Coeli Asset Management

Coeli Prognosis Machines

Strategy Description

Coeli Prognosis Machines is an absolute return fund focused on a systematic global macro strategy. The fund employs proven financial models, in tandem with artificial intelligence, to discover the themes investors favor as market conditions change and capture price changes in the underlying markets. Prognosis Machines invests globally in equities, fixed income, currencies and commodities.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM -
Inception DateNov 2015
Management Fee1.70%
Performance Fee20.00%

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
2018 -3.65 -5.32 -2.91 2.37 -1.51 -0.43 -1.00 2.80 1.45 -5.77 1.12 0.13 -12.41
2017 -4.82 1.39 -0.56 3.25 -1.01 -0.81 3.22 -1.20 6.07 4.86 -4.28 1.28 6.98
2016 1.10 2.53 -6.68 -5.93 8.70 2.35 -6.98 1.54 -2.66 -1.23 0.61 -1.56 -8.95
2015 1.08 -0.12 0.96

Portfolio Managers

Alex Gioulekas

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 -18.71% 32 0 03/2016 -
2 -0.12% 1 1 12/2015 01/2016
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-1.55%-0.25%-1.10%-0.27%-0.44%
% Positive66.67%66.67%41.67%45.83%47.22%
Avg. Pos. Period0.63%1.38%1.57%2.54%2.63%
Avg. Neg. Period-5.77%-3.39%-2.94%-2.56%-3.07%
Sharpe Ratio-1.72-0.27-1.34-0.25-0.36
Sortino Ratio-1.62-0.36-1.41-0.40-0.56
Monthly Volatility3.04%2.75%2.74%3.11%3.57%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.70%-6.98%-0.33%-0.28%0.13%47.37%
3 Months 9.89%-11.43%-1.21%-2.14%-4.59%44.44%
6 Months 11.37%-12.10%-2.45%-2.71%-1.49%30.30%
1 Year 9.29%-16.14%-4.64%-5.53%-12.41%22.22%
2 Years 1.44%-14.45%-7.34%-7.82%-6.30%6.67%
3 Years -14.68%-14.93%-14.84%-14.90%-14.68%0.00%
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 Prognosis Machines is an absolute return fund focused on a systematic global macro strategy. The fund employs proven financial models, in tandem with artificial intelligence, to discover the themes investors favor as market conditions change and capture price changes in the underlying markets. Prognosis Machines invests globally in equities, fixed income, currencies and commodities.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM -
Inception DateNov 2015
Management Fee1.70%
Performance Fee20.00%

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
2018 -3.65 -5.32 -2.91 2.37 -1.51 -0.43 -1.00 2.80 1.45 -5.77 1.12 0.13 -12.41
2017 -4.82 1.39 -0.56 3.25 -1.01 -0.81 3.22 -1.20 6.07 4.86 -4.28 1.28 6.98
2016 1.10 2.53 -6.68 -5.93 8.70 2.35 -6.98 1.54 -2.66 -1.23 0.61 -1.56 -8.95
2015 1.08 -0.12 0.96

Portfolio Managers

Alex Gioulekas

Return Statistics

Last Month Return -
3 Month Return -4.59%
Year to Date Return -12.41%
12 Month Return -12.41%
36 Month Return -14.68%
Total Return Annualized -4.60%
Winning Months (%) 47.37%
Average Winning Month 2.55%
Average Losing Month -2.92%
Total Return Cumulative -13.86%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.34
Sortino Ratio-1.41
Sterling-0.53
Calmar-0.92
Skewness-0.42
Kurtosis-0.40
Maximum Drawdown-13.49%
Correlation vs S&P 5000.33
Annualized Volatility9.50%
Annualized Down. Deviation6.71%

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 -18.71% 32 0 03/2016 -
2 -0.12% 1 1 12/2015 01/2016
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-1.55%-0.25%-1.10%-0.27%-0.44%
% Positive66.67%66.67%41.67%45.83%47.22%
Avg. Pos. Period0.63%1.38%1.57%2.54%2.63%
Avg. Neg. Period-5.77%-3.39%-2.94%-2.56%-3.07%
Sharpe Ratio-1.72-0.27-1.34-0.25-0.36
Sortino Ratio-1.62-0.36-1.41-0.40-0.56
Monthly Volatility3.04%2.75%2.74%3.11%3.57%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.70%-6.98%-0.33%-0.28%0.13%47.37%
3 Months 9.89%-11.43%-1.21%-2.14%-4.59%44.44%
6 Months 11.37%-12.10%-2.45%-2.71%-1.49%30.30%
1 Year 9.29%-16.14%-4.64%-5.53%-12.41%22.22%
2 Years 1.44%-14.45%-7.34%-7.82%-6.30%6.67%
3 Years -14.68%-14.93%-14.84%-14.90%-14.68%0.00%
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.