Coeli Asset Management

Capital Preservation Strategy

Strategy Description

Capital Preservation Strategy is an absolute-return, low-risk multi-strategy fund targeting a net return of 4-6% per annum. With a clear focus on downside protection and low correlation, the fund’s volatility, measured using the annual standard deviation, shall not surpass half the net return of the fund over time. The fund invests actively in a multi-asset portfolio comprising of primarily hedge funds and absolute return funds, but also equities, bonds and other financial instruments. The fund’s geographical focus is Northern Europe and North America. All trading positions are normally FX-hedged.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.90%
Performance Fee0.00%

Company Information

CompanyCoeli Asset Management
PrincipalLukas Lindkvist
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 1.24 0.30 0.05 -2.99 -0.16 -0.61 -2.20
2018 -0.05 -0.86 -1.03 0.76 0.22 -0.59 0.25 0.57 0.38 -5.91 -0.09 -0.99 -7.27
2017 0.30 0.26 0.25 0.38 0.01 -2.30 1.05 0.00 0.88 0.51 -0.52 0.84 1.63
2016 -0.61 -0.41 -0.63 0.49 0.70 0.52 0.25 0.28 0.46 0.60 0.21 0.06 1.92
2015 1.00 1.15 0.33 0.06 -0.27 -1.30 0.82 -0.87 -0.57 0.25 0.41 0.15 1.14
2014 0.70 0.46 0.53 0.37 0.15 0.25 0.14 -0.18 -0.07 -0.11 -0.04 0.16 2.38
2013 0.35 0.19 0.47 1.63 0.66 -0.82 1.06 0.09 0.48 0.68 1.17 0.38 6.51
2012 0.81 0.76 0.66 0.40 -0.01 0.11 0.53 0.89 0.67 0.61 0.54 0.42 6.58

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 -9.31% 18 0 01/2018 -
2 -3.01% 11 7 05/2015 10/2016
3 -2.30% 1 4 06/2017 10/2017
4 -.82% 1 1 06/2013 07/2013
5 -.52% 1 1 11/2017 12/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.26%-0.37%-0.68%-0.29%-0.17%
% Positive0.00%50.00%50.00%50.00%63.89%
Avg. Pos. Period - 0.53%0.47%0.59%0.44%
Avg. Neg. Period-1.25%-1.25%-1.79%-1.25%-1.34%
Sharpe Ratio-3.50-0.96-1.23-0.67-0.45
Sortino Ratio-2.48-1.03-1.22-0.72-0.50
Monthly Volatility1.24%1.30%1.87%1.46%1.28%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.63%-5.91%.11%.27%-.61%71.11%
3 Months 2.78%-6.93%.34%.79%-3.74%70.45%
6 Months 3.98%-5.80%.76%1.27%-2.20%64.71%
1 Year 7.29%-7.88%1.75%1.67%-7.88%77.22%
2 Years 13.51%-8.37%3.90%3.08%-6.78%86.57%
3 Years 16.88%-6.10%5.54%4.76%-6.10%83.64%
5 Years 19.79%-5.08%9.62%10.91%-5.08%77.42%

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

Capital Preservation Strategy is an absolute-return, low-risk multi-strategy fund targeting a net return of 4-6% per annum. With a clear focus on downside protection and low correlation, the fund’s volatility, measured using the annual standard deviation, shall not surpass half the net return of the fund over time. The fund invests actively in a multi-asset portfolio comprising of primarily hedge funds and absolute return funds, but also equities, bonds and other financial instruments. The fund’s geographical focus is Northern Europe and North America. All trading positions are normally FX-hedged.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.90%
Performance Fee0.00%

Company Information

CompanyCoeli Asset Management
PrincipalLukas Lindkvist
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 1.24 0.30 0.05 -2.99 -0.16 -0.61 -2.20
2018 -0.05 -0.86 -1.03 0.76 0.22 -0.59 0.25 0.57 0.38 -5.91 -0.09 -0.99 -7.27
2017 0.30 0.26 0.25 0.38 0.01 -2.30 1.05 0.00 0.88 0.51 -0.52 0.84 1.63
2016 -0.61 -0.41 -0.63 0.49 0.70 0.52 0.25 0.28 0.46 0.60 0.21 0.06 1.92
2015 1.00 1.15 0.33 0.06 -0.27 -1.30 0.82 -0.87 -0.57 0.25 0.41 0.15 1.14
2014 0.70 0.46 0.53 0.37 0.15 0.25 0.14 -0.18 -0.07 -0.11 -0.04 0.16 2.38
2013 0.35 0.19 0.47 1.63 0.66 -0.82 1.06 0.09 0.48 0.68 1.17 0.38 6.51
2012 0.81 0.76 0.66 0.40 -0.01 0.11 0.53 0.89 0.67 0.61 0.54 0.42 6.58

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -3.74%
Year to Date Return -2.20%
12 Month Return -7.88%
36 Month Return -6.10%
Total Return Annualized 1.33%
Winning Months (%) 71.11%
Average Winning Month 0.50%
Average Losing Month -0.88%
Total Return Cumulative 10.42%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.23
Sortino Ratio-1.22
Sterling-0.42
Calmar-0.88
Skewness-2.40
Kurtosis6.26
Maximum Drawdown-8.97%
Correlation vs S&P 5000.47
Annualized Volatility6.49%
Annualized Down. Deviation7.21%

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 -9.31% 18 0 01/2018 -
2 -3.01% 11 7 05/2015 10/2016
3 -2.30% 1 4 06/2017 10/2017
4 -.82% 1 1 06/2013 07/2013
5 -.52% 1 1 11/2017 12/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.26%-0.37%-0.68%-0.29%-0.17%
% Positive0.00%50.00%50.00%50.00%63.89%
Avg. Pos. Period - 0.53%0.47%0.59%0.44%
Avg. Neg. Period-1.25%-1.25%-1.79%-1.25%-1.34%
Sharpe Ratio-3.50-0.96-1.23-0.67-0.45
Sortino Ratio-2.48-1.03-1.22-0.72-0.50
Monthly Volatility1.24%1.30%1.87%1.46%1.28%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.63%-5.91%.11%.27%-.61%71.11%
3 Months 2.78%-6.93%.34%.79%-3.74%70.45%
6 Months 3.98%-5.80%.76%1.27%-2.20%64.71%
1 Year 7.29%-7.88%1.75%1.67%-7.88%77.22%
2 Years 13.51%-8.37%3.90%3.08%-6.78%86.57%
3 Years 16.88%-6.10%5.54%4.76%-6.10%83.64%
5 Years 19.79%-5.08%9.62%10.91%-5.08%77.42%

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.