Calculo Capital

Calculo Evolution Fund 2x

Strategy Description

Calculo Evolution Fund 2x is the 2x volatility version of the trend-following commodity fund Calculo Evolution Fund. The 2x fund has a long-term target return of 12-15 percent annualized, with a volatility that is less than the long-term volatility of the broad equity indices. The fund’s strategy is executed through algorithms that automate the investment process and investment allocation. The fund operates with a set of rules for identifying trading signals and rules for filtering these signals. In addition to this systematic and static investment process, the fund makes use of artificial intelligence as a means to optimize the process of exiting positions. This machine learning process evaluates the portfolio on a daily basis and adjusts the exposure according to historic observations.

Fund Information

General Information

NHX CategoryCTA
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment750,000 DKK
AUM -
Inception DateJan 2023
Management Fee1.50%
Performance Fee15.00%

Company Information

CompanyCalculo Capital
PrincipalPhilip E. Carlsson
AddressJægersborg Alle 1
Charlottenlund, 2920
Phone+45 4292 8044
E-mail[email protected]
Websitewww.calculocapital.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -3.19 1.07 -2.73 5.32 3.28 3.53
2023 -1.81 1.39 -2.65 -0.19 -0.93 1.23 1.43 -6.45 -2.06 2.06 1.74 3.43 -3.17

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 -9.84% 9 8 01/2023 05/2024
2 - - - - -
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 Return1.90%1.15%0.38% - -
% Positive66.67%66.67%66.67% - -
Avg. Pos. Period4.30%3.28%2.45% - -
Avg. Neg. Period-2.73%-2.96%-3.61% - -
Sharpe Ratio1.981.300.46 - -
Sortino Ratio4.172.320.57 - -
Monthly Volatility3.42%3.19%3.22% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.32%-6.45%0.06%1.07%3.28%52.94%
3 Months 7.40%-7.07%-0.49%0.10%5.80%53.33%
6 Months 7.08%-7.54%-0.98%-1.25%7.08%41.67%
1 Year 4.60%-4.92%-2.09%-3.86%4.60%33.33%
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

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

Calculo Evolution Fund 2x is the 2x volatility version of the trend-following commodity fund Calculo Evolution Fund. The 2x fund has a long-term target return of 12-15 percent annualized, with a volatility that is less than the long-term volatility of the broad equity indices. The fund’s strategy is executed through algorithms that automate the investment process and investment allocation. The fund operates with a set of rules for identifying trading signals and rules for filtering these signals. In addition to this systematic and static investment process, the fund makes use of artificial intelligence as a means to optimize the process of exiting positions. This machine learning process evaluates the portfolio on a daily basis and adjusts the exposure according to historic observations.

Fund Information

General Information

NHX CategoryCTA
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment750,000 DKK
AUM -
Inception DateJan 2023
Management Fee1.50%
Performance Fee15.00%

Company Information

CompanyCalculo Capital
PrincipalPhilip E. Carlsson
AddressJægersborg Alle 1
Charlottenlund, 2920
Phone+45 4292 8044
E-mail[email protected]
Websitewww.calculocapital.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -3.19 1.07 -2.73 5.32 3.28 3.53
2023 -1.81 1.39 -2.65 -0.19 -0.93 1.23 1.43 -6.45 -2.06 2.06 1.74 3.43 -3.17

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return 3.28%
3 Month Return 5.80%
Year to Date Return 3.53%
12 Month Return 4.60%
36 Month Return -
Total Return Annualized 0.17%
Winning Months (%) 52.94%
Average Winning Month 2.33%
Average Losing Month -2.50%
Total Return Cumulative 0.24%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.46
Sortino Ratio0.57
Sterling0.25
Calmar0.55
Skewness-0.80
Kurtosis0.80
Maximum Drawdown-8.38%
Correlation vs S&P 5000.20
Annualized Volatility11.14%
Annualized Down. Deviation5.85%

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 -9.84% 9 8 01/2023 05/2024
2 - - - - -
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 Return1.90%1.15%0.38% - -
% Positive66.67%66.67%66.67% - -
Avg. Pos. Period4.30%3.28%2.45% - -
Avg. Neg. Period-2.73%-2.96%-3.61% - -
Sharpe Ratio1.981.300.46 - -
Sortino Ratio4.172.320.57 - -
Monthly Volatility3.42%3.19%3.22% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.32%-6.45%0.06%1.07%3.28%52.94%
3 Months 7.40%-7.07%-0.49%0.10%5.80%53.33%
6 Months 7.08%-7.54%-0.98%-1.25%7.08%41.67%
1 Year 4.60%-4.92%-2.09%-3.86%4.60%33.33%
2 Years ------
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.