Case Kapitalförvaltning AB

Case Corporate Bond

Strategy Description

Case Corporate Bond is an actively managed alternative fixed-income fund that is able to perform in both rising and falling interest-rate markets. The fund has a flexible toolkit, which means that it can easily allocate between different fixed-income asset classes. Unlike traditional fixed-income funds, Case Corporate Bond has the potential to parry rising interest rates. The fund is permitted to use derivatives and to have a larger percentage of the fund invested in bonds and other debt instruments issued by individual central government and municipal authorities and within the EEA than other securities funds.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountrySweden
Legal StructureUCITS
Fund DomicileLuxembourg
Minimum Investment00 SEK
AUM515M SEK
Inception DateDec 2010
Management Fee0.50%
Performance Fee20.00%

Company Information

CompanyCase Kapitalförvaltning AB
PrincipalJohan Andrassy
AddressNorrlandsgatan 10 c
Stockholm, 111 43
Phone+46 08-662 06 90
E-mail[email protected]
Websitewww.casefonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.02 -0.33 0.46 -0.30 0.85
2023 1.80 1.27 -0.57 0.46 0.16 -0.40 0.34 0.73 -0.38 -0.36 -0.01 0.73 3.81
2022 -0.01 -0.81 -0.19 -0.04 -0.76 -2.26 0.41 1.01 -1.62 -1.04 0.25 0.35 -4.66
2021 0.76 0.99 0.51 0.60 0.65 0.49 0.40 0.69 0.52 0.20 0.08 0.27 6.33
2020 0.22 -0.49 -11.37 1.67 1.12 2.91 0.70 1.59 0.89 0.60 0.92 0.49 -1.53
2019 0.82 -0.67 0.60 0.76 0.30 0.25 0.68 0.09 -0.25 0.39 0.35 0.08 3.44
2018 0.46 -0.68 -0.23 -0.24 -0.11 0.21 -0.23 0.02 0.17 0.09 -0.24 -0.25 -1.03
2017 1.10 0.83 -0.10 0.51 0.68 0.65 0.39 0.49 0.24 0.04 -0.16 0.09 4.86
2016 -1.68 -2.68 1.00 1.12 0.54 0.27 0.31 0.51 0.14 0.01 -0.17 0.59 -0.11
2015 -0.07 0.78 0.49 0.76 0.16 -0.48 0.27 -0.57 -1.53 0.83 0.31 -0.68 0.24
2014 0.76 0.69 0.27 0.64 0.43 0.43 0.41 0.19 0.00 -0.68 -0.02 -0.84 2.29
2013 0.93 0.64 0.43 0.94 0.54 -0.11 0.75 0.60 0.82 0.95 0.50 0.53 7.78
2012 2.60 1.00 0.98 -0.29 -0.17 0.33 1.26 0.98 0.64 1.02 0.69 0.52 9.96
2011 0.66 0.84 0.44 0.78 0.06 0.04 0.45 -2.57 -2.23 1.59 -0.62 0.77 0.12
2010 0.07 0.07

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 -11.80% 2 12 02/2020 03/2021
2 -6.09% 9 14 06/2015 04/2017
3 -5.23% 10 17 01/2022 03/2024
4 -4.74% 2 5 08/2011 02/2012
5 -1.60% 4 3 10/2014 04/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.06%0.26%0.14%0.04%0.09%
% Positive33.33%50.00%50.00%54.17%58.33%
Avg. Pos. Period0.46%0.74%0.57%0.69%0.59%
Avg. Neg. Period-0.32%-0.21%-0.30%-0.73%-0.61%
Sharpe Ratio-0.541.770.980.150.40
Sortino Ratio-0.774.952.070.190.54
Monthly Volatility0.37%0.51%0.49%0.89%0.77%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.91%-11.37%0.20%0.39%-0.30%71.43%
3 Months 5.80%-11.61%0.61%0.96%-0.17%69.18%
6 Months 9.20%-10.88%1.19%1.57%1.57%69.87%
1 Year 13.94%-9.24%2.43%2.12%1.66%69.33%
2 Years 18.79%-9.10%4.82%3.59%0.87%83.33%
3 Years 25.25%-6.83%7.11%5.24%3.15%91.27%
5 Years 22.97%-6.12%9.84%8.07%6.50%95.10%

