Aktie Ansvar

Graal

Strategy Description

Graal is an equity hedge fund employing fundamental analysis to identify and invest in Swedish companies with good balance sheets and income. The fund adjusts market exposure using derivatives on the OMXS30 index. Graal also actively seeks opportunities within the fixed income market to increase long-term returns, and can invest in certificates, bonds and so-called floating rate notes (FRNs). The fund’s objective is to deliver positive returns regardless of market developments.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM334M SEK
Inception DateJul 2002
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyAktie Ansvar
Principal -
AddressBiblioteksgatan 29, 6 tr
Stockholm, SE-114 35
Phone+4684073565
E-mail[email protected]
Websitewww.aktieansvar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 0.15 -0.94 -6.57 1.03 1.35 1.14 0.28 1.34 0.06 -0.12 -2.51
2019 -0.60 0.63 -2.20 0.18 -1.05 -0.64 -0.39 -1.76 0.74 -0.26 0.01 -0.31 -5.55
2018 0.94 -1.11 -0.92 -0.53 -0.73 -0.23 0.75 -0.44 1.54 0.84 0.70 -0.20 0.57
2017 0.10 0.20 -0.14 -0.98 1.41 0.76 0.16 -0.03 1.00 -1.09 1.22 -0.30 2.30
2016 -1.20 0.00 0.30 0.50 0.50 -0.70 1.30 0.60 0.40 0.30 0.40 0.50 2.92
2015 1.70 1.50 0.20 0.40 0.20 -1.30 0.90 -1.10 -1.40 0.50 0.20 -1.30 0.44
2014 -0.50 1.60 0.30 0.60 0.50 0.20 0.20 0.10 0.10 0.10 0.60 0.00 3.85
2013 0.80 0.30 0.40 0.70 0.70 -1.10 1.50 0.10 1.00 0.61 0.90 0.70 6.79
2012 1.10 1.00 0.40 0.30 -1.00 1.00 0.90 0.40 0.80 0.20 0.50 0.10 5.83
2011 0.21 -0.51 0.93 0.76 0.19 -1.28 -1.63 -3.86 -1.94 2.91 0.02 0.10 -4.18
2010 0.37 -0.16 0.60 0.17 -1.26 0.02 1.14 -0.12 1.31 0.28 -0.09 0.91 3.19
2009 0.62 0.47 0.12 0.71 0.51 0.19 0.19 0.69 0.45 0.01 -0.16 0.44 4.32
2008 -0.89 2.23 0.16 0.89 0.66 -2.90 0.59 -0.10 -3.16 -2.71 -0.61 0.10 -5.74
2007 0.74 0.16 1.23 1.32 0.63 0.01 0.51 -0.42 -0.07 -1.14 -1.52 0.20 1.62
2006 0.39 0.77 1.23 0.48 -0.54 0.19 -0.37 0.20 1.12 0.92 0.70 1.89 7.18
2005 0.50 1.23 0.29 -0.27 0.66 0.74 1.01 0.07 0.75 0.12 0.71 0.77 6.77
2004 0.22 0.06 0.14 1.24 0.11 0.77 0.13 0.05 0.43 0.36 1.48 0.88 6.02
2003 -0.50 1.90 0.24 1.67 0.15 1.26 1.08 0.91 0.29 1.24 1.62 0.77 11.13
2002 3.70 2.79 1.33 2.53 2.37 -0.71 12.56

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 -12.77% 26 0 02/2018 -
2 -8.63% 6 30 06/2008 05/2011
3 -8.45% 4 16 06/2011 01/2013
4 -4.63% 8 17 06/2015 06/2017
5 -3.79% 6 4 08/2007 05/2008

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.42%0.67%-0.24%-0.32%-0.19%
% Positive66.67%83.33%66.67%50.00%47.22%
Avg. Pos. Period0.70%0.83%0.67%0.63%0.76%
Avg. Neg. Period-0.12%-0.12%-1.99%-1.25%-1.02%
Sharpe Ratio2.273.79-0.37-0.68-0.44
Sortino Ratio21.2347.60-0.43-0.74-0.51
Monthly Volatility0.65%0.62%2.03%1.57%1.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.70%-6.57%0.25%0.30%-0.12%73.18%
3 Months 8.01%-7.31%0.73%1.10%1.28%74.31%
6 Months 12.56%-8.63%1.37%2.21%4.11%73.49%
1 Year 17.96%-10.50%2.68%3.41%-2.80%71.29%
2 Years 28.30%-10.97%5.45%3.57%-7.46%75.13%
3 Years 36.84%-10.07%8.25%5.91%-6.54%83.24%
5 Years 58.07%-9.99%13.14%12.99%-3.57%86.96%

