TARS Capital

TARS Capital AB

Strategy Description

TARS Capital is a quantitative, fully systematic, and automatic model that utilizes a diversified portfolio of outright futures contracts on the world’s strictly regulated and highly liquid futures exchanges to generate absolute returns. The fund seeks to capture independent alpha from short-term momentum trading opportunities regardless of the risk environment. The strategy employs over 25 different quantitative trading models in over 15 liquid global futures markets including currencies, equity indices, commodities, and fixed income with no correlation to traditional assets, hedge funds, and CTA portfolios.

*Track record of the fund with external capital before receiving license as a Swedish AIF fund on November 22, 2023.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateJan 2022
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyTARS Capital AB
AddressSkomakaregatan
Malmö, 21134
Phone+46 40 631 19 00
E-mail[email protected]
Websitewww.tars-capital.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.14 1.06 -2.57 -5.06 -1.96 -4.20 0.31 0.85 -3.85 -14.48
2023 0.51* -1.33* 3.09* -1.79* -3.99* -2.87* -6.00* 0.71* 1.87* -5.73* -0.87* -2.95 -18.10
2022 0.50* 1.75* 1.70* 0.49* 2.45* 1.98* 2.72* 1.57* 0.13* 3.46* 3.41* 2.24* 24.77

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 -31.50% 18 0 04/2023 -
2 -1.33% 1 1 02/2023 03/2023
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-0.92%-2.34%-2.10%-1.10% -
% Positive66.67%33.33%33.33%45.83% -
Avg. Pos. Period0.58%0.58%0.59%1.60% -
Avg. Neg. Period-3.85%-3.77%-3.40%-3.32% -
Sharpe Ratio-1.48-3.56-3.17-1.30 -
Sortino Ratio-1.43-2.53-2.39-1.41 -
Monthly Volatility2.10%2.25%2.26%2.84% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.46%-6.00%-0.37%0.49%-3.85%60.61%
3 Months 9.38%-12.34%-0.98%-1.78%-2.73%41.94%
6 Months 14.27%-15.22%-1.98%-6.66%-13.27%39.29%
1 Year 24.78%-23.65%-4.48%-11.86%-22.44%31.82%
2 Years 2.18%-23.39%-9.99%-10.44%-23.39%30.00%
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

TARS Capital is a quantitative, fully systematic, and automatic model that utilizes a diversified portfolio of outright futures contracts on the world’s strictly regulated and highly liquid futures exchanges to generate absolute returns. The fund seeks to capture independent alpha from short-term momentum trading opportunities regardless of the risk environment. The strategy employs over 25 different quantitative trading models in over 15 liquid global futures markets including currencies, equity indices, commodities, and fixed income with no correlation to traditional assets, hedge funds, and CTA portfolios.

*Track record of the fund with external capital before receiving license as a Swedish AIF fund on November 22, 2023.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateJan 2022
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyTARS Capital AB
AddressSkomakaregatan
Malmö, 21134
Phone+46 40 631 19 00
E-mail[email protected]
Websitewww.tars-capital.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.14 1.06 -2.57 -5.06 -1.96 -4.20 0.31 0.85 -3.85 -14.48
2023 0.51* -1.33* 3.09* -1.79* -3.99* -2.87* -6.00* 0.71* 1.87* -5.73* -0.87* -2.95 -18.10
2022 0.50* 1.75* 1.70* 0.49* 2.45* 1.98* 2.72* 1.57* 0.13* 3.46* 3.41* 2.24* 24.77

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -2.73%
Year to Date Return -14.48%
12 Month Return -22.44%
36 Month Return -
Total Return Annualized -4.79%
Winning Months (%) 60.61%
Average Winning Month 1.55%
Average Losing Month -3.32%
Total Return Cumulative -12.62%

Risk Statistics (12M)

1 Year
Sharpe Ratio-3.17
Sortino Ratio-2.39
Sterling-0.69
Calmar-1.00
Skewness-0.10
Kurtosis-0.92
Maximum Drawdown-22.44%
Correlation vs S&P 5000.50
Annualized Volatility7.84%
Annualized Down. Deviation5.25%

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 -31.50% 18 0 04/2023 -
2 -1.33% 1 1 02/2023 03/2023
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-0.92%-2.34%-2.10%-1.10% -
% Positive66.67%33.33%33.33%45.83% -
Avg. Pos. Period0.58%0.58%0.59%1.60% -
Avg. Neg. Period-3.85%-3.77%-3.40%-3.32% -
Sharpe Ratio-1.48-3.56-3.17-1.30 -
Sortino Ratio-1.43-2.53-2.39-1.41 -
Monthly Volatility2.10%2.25%2.26%2.84% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.46%-6.00%-0.37%0.49%-3.85%60.61%
3 Months 9.38%-12.34%-0.98%-1.78%-2.73%41.94%
6 Months 14.27%-15.22%-1.98%-6.66%-13.27%39.29%
1 Year 24.78%-23.65%-4.48%-11.86%-22.44%31.82%
2 Years 2.18%-23.39%-9.99%-10.44%-23.39%30.00%
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.

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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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