SEB Diversified

SEB Asset Management

Strategy Description

SEB Diversified is targeting absolute returns. The fund does not aim to follow or beat any specific market. Instead, SEB Diversified is aiming to increase the net asset value per share by taking advantage of opportunities that may arise in one or several asset classes at different points in time. The fund has the flexibility to invest in one or several asset classes without being restricted to a specific geographical area. The fund’s exposures to different securities, to different derivative instruments and/or to different asset classes may vary a lot over time, between geographies and between sectors, both when it comes to the magnitude of exposure (from very small to very large) and when it comes to the direction of the exposure (both long and short positions).

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM46M EUR
Inception DateSep 2015
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanySEB Asset Management
AddressSveavägen 8
Stockholm, 106 40
Phone+46 771 365 365
E-mail[email protected]
Websitewww.seb.se/fonder
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2021 1.52 1.52
2020 0.76 -5.51 -12.23 0.89 -0.66 -1.02 2.73 0.41 -1.11 -2.36 12.56 3.48 -3.83
2019 1.98 1.49 5.32 3.61 -4.26 5.47 4.14 2.37 -0.78 -1.12 2.34 0.51 22.69
2018 0.95 -7.93 -1.58 1.44 -0.85 -0.35 -1.65 1.37 -2.07 -6.71 -0.94 0.40 -16.95
2017 -0.96 3.81 -0.42 1.07 1.86 -2.02 4.63 1.42 -2.21 5.59 0.48 -0.77 12.82
2016 4.49 1.99 -0.08 -0.84 -0.17 6.37 2.36 -0.78 0.03 -4.45 -0.22 2.41 11.22
2015 0.19 -0.48 0.25 -2.95 -2.99

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 -18.06% 9 0 02/2020 -
2 -18.06% 10 9 02/2018 08/2019
3 -5.38% 4 5 08/2016 04/2017
4 -3.17% 3 1 10/2015 01/2016
5 -2.21% 1 1 09/2017 10/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return5.75%2.30%-0.26%0.67%-0.04%
% Positive100.00%66.67%50.00%62.50%52.78%
Avg. Pos. Period5.85%4.49%3.60%3.17%2.78%
Avg. Neg. Period - -1.74%-3.82%-3.23%-3.01%
Sharpe Ratio4.221.71-0.070.600.04
Sortino Ratio0.007.50-0.230.79-0.05
Monthly Volatility4.81%4.90%5.54%4.46%4.14%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.56%-12.23%0.36%0.25%1.52%53.85%
3 Months 18.25%-16.44%1.02%1.59%18.25%65.08%
6 Months 17.47%-17.10%1.51%3.05%14.64%60.00%
1 Year 22.69%-17.92%1.93%2.22%-3.11%59.26%
2 Years 25.48%-7.86%4.05%1.81%17.46%59.52%
3 Years 17.14%-16.11%2.56%3.08%-1.45%63.33%
5 Years 22.97%2.72%11.88%10.70%19.47%100.00%

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.

Strategy Description

SEB Diversified is targeting absolute returns. The fund does not aim to follow or beat any specific market. Instead, SEB Diversified is aiming to increase the net asset value per share by taking advantage of opportunities that may arise in one or several asset classes at different points in time. The fund has the flexibility to invest in one or several asset classes without being restricted to a specific geographical area. The fund’s exposures to different securities, to different derivative instruments and/or to different asset classes may vary a lot over time, between geographies and between sectors, both when it comes to the magnitude of exposure (from very small to very large) and when it comes to the direction of the exposure (both long and short positions).

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM46M EUR
Inception DateSep 2015
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanySEB Asset Management
AddressSveavägen 8
Stockholm, 106 40
Phone+46 771 365 365
E-mail[email protected]
Websitewww.seb.se/fonder
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2021 1.52 1.52
2020 0.76 -5.51 -12.23 0.89 -0.66 -1.02 2.73 0.41 -1.11 -2.36 12.56 3.48 -3.83
2019 1.98 1.49 5.32 3.61 -4.26 5.47 4.14 2.37 -0.78 -1.12 2.34 0.51 22.69
2018 0.95 -7.93 -1.58 1.44 -0.85 -0.35 -1.65 1.37 -2.07 -6.71 -0.94 0.40 -16.95
2017 -0.96 3.81 -0.42 1.07 1.86 -2.02 4.63 1.42 -2.21 5.59 0.48 -0.77 12.82
2016 4.49 1.99 -0.08 -0.84 -0.17 6.37 2.36 -0.78 0.03 -4.45 -0.22 2.41 11.22
2015 0.19 -0.48 0.25 -2.95 -2.99

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 18.25%
Year to Date Return 1.52%
12 Month Return -3.11%
36 Month Return -1.45%
Total Return Annualized 3.60%
Winning Months (%) 53.85%
Average Winning Month 2.59%
Average Losing Month -2.25%
Total Return Cumulative 21.11%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.07
Sortino Ratio-0.23
Sterling-0.11
Calmar-0.17
Skewness0.10
Kurtosis4.06
Maximum Drawdown-18.06%
Correlation vs S&P 5000.80
Annualized Volatility19.20%
Annualized Down. Deviation14.20%

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 -18.06% 9 0 02/2020 -
2 -18.06% 10 9 02/2018 08/2019
3 -5.38% 4 5 08/2016 04/2017
4 -3.17% 3 1 10/2015 01/2016
5 -2.21% 1 1 09/2017 10/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return5.75%2.30%-0.26%0.67%-0.04%
% Positive100.00%66.67%50.00%62.50%52.78%
Avg. Pos. Period5.85%4.49%3.60%3.17%2.78%
Avg. Neg. Period - -1.74%-3.82%-3.23%-3.01%
Sharpe Ratio4.221.71-0.070.600.04
Sortino Ratio0.007.50-0.230.79-0.05
Monthly Volatility4.81%4.90%5.54%4.46%4.14%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.56%-12.23%0.36%0.25%1.52%53.85%
3 Months 18.25%-16.44%1.02%1.59%18.25%65.08%
6 Months 17.47%-17.10%1.51%3.05%14.64%60.00%
1 Year 22.69%-17.92%1.93%2.22%-3.11%59.26%
2 Years 25.48%-7.86%4.05%1.81%17.46%59.52%
3 Years 17.14%-16.11%2.56%3.08%-1.45%63.33%
5 Years 22.97%2.72%11.88%10.70%19.47%100.00%

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.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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