Länsförsäkringar Multistrategi

Länsförsäkringar Fondförvaltning AB

Strategy Description

Länsförsäkringar Multistrategi is an actively managed multi-strategy fund that invests globally across several asset classes such as equities, corporate bonds, currencies, among others. The fund also invests in securities and asset classes that perform well in times of market turbulence, including government bonds, stable currencies and insurance bonds. Länsförsäkringar Multistrategi seeks attractive risk-adjusted returns at a third of the equity market risk. The portfolio management team tries to find a balance in the portfolio by having exposure to different market betas and at the same time, minimizing drawdowns through the use of defensive strategies.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment100 SEK
AUM1,185M SEK
Inception DateJul 2019
Management Fee1.00%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyLänsförsäkringar Fondförvaltning AB
AddressTegeluddsvägen 11-13
Stockholm, 106 50
Phone+46 08-588 400 00
E-mail -
Websitewww.lansforsakringar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.63 -0.34 1.76 -0.37 1.51 -0.79 3.44 1.30 1.45 8.86
2023 1.85 -0.96 1.64 1.08 -1.68 1.23 0.85 -0.01 -1.13 -0.39 2.09 1.53 6.18
2022 -1.28 -1.48 -0.59 -2.07 -1.64 -2.94 1.16 -0.39 -2.14 -1.25 4.23 0.87 -7.46
2021 0.24 -0.27 1.12 0.16 1.16 0.44 0.83 0.78 -1.11 -0.96 0.48 0.79 3.69
2020 1.36 -2.45 -6.34 1.88 1.14 0.47 0.75 0.52 0.59 -1.14 1.80 0.41 -1.31
2019 1.29 1.36 -0.23 -0.56 -0.31 0.15 1.69

Portfolio Managers

Sebastian Hallenius is a fund manager of multi-assets at Länsförsäkringar. Hallenius managed multi-asset strategies at Alfred Berg before joining Länsförsäkringar and had also worked as a proprietary trader at Erik Penser Bank. He holds a Master’s Degree in Financial Mathematics from the Royal Institute of Technology.

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 -12.69% 14 19 09/2021 05/2024
2 -8.63% 2 15 02/2020 06/2021
3 -1.10% 3 2 09/2019 01/2020
4 -0.79% 1 1 06/2024 07/2024
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.06%1.08%0.98%0.76%0.20%
% Positive100.00%66.67%66.67%62.50%50.00%
Avg. Pos. Period2.07%1.93%1.71%1.70%1.55%
Avg. Neg. Period - -0.58%-0.47%-0.77%-1.13%
Sharpe Ratio7.332.722.821.860.46
Sortino Ratio0.0010.5311.564.690.71
Monthly Volatility0.98%1.39%1.21%1.44%1.58%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.23%-6.34%0.18%0.47%1.45%58.73%
3 Months 7.08%-7.39%0.44%1.01%6.31%65.57%
6 Months 8.96%-9.61%0.65%2.30%6.67%67.24%
1 Year 12.39%-10.86%1.16%2.71%12.39%57.69%
2 Years 20.00%-6.71%0.82%-0.23%20.00%47.50%
3 Years 7.28%-10.07%-0.39%1.43%7.28%64.29%
5 Years 8.67%4.71%6.80%6.90%8.67%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

Länsförsäkringar Multistrategi is an actively managed multi-strategy fund that invests globally across several asset classes such as equities, corporate bonds, currencies, among others. The fund also invests in securities and asset classes that perform well in times of market turbulence, including government bonds, stable currencies and insurance bonds. Länsförsäkringar Multistrategi seeks attractive risk-adjusted returns at a third of the equity market risk. The portfolio management team tries to find a balance in the portfolio by having exposure to different market betas and at the same time, minimizing drawdowns through the use of defensive strategies.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment100 SEK
AUM1,185M SEK
Inception DateJul 2019
Management Fee1.00%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyLänsförsäkringar Fondförvaltning AB
AddressTegeluddsvägen 11-13
Stockholm, 106 50
Phone+46 08-588 400 00
E-mail -
Websitewww.lansforsakringar.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.63 -0.34 1.76 -0.37 1.51 -0.79 3.44 1.30 1.45 8.86
2023 1.85 -0.96 1.64 1.08 -1.68 1.23 0.85 -0.01 -1.13 -0.39 2.09 1.53 6.18
2022 -1.28 -1.48 -0.59 -2.07 -1.64 -2.94 1.16 -0.39 -2.14 -1.25 4.23 0.87 -7.46
2021 0.24 -0.27 1.12 0.16 1.16 0.44 0.83 0.78 -1.11 -0.96 0.48 0.79 3.69
2020 1.36 -2.45 -6.34 1.88 1.14 0.47 0.75 0.52 0.59 -1.14 1.80 0.41 -1.31
2019 1.29 1.36 -0.23 -0.56 -0.31 0.15 1.69

Portfolio Managers

Sebastian Hallenius is a fund manager of multi-assets at Länsförsäkringar. Hallenius managed multi-asset strategies at Alfred Berg before joining Länsförsäkringar and had also worked as a proprietary trader at Erik Penser Bank. He holds a Master’s Degree in Financial Mathematics from the Royal Institute of Technology.

Return Statistics

Last Month Return 1.45%
3 Month Return 6.31%
Year to Date Return 8.86%
12 Month Return 12.39%
36 Month Return 7.28%
Total Return Annualized 2.06%
Winning Months (%) 58.73%
Average Winning Month 1.20%
Average Losing Month -1.26%
Total Return Cumulative 11.31%

Risk Statistics (12M)

1 Year
Sharpe Ratio2.82
Sortino Ratio11.56
Sterling1.15
Calmar15.68
Skewness0.25
Kurtosis0.30
Maximum Drawdown-0.79%
Correlation vs S&P 5000.35
Annualized Volatility4.19%
Annualized Down. Deviation0.64%

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 -12.69% 14 19 09/2021 05/2024
2 -8.63% 2 15 02/2020 06/2021
3 -1.10% 3 2 09/2019 01/2020
4 -0.79% 1 1 06/2024 07/2024
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.06%1.08%0.98%0.76%0.20%
% Positive100.00%66.67%66.67%62.50%50.00%
Avg. Pos. Period2.07%1.93%1.71%1.70%1.55%
Avg. Neg. Period - -0.58%-0.47%-0.77%-1.13%
Sharpe Ratio7.332.722.821.860.46
Sortino Ratio0.0010.5311.564.690.71
Monthly Volatility0.98%1.39%1.21%1.44%1.58%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.23%-6.34%0.18%0.47%1.45%58.73%
3 Months 7.08%-7.39%0.44%1.01%6.31%65.57%
6 Months 8.96%-9.61%0.65%2.30%6.67%67.24%
1 Year 12.39%-10.86%1.16%2.71%12.39%57.69%
2 Years 20.00%-6.71%0.82%-0.23%20.00%47.50%
3 Years 7.28%-10.07%-0.39%1.43%7.28%64.29%
5 Years 8.67%4.71%6.80%6.90%8.67%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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