Aktie-Ansvar Kvanthedge

Aktie Ansvar

Strategy Description

Aktie-Ansvar Kvanthedge is a hedge fund employing a quantitative model for systematic trading strategies based on economic theory. The fund’s model seeks to identify financial instruments whose market prices deviate significantly from intrinsic values. Aktie-Ansvar Kvanthedge takes long and short positions in liquid securities in equity markets, fixed income markets and currency markets around the globe to capitalize on such investment opportunities. The fund’s objective is to generate a positive return that is not correlated with traditional assets classes.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM75M SEK
Inception DateJul 2002
Management Fee2.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyAktie Ansvar
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 0.55 -3.09 -15.67 -0.52 -2.26 -2.83 -3.00 -0.16 -0.29 -25.03
2019 -0.93 -1.20 1.83 -0.86 -0.46 0.57 2.59 -2.69 -1.32 -1.47 2.14 -1.76 -3.65
2018 -1.42 5.50 0.32 -2.26 1.08 -1.26 -0.12 -3.74 -0.42 0.33 -0.65 0.65 -2.24
2017 -1.20 -1.10 5.90 4.10 -0.60 -1.70 -0.19 2.25 -1.28 3.04 -0.25 -1.43 7.44
2016 6.10 5.10 -3.40 4.30 -3.30 -1.70 -2.60 -4.40 3.40 8.20 -7.90 0.00 2.47
2015 5.30 -4.40 3.80 -0.80 -0.10 -0.20 3.00 2.90 1.60 -4.50 -2.70 2.10 5.58
2014 4.10 0.70 3.90 0.50 2.20 -1.50 -3.40 4.40 -0.50 1.30 4.30 -1.90 14.61
2013 -0.30 -0.90 1.00 0.80 1.50 -3.20 2.10 -3.00 3.20 4.90 0.50 -3.60 2.66
2012 1.20 1.40 -1.10 -0.70 3.40 -3.90 7.20 0.30 -2.00 0.70 0.90 4.00 11.50
2011 1.21 -1.49 -0.98 2.32 0.30 0.20 -0.40 -10.10 -0.20 3.00 -1.30 1.70 -6.20
2010 3.90 -0.97 -0.75 -1.52 10.73 1.34 0.47 0.96 -0.72 4.37 -2.96 -1.52 13.35
2009 1.71 -2.48 3.81 1.47 1.21 -1.16 0.27 1.10 3.19 0.51 -0.08 0.75 10.63
2008 6.89 1.39 9.17 -5.62 -1.64 5.46 0.90 9.91 4.12 2.50 -0.75 -2.23 33.03
2007 -0.90 3.15 2.89 2.26 -4.25 5.36 0.94 4.26 -2.64 -6.90 5.27 -0.34 8.59
2006 -2.11 0.40 6.85 -0.75 -1.33 -2.82 -3.14 -0.72 -0.31 -3.37 1.18 5.80 -0.90
2005 -1.43 1.65 4.28 -6.04 4.50 1.42 1.45 -2.83 1.42 -0.40 4.41 2.12 10.47
2004 2.26 -0.70 10.23 -3.12 -2.41 4.86 0.04 -1.91 -1.67 -3.57 -2.24 3.33 4.30
2003 -2.38 -2.29 -0.42 4.20 -1.39 2.84 3.37 4.49 -2.95 3.83 -0.02 -0.75 8.40
2002 1.36 4.83 -8.59 5.23 2.35 -6.61 -2.30

Portfolio Managers

No data filled

Family of Funds

Company Programs

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 -32.32% 30 0 04/2018 -
2 -13.30% 11 19 11/2010 04/2013
3 -12.67% 7 7 09/2002 10/2003
4 -11.84% 7 6 04/2006 04/2007
5 -11.49% 4 18 05/2016 02/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.16%-1.52%-2.46%-1.33%-0.93%
% Positive0.00%0.00%16.67%29.17%30.56%
Avg. Pos. Period - - 1.35%1.24%1.69%
Avg. Neg. Period-1.15%-1.51%-3.11%-2.30%-2.00%
Sharpe Ratio-3.04-4.32-1.91-1.31-0.97
Sortino Ratio-2.30-2.71-1.76-1.32-1.08
Monthly Volatility1.31%1.21%4.29%3.37%3.12%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.73%-15.67%0.42%0.04%-0.29%50.23%
3 Months 18.31%-18.70%1.22%1.05%-3.44%59.91%
6 Months 23.88%-25.10%2.58%2.96%-8.77%68.22%
1 Year 43.82%-28.50%6.20%7.36%-25.88%73.08%
2 Years 59.35%-30.22%14.11%12.47%-27.53%87.76%
3 Years 83.13%-29.17%23.64%18.62%-28.46%92.93%
5 Years 100.28%-26.25%46.37%43.50%-26.25%95.63%