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

Case Corporate Bond is an actively managed alternative fixed-income fund that is able to perform in both rising and falling interest-rate markets. The fund has a flexible toolkit, which means that it can easily allocate between different fixed-income asset classes. Unlike traditional fixed-income funds, Case Corporate Bond has the potential to parry rising interest rates. The fund is permitted to use derivatives and to have a larger percentage of the fund invested in bonds and other debt instruments issued by individual central government and municipal authorities and within the EEA than other securities funds.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountrySweden
Legal StructureUCITS
Fund DomicileLuxembourg
Minimum Investment00 SEK
AUM515M SEK
Inception DateDec 2010
Management Fee0.50%
Performance Fee20.00%

Company Information

CompanyCase Kapitalförvaltning AB
PrincipalJohan Andrassy
AddressNorrlandsgatan 10 c
Stockholm, 111 43
Phone+46 08-662 06 90
E-mail[email protected]
Websitewww.casefonder.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.02 -0.33 0.46 -0.30 0.85
2023 1.80 1.27 -0.57 0.46 0.16 -0.40 0.34 0.73 -0.38 -0.36 -0.01 0.73 3.81
2022 -0.01 -0.81 -0.19 -0.04 -0.76 -2.26 0.41 1.01 -1.62 -1.04 0.25 0.35 -4.66
2021 0.76 0.99 0.51 0.60 0.65 0.49 0.40 0.69 0.52 0.20 0.08 0.27 6.33
2020 0.22 -0.49 -11.37 1.67 1.12 2.91 0.70 1.59 0.89 0.60 0.92 0.49 -1.53
2019 0.82 -0.67 0.60 0.76 0.30 0.25 0.68 0.09 -0.25 0.39 0.35 0.08 3.44
2018 0.46 -0.68 -0.23 -0.24 -0.11 0.21 -0.23 0.02 0.17 0.09 -0.24 -0.25 -1.03
2017 1.10 0.83 -0.10 0.51 0.68 0.65 0.39 0.49 0.24 0.04 -0.16 0.09 4.86
2016 -1.68 -2.68 1.00 1.12 0.54 0.27 0.31 0.51 0.14 0.01 -0.17 0.59 -0.11
2015 -0.07 0.78 0.49 0.76 0.16 -0.48 0.27 -0.57 -1.53 0.83 0.31 -0.68 0.24
2014 0.76 0.69 0.27 0.64 0.43 0.43 0.41 0.19 0.00 -0.68 -0.02 -0.84 2.29
2013 0.93 0.64 0.43 0.94 0.54 -0.11 0.75 0.60 0.82 0.95 0.50 0.53 7.78
2012 2.60 1.00 0.98 -0.29 -0.17 0.33 1.26 0.98 0.64 1.02 0.69 0.52 9.96
2011 0.66 0.84 0.44 0.78 0.06 0.04 0.45 -2.57 -2.23 1.59 -0.62 0.77 0.12
2010 0.07 0.07

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -0.30%
3 Month Return -0.17%
Year to Date Return 0.85%
12 Month Return 1.66%
36 Month Return 3.15%
Total Return Annualized 2.34%
Winning Months (%) 71.43%
Average Winning Month 0.62%
Average Losing Month -0.88%
Total Return Cumulative 36.45%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.98
Sortino Ratio2.07
Sterling0.15
Calmar2.22
Skewness0.50
Kurtosis-0.81
Maximum Drawdown-0.75%
Correlation vs S&P 5000.12
Annualized Volatility1.69%
Annualized Down. Deviation0.46%

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 -11.80% 2 12 02/2020 03/2021
2 -6.09% 9 14 06/2015 04/2017
3 -5.23% 10 17 01/2022 03/2024
4 -4.74% 2 5 08/2011 02/2012
5 -1.60% 4 3 10/2014 04/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.06%0.26%0.14%0.04%0.09%
% Positive33.33%50.00%50.00%54.17%58.33%
Avg. Pos. Period0.46%0.74%0.57%0.69%0.59%
Avg. Neg. Period-0.32%-0.21%-0.30%-0.73%-0.61%
Sharpe Ratio-0.541.770.980.150.40
Sortino Ratio-0.774.952.070.190.54
Monthly Volatility0.37%0.51%0.49%0.89%0.77%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.91%-11.37%0.20%0.39%-0.30%71.43%
3 Months 5.80%-11.61%0.61%0.96%-0.17%69.18%
6 Months 9.20%-10.88%1.19%1.57%1.57%69.87%
1 Year 13.94%-9.24%2.43%2.12%1.66%69.33%
2 Years 18.79%-9.10%4.82%3.59%0.87%83.33%
3 Years 25.25%-6.83%7.11%5.24%3.15%91.27%
5 Years 22.97%-6.12%9.84%8.07%6.50%95.10%

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.