Paleo Capital

Paleo Fund

Strategy Description

Paleo Fund pursues a range of trading strategies across liquid stocks and indexes in the Nordic, European and North-American markets. Paleo Fund relies on “Selective participation” that enables the fund to switch between staying idle in cash or being up to 200% long or short. In practice, Paleo Fund allocates most of the capital for medium-term trend positions, swing-trades on a daily basis, and some short-term model-based quantitative trades all at the same time. The fund’s goal is to achieve absolute returns with strict risk control. The strategy and models are futher explained in the manager’s book “Paleo Trading: How to trade like a Hunter-Gatherer.”

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment1,000,000 NOK
AUM24M NOK
Inception DateMar 2021
Management Fee2.00%
Performance Fee20% above 10%

Company Information

CompanyPaleo Capital
PrincipalKarl Oscar Strøm
AddressSeljeholtet 13 E
Haslum, 1344
Phone+47 922 19 068
E-mail[email protected]
Websitewww.paleocapital.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 -1.16 0.16 -0.40 -0.81 -0.49 -4.30 -1.59 -1.40 -2.77 -0.58 -2.18 -14.54
2022 1.23 0.26 -2.12 -1.00 -2.08 4.75 -2.71 2.23 0.32 -1.99 -5.52 -0.96 -7.69
2021 -1.27 -1.49 0.60 1.07 1.61 -0.53 -3.25 -3.09 4.19 -1.94 -4.26

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 -24.83% 28 0 08/2021 -
2 -2.74% 2 3 03/2021 07/2021
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.85%-2.14%-1.38%-1.06% -
% Positive0.00%0.00%8.33%25.00% -
Avg. Pos. Period - - 0.16%1.49% -
Avg. Neg. Period-1.84%-2.14%-1.51%-1.89% -
Sharpe Ratio-6.90-6.28-4.06-1.79 -
Sortino Ratio-3.10-3.04-2.65-1.86 -
Monthly Volatility0.93%1.18%1.17%2.02% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.75%-5.52%-0.82%-1.00%-2.18%30.30%
3 Months 4.18%-8.29%-2.33%-1.95%-5.44%22.58%
6 Months 1.32%-12.19%-4.64%-3.58%-12.19%14.29%
1 Year 0.79%-19.41%-8.43%-7.95%-15.36%4.55%
2 Years -11.12%-22.64%-16.36%-17.18%-22.64%0.00%
3 Years ------
5 Years ------

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

Paleo Fund pursues a range of trading strategies across liquid stocks and indexes in the Nordic, European and North-American markets. Paleo Fund relies on “Selective participation” that enables the fund to switch between staying idle in cash or being up to 200% long or short. In practice, Paleo Fund allocates most of the capital for medium-term trend positions, swing-trades on a daily basis, and some short-term model-based quantitative trades all at the same time. The fund’s goal is to achieve absolute returns with strict risk control. The strategy and models are futher explained in the manager’s book “Paleo Trading: How to trade like a Hunter-Gatherer.”

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment1,000,000 NOK
AUM24M NOK
Inception DateMar 2021
Management Fee2.00%
Performance Fee20% above 10%

Company Information

CompanyPaleo Capital
PrincipalKarl Oscar Strøm
AddressSeljeholtet 13 E
Haslum, 1344
Phone+47 922 19 068
E-mail[email protected]
Websitewww.paleocapital.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 -1.16 0.16 -0.40 -0.81 -0.49 -4.30 -1.59 -1.40 -2.77 -0.58 -2.18 -14.54
2022 1.23 0.26 -2.12 -1.00 -2.08 4.75 -2.71 2.23 0.32 -1.99 -5.52 -0.96 -7.69
2021 -1.27 -1.49 0.60 1.07 1.61 -0.53 -3.25 -3.09 4.19 -1.94 -4.26

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -2.18%
3 Month Return -5.44%
Year to Date Return -14.54%
12 Month Return -15.36%
36 Month Return -
Total Return Annualized -9.70%
Winning Months (%) 30.30%
Average Winning Month 1.64%
Average Losing Month -1.90%
Total Return Cumulative -24.47%

Risk Statistics (12M)

1 Year
Sharpe Ratio-4.06
Sortino Ratio-2.65
Sterling-0.61
Calmar-1.00
Skewness-1.52
Kurtosis3.10
Maximum Drawdown-15.36%
Correlation vs S&P 500-0.35
Annualized Volatility4.06%
Annualized Down. Deviation3.89%

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 -24.83% 28 0 08/2021 -
2 -2.74% 2 3 03/2021 07/2021
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.85%-2.14%-1.38%-1.06% -
% Positive0.00%0.00%8.33%25.00% -
Avg. Pos. Period - - 0.16%1.49% -
Avg. Neg. Period-1.84%-2.14%-1.51%-1.89% -
Sharpe Ratio-6.90-6.28-4.06-1.79 -
Sortino Ratio-3.10-3.04-2.65-1.86 -
Monthly Volatility0.93%1.18%1.17%2.02% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.75%-5.52%-0.82%-1.00%-2.18%30.30%
3 Months 4.18%-8.29%-2.33%-1.95%-5.44%22.58%
6 Months 1.32%-12.19%-4.64%-3.58%-12.19%14.29%
1 Year 0.79%-19.41%-8.43%-7.95%-15.36%4.55%
2 Years -11.12%-22.64%-16.36%-17.18%-22.64%0.00%
3 Years ------
5 Years ------

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.