0.17 1.69 3.39 2.72 1.32 -0.30 0.95 1.42 -1.88 -0.25 -0.36 -0.77 7.90
2013 1.73 0.00 0.73 2.85 -2.01 -1.70 3.13 1.52 1.38 0.66 -2.40 -0.64 5.19
2012 1.82 2.01 2.18 -0.68 2.30 -0.04 7.79

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 -11.72% 42 0 03/2017 -
2 -3.68% 2 2 05/2013 08/2013
3 -3.23% 4 5 09/2014 05/2015
4 -3.19% 3 2 11/2013 03/2014
5 -1.58% 1 2 12/2015 02/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.73%-1.02%-0.64%-0.25%-0.29%
% Positive0.00%33.33%25.00%37.50%36.11%
Avg. Pos. Period - 0.40%0.58%0.97%0.83%
Avg. Neg. Period-0.73%-1.71%-1.04%-0.98%-0.91%
Sharpe Ratio-7.43-2.03-1.65-0.63-0.80
Sortino Ratio-3.14-1.79-1.55-0.77-0.93
Monthly Volatility0.34%1.72%1.33%1.36%1.22%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.39%-4.63%.21%.13%-.67%55.10%
3 Months 8.00%-5.64%.62%.48%-2.19%56.25%
6 Months 10.13%-6.99%1.18%1.52%-5.98%63.44%
1 Year 12.84%-8.46%2.56%3.22%-7.43%72.41%
2 Years 23.48%-5.94%5.46%6.35%-5.94%60.00%
3 Years 27.10%-9.91%7.85%7.30%-9.91%74.60%
5 Years 36.43%-4.36%13.17%13.40%-4.36%84.62%

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

Peak Equity Alpha is fund aiming to achieve long-term value creation at reduced risk using statistical relationships within equity markets. The fund predominantly invests in equities and equity-related investments, as well as uses derivative and hedging strategies to a great extent. Peak Equity Alpha aims to exhibit minimal correlation with broader equity markets. The fund does not have a specific geographical orientation.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJul 2012
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyPeak Asset Management
PrincipalMarcus Andreis
AddressHamngatan 15
Stockholm, SE -103 88
Phone+46 8 400 282 31
E-mail[email protected]
Websitewww.peakam.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.60 -0.46 -4.63 0.19 0.60 -1.18 -0.35 -0.67 -6.97
2019 2.30 0.14 -0.91 -0.44 -1.69 0.97 0.54 -1.77 0.95 -0.57 -0.40 -0.47 -1.42
2018 -0.43 -2.67 0.54 0.06 0.85 -0.91 0.62 -0.50 -0.10 0.70 2.36 -0.40 0.04
2017 0.29 0.87 -0.84 -0.16 -1.12 0.68 0.09 -0.66 -0.38 -1.00 -0.31 -0.13 -2.66
2016 0.35 1.99 0.78 0.23 0.24 1.09 0.35 -0.17 0.83 0.44 0.53 -0.04 6.81
2015 0.12 0.61 0.93 1.30 0.85 0.02 0.44 0.09 -0.03 1.15 0.75 -1.58 4.72
2014 -0.17 1.69 3.39 2.72 1.32 -0.30 0.95 1.42 -1.88 -0.25 -0.36 -0.77 7.90
2013 1.73 0.00 0.73 2.85 -2.01 -1.70 3.13 1.52 1.38 0.66 -2.40 -0.64 5.19
2012 1.82 2.01 2.18 -0.68 2.30 -0.04 7.79

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -2.19%
Year to Date Return -6.97%
12 Month Return -7.43%
36 Month Return -9.91%
Total Return Annualized 2.49%
Winning Months (%) 55.10%
Average Winning Month 1.07%
Average Losing Month -0.86%
Total Return Cumulative 22.20%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.65
Sortino Ratio-1.55
Sterling-0.41
Calmar-0.90
Skewness-2.68
Kurtosis9.35
Maximum Drawdown-8.30%
Correlation vs S&P 5000.68
Annualized Volatility4.60%
Annualized Down. Deviation4.47%

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 -11.72% 42 0 03/2017 -
2 -3.68% 2 2 05/2013 08/2013
3 -3.23% 4 5 09/2014 05/2015
4 -3.19% 3 2 11/2013 03/2014
5 -1.58% 1 2 12/2015 02/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.73%-1.02%-0.64%-0.25%-0.29%
% Positive0.00%33.33%25.00%37.50%36.11%
Avg. Pos. Period - 0.40%0.58%0.97%0.83%
Avg. Neg. Period-0.73%-1.71%-1.04%-0.98%-0.91%
Sharpe Ratio-7.43-2.03-1.65-0.63-0.80
Sortino Ratio-3.14-1.79-1.55-0.77-0.93
Monthly Volatility0.34%1.72%1.33%1.36%1.22%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.39%-4.63%.21%.13%-.67%55.10%
3 Months 8.00%-5.64%.62%.48%-2.19%56.25%
6 Months 10.13%-6.99%1.18%1.52%-5.98%63.44%
1 Year 12.84%-8.46%2.56%3.22%-7.43%72.41%
2 Years 23.48%-5.94%5.46%6.35%-5.94%60.00%
3 Years 27.10%-9.91%7.85%7.30%-9.91%74.60%
5 Years 36.43%-4.36%13.17%13.40%-4.36%84.62%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

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.