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

Graal is an equity hedge fund employing fundamental analysis to identify and invest in Swedish companies with good balance sheets and income. The fund adjusts market exposure using derivatives on the OMXS30 index. Graal also actively seeks opportunities within the fixed income market to increase long-term returns, and can invest in certificates, bonds and so-called floating rate notes (FRNs). The fund’s objective is to deliver positive returns regardless of market developments.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM334M SEK
Inception DateJul 2002
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyAktie Ansvar
Principal -
AddressBiblioteksgatan 29, 6 tr
Stockholm, SE-114 35
Phone+4684073565
E-mail[email protected]
Websitewww.aktieansvar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 0.15 -0.94 -6.57 1.03 1.35 1.14 0.28 1.34 0.06 -0.12 -2.51
2019 -0.60 0.63 -2.20 0.18 -1.05 -0.64 -0.39 -1.76 0.74 -0.26 0.01 -0.31 -5.55
2018 0.94 -1.11 -0.92 -0.53 -0.73 -0.23 0.75 -0.44 1.54 0.84 0.70 -0.20 0.57
2017 0.10 0.20 -0.14 -0.98 1.41 0.76 0.16 -0.03 1.00 -1.09 1.22 -0.30 2.30
2016 -1.20 0.00 0.30 0.50 0.50 -0.70 1.30 0.60 0.40 0.30 0.40 0.50 2.92
2015 1.70 1.50 0.20 0.40 0.20 -1.30 0.90 -1.10 -1.40 0.50 0.20 -1.30 0.44
2014 -0.50 1.60 0.30 0.60 0.50 0.20 0.20 0.10 0.10 0.10 0.60 0.00 3.85
2013 0.80 0.30 0.40 0.70 0.70 -1.10 1.50 0.10 1.00 0.61 0.90 0.70 6.79
2012 1.10 1.00 0.40 0.30 -1.00 1.00 0.90 0.40 0.80 0.20 0.50 0.10 5.83
2011 0.21 -0.51 0.93 0.76 0.19 -1.28 -1.63 -3.86 -1.94 2.91 0.02 0.10 -4.18
2010 0.37 -0.16 0.60 0.17 -1.26 0.02 1.14 -0.12 1.31 0.28 -0.09 0.91 3.19
2009 0.62 0.47 0.12 0.71 0.51 0.19 0.19 0.69 0.45 0.01 -0.16 0.44 4.32
2008 -0.89 2.23 0.16 0.89 0.66 -2.90 0.59 -0.10 -3.16 -2.71 -0.61 0.10 -5.74
2007 0.74 0.16 1.23 1.32 0.63 0.01 0.51 -0.42 -0.07 -1.14 -1.52 0.20 1.62
2006 0.39 0.77 1.23 0.48 -0.54 0.19 -0.37 0.20 1.12 0.92 0.70 1.89 7.18
2005 0.50 1.23 0.29 -0.27 0.66 0.74 1.01 0.07 0.75 0.12 0.71 0.77 6.77
2004 0.22 0.06 0.14 1.24 0.11 0.77 0.13 0.05 0.43 0.36 1.48 0.88 6.02
2003 -0.50 1.90 0.24 1.67 0.15 1.26 1.08 0.91 0.29 1.24 1.62 0.77 11.13
2002 3.70 2.79 1.33 2.53 2.37 -0.71 12.56

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 1.28%
Year to Date Return -2.51%
12 Month Return -2.80%
36 Month Return -6.54%
Total Return Annualized 3.01%
Winning Months (%) 73.18%
Average Winning Month 0.71%
Average Losing Month -1.02%
Total Return Cumulative 72.36%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.37
Sortino Ratio-0.43
Sterling-0.16
Calmar-0.37
Skewness-3.17
Kurtosis11.12
Maximum Drawdown-7.60%
Correlation vs S&P 5000.77
Annualized Volatility7.05%
Annualized Down. Deviation9.23%

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 -12.77% 26 0 02/2018 -
2 -8.63% 6 30 06/2008 05/2011
3 -8.45% 4 16 06/2011 01/2013
4 -4.63% 8 17 06/2015 06/2017
5 -3.79% 6 4 08/2007 05/2008

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.42%0.67%-0.24%-0.32%-0.19%
% Positive66.67%83.33%66.67%50.00%47.22%
Avg. Pos. Period0.70%0.83%0.67%0.63%0.76%
Avg. Neg. Period-0.12%-0.12%-1.99%-1.25%-1.02%
Sharpe Ratio2.273.79-0.37-0.68-0.44
Sortino Ratio21.2347.60-0.43-0.74-0.51
Monthly Volatility0.65%0.62%2.03%1.57%1.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.70%-6.57%0.25%0.30%-0.12%73.18%
3 Months 8.01%-7.31%0.73%1.10%1.28%74.31%
6 Months 12.56%-8.63%1.37%2.21%4.11%73.49%
1 Year 17.96%-10.50%2.68%3.41%-2.80%71.29%
2 Years 28.30%-10.97%5.45%3.57%-7.46%75.13%
3 Years 36.84%-10.07%8.25%5.91%-6.54%83.24%
5 Years 58.07%-9.99%13.14%12.99%-3.57%86.96%

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.