Alfakraft Fonder

Brobacke Global Allokering

Strategy Description

Brobacke Global Allokering is a multi-asset fund employing a global macro strategy that seeks to generate returns regardless of the direction of the market. The fund invests in a broad palette of underlying assets such as equity sector and bond ETFs, as well as currencies, commodities, and other derivatives. The fund’s strategy is based on quantitative and qualitative sentiment analysis that follows institutional flows with a focus on passive strategies, CTAs and risk parity / vol target strategies, as well as retail flows. Brobacke Global Allokering uses derivatives to maintain net market exposure, which can range from 200 percent net short to 200 net long.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment100 SEK
AUM -
Inception DateNov 2022
Management Fee1.40%
Performance Fee20% over SSVX 30 days +4%

Company Information

CompanyAlfakraft Fonder
PrincipalNils Brobacke
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.brobacke.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -4.02 -2.91 5.47 -1.71
2023 2.98 -5.01 -2.79 -1.10 0.86 1.68 3.82 0.54 -4.08 -7.48 11.51 6.47 6.07
2022 1.21 -1.37 -0.18

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 -13.24% 9 2 02/2023 12/2023
2 -6.80% 2 0 01/2024 -
3 -1.37% 1 1 12/2022 01/2023
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-0.57%1.29%0.77% - -
% Positive33.33%50.00%58.33% - -
Avg. Pos. Period5.47%7.82%4.34% - -
Avg. Neg. Period-3.46%-4.80%-3.92% - -
Sharpe Ratio-0.400.780.61 - -
Sortino Ratio-0.691.220.93 - -
Monthly Volatility4.23%6.72%5.09% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.51%-7.48%0.34%0.54%5.47%52.94%
3 Months 13.96%-10.78%0.42%-0.77%-1.71%46.67%
6 Months 9.98%-6.45%0.29%-0.13%7.97%50.00%
1 Year 9.64%-10.82%0.51%-0.04%9.64%50.00%
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

Brobacke Global Allokering is a multi-asset fund employing a global macro strategy that seeks to generate returns regardless of the direction of the market. The fund invests in a broad palette of underlying assets such as equity sector and bond ETFs, as well as currencies, commodities, and other derivatives. The fund’s strategy is based on quantitative and qualitative sentiment analysis that follows institutional flows with a focus on passive strategies, CTAs and risk parity / vol target strategies, as well as retail flows. Brobacke Global Allokering uses derivatives to maintain net market exposure, which can range from 200 percent net short to 200 net long.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment100 SEK
AUM -
Inception DateNov 2022
Management Fee1.40%
Performance Fee20% over SSVX 30 days +4%

Company Information

CompanyAlfakraft Fonder
PrincipalNils Brobacke
AddressSkeppsbron 34
Stockholm, 111 30
Phone+46 8 545 188 80
E-mail[email protected]
Websitewww.brobacke.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -4.02 -2.91 5.47 -1.71
2023 2.98 -5.01 -2.79 -1.10 0.86 1.68 3.82 0.54 -4.08 -7.48 11.51 6.47 6.07
2022 1.21 -1.37 -0.18

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 5.47%
3 Month Return -1.71%
Year to Date Return -1.71%
12 Month Return 9.64%
36 Month Return -
Total Return Annualized 2.86%
Winning Months (%) 52.94%
Average Winning Month 3.84%
Average Losing Month -3.59%
Total Return Cumulative 4.08%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.61
Sortino Ratio0.93
Sterling0.45
Calmar0.86
Skewness0.49
Kurtosis0.76
Maximum Drawdown-11.25%
Correlation vs S&P 5000.70
Annualized Volatility17.65%
Annualized Down. Deviation7.22%

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 -13.24% 9 2 02/2023 12/2023
2 -6.80% 2 0 01/2024 -
3 -1.37% 1 1 12/2022 01/2023
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-0.57%1.29%0.77% - -
% Positive33.33%50.00%58.33% - -
Avg. Pos. Period5.47%7.82%4.34% - -
Avg. Neg. Period-3.46%-4.80%-3.92% - -
Sharpe Ratio-0.400.780.61 - -
Sortino Ratio-0.691.220.93 - -
Monthly Volatility4.23%6.72%5.09% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.51%-7.48%0.34%0.54%5.47%52.94%
3 Months 13.96%-10.78%0.42%-0.77%-1.71%46.67%
6 Months 9.98%-6.45%0.29%-0.13%7.97%50.00%
1 Year 9.64%-10.82%0.51%-0.04%9.64%50.00%
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.