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

Aktie-Ansvar Kvanthedge is a hedge fund employing a quantitative model for systematic trading strategies based on economic theory. The fund’s model seeks to identify financial instruments whose market prices deviate significantly from intrinsic values. Aktie-Ansvar Kvanthedge takes long and short positions in liquid securities in equity markets, fixed income markets and currency markets around the globe to capitalize on such investment opportunities. The fund’s objective is to generate a positive return that is not correlated with traditional assets classes.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000 SEK
AUM75M SEK
Inception DateJul 2002
Management Fee2.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyAktie Ansvar
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 0.55 -3.09 -15.67 -0.52 -2.26 -2.83 -3.00 -0.16 -0.29 -25.03
2019 -0.93 -1.20 1.83 -0.86 -0.46 0.57 2.59 -2.69 -1.32 -1.47 2.14 -1.76 -3.65
2018 -1.42 5.50 0.32 -2.26 1.08 -1.26 -0.12 -3.74 -0.42 0.33 -0.65 0.65 -2.24
2017 -1.20 -1.10 5.90 4.10 -0.60 -1.70 -0.19 2.25 -1.28 3.04 -0.25 -1.43 7.44
2016 6.10 5.10 -3.40 4.30 -3.30 -1.70 -2.60 -4.40 3.40 8.20 -7.90 0.00 2.47
2015 5.30 -4.40 3.80 -0.80 -0.10 -0.20 3.00 2.90 1.60 -4.50 -2.70 2.10 5.58
2014 4.10 0.70 3.90 0.50 2.20 -1.50 -3.40 4.40 -0.50 1.30 4.30 -1.90 14.61
2013 -0.30 -0.90 1.00 0.80 1.50 -3.20 2.10 -3.00 3.20 4.90 0.50 -3.60 2.66
2012 1.20 1.40 -1.10 -0.70 3.40 -3.90 7.20 0.30 -2.00 0.70 0.90 4.00 11.50
2011 1.21 -1.49 -0.98 2.32 0.30 0.20 -0.40 -10.10 -0.20 3.00 -1.30 1.70 -6.20
2010 3.90 -0.97 -0.75 -1.52 10.73 1.34 0.47 0.96 -0.72 4.37 -2.96 -1.52 13.35
2009 1.71 -2.48 3.81 1.47 1.21 -1.16 0.27 1.10 3.19 0.51 -0.08 0.75 10.63
2008 6.89 1.39 9.17 -5.62 -1.64 5.46 0.90 9.91 4.12 2.50 -0.75 -2.23 33.03
2007 -0.90 3.15 2.89 2.26 -4.25 5.36 0.94 4.26 -2.64 -6.90 5.27 -0.34 8.59
2006 -2.11 0.40 6.85 -0.75 -1.33 -2.82 -3.14 -0.72 -0.31 -3.37 1.18 5.80 -0.90
2005 -1.43 1.65 4.28 -6.04 4.50 1.42 1.45 -2.83 1.42 -0.40 4.41 2.12 10.47
2004 2.26 -0.70 10.23 -3.12 -2.41 4.86 0.04 -1.91 -1.67 -3.57 -2.24 3.33 4.30
2003 -2.38 -2.29 -0.42 4.20 -1.39 2.84 3.37 4.49 -2.95 3.83 -0.02 -0.75 8.40
2002 1.36 4.83 -8.59 5.23 2.35 -6.61 -2.30

Portfolio Managers

No data filled

Family of Funds

Company Programs

Return Statistics

Last Month Return -
3 Month Return -3.44%
Year to Date Return -25.03%
12 Month Return -25.88%
36 Month Return -28.46%
Total Return Annualized 4.45%
Winning Months (%) 50.23%
Average Winning Month 2.99%
Average Losing Month -2.19%
Total Return Cumulative 121.21%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.91
Sortino Ratio-1.76
Sterling-0.71
Calmar-0.98
Skewness-3.06
Kurtosis10.82
Maximum Drawdown-26.35%
Correlation vs S&P 5000.65
Annualized Volatility14.86%
Annualized Down. Deviation14.96%

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 -32.32% 30 0 04/2018 -
2 -13.30% 11 19 11/2010 04/2013
3 -12.67% 7 7 09/2002 10/2003
4 -11.84% 7 6 04/2006 04/2007
5 -11.49% 4 18 05/2016 02/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.16%-1.52%-2.46%-1.33%-0.93%
% Positive0.00%0.00%16.67%29.17%30.56%
Avg. Pos. Period - - 1.35%1.24%1.69%
Avg. Neg. Period-1.15%-1.51%-3.11%-2.30%-2.00%
Sharpe Ratio-3.04-4.32-1.91-1.31-0.97
Sortino Ratio-2.30-2.71-1.76-1.32-1.08
Monthly Volatility1.31%1.21%4.29%3.37%3.12%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.73%-15.67%0.42%0.04%-0.29%50.23%
3 Months 18.31%-18.70%1.22%1.05%-3.44%59.91%
6 Months 23.88%-25.10%2.58%2.96%-8.77%68.22%
1 Year 43.82%-28.50%6.20%7.36%-25.88%73.08%
2 Years 59.35%-30.22%14.11%12.47%-27.53%87.76%
3 Years 83.13%-29.17%23.64%18.62%-28.46%92.93%
5 Years 100.28%-26.25%46.37%43.50%-26.25%95.63%

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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