Captor Scilla Global Equity

Captor Fund Management AB

Strategy Description

Captor Scilla Global Equity is an actively managed fund focused on global equities in developed markets. The fund typically invests in 200 to 300 companies, representing about one-fifth of its total permitted selection. The fund’s primary objective is to achieve a higher information ratio – a better return-to-volatility ratio – compared to other global equity funds, all while maintaining a well-balanced level of risk. To achieve this, the fund manager emphasizes strategies that reduce volatility. Depending on market conditions, the fund’s equity exposure can range from 80% to 120%. In volatile markets, the fund may hold more cash or low-risk bonds, while in calmer markets, it may use leverage to enhance returns.

Fund Information

General Information

NHX CategoryEquity Long-Only
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment10,000,000 SEK
AUM -
Inception DateFeb 2019
Management Fee0.38%
Performance Fee -
SFDR Classification -

Company Information

CompanyCaptor Fund Management AB
AddressDrottninggatan 32
Stockholm, 111 51
Phone+46 08-701 01 00
E-mail[email protected]
Websitewww.captor.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 4.06 1.21 6.18 -0.80 -0.02 1.77 4.49 0.41 0.45 2.22 5.21 27.94
2023 3.20 -2.50 1.34 2.60 1.28 2.45 -1.78 1.52 -2.61 -0.12 0.53 -0.36 5.47
2022 -1.90 -1.60 1.83 0.58 -1.15 -0.68 2.65 0.82 -3.02 3.47 1.89 -1.69 0.96
2021 -0.24 -0.40 7.49 -0.19 1.51 2.00 3.94 2.37 -3.35 2.06 3.25 6.39 27.26
2020 3.95 -8.69 -12.25 1.63 -0.43 0.06 -2.59 1.69 2.09 -3.18 2.18 -0.86 -16.36
2019 1.23 1.71 4.72 -1.44 1.91 2.98 2.60 2.08 -0.62 -0.13 -0.59 15.24

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 -20.97% 6 17 02/2020 12/2021
2 -3.47% 2 6 01/2022 08/2022
3 -3.02% 1 1 09/2022 10/2022
4 -3.00% 4 3 07/2023 01/2024
5 -2.50% 1 2 02/2023 04/2023

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.61%2.41%2.04%1.18%1.04%
% Positive100.00%100.00%75.00%66.67%63.89%
Avg. Pos. Period2.63%2.43%2.89%2.43%2.46%
Avg. Neg. Period - - -0.39%-1.23%-1.40%
Sharpe Ratio4.634.553.171.831.55
Sortino Ratio0.000.0027.974.513.54
Monthly Volatility1.96%1.85%2.26%2.29%2.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.49%-12.25%0.78%1.25%5.21%61.43%
3 Months 12.10%-18.57%2.19%2.20%8.04%77.94%
6 Months 18.21%-20.97%4.14%4.79%15.36%78.46%
1 Year 27.48%-19.73%7.00%9.25%27.48%79.66%
2 Years 32.92%-6.32%16.23%20.84%32.65%76.60%
3 Years 44.93%2.31%27.42%34.83%44.93%100.00%
5 Years 44.16%33.03%37.08%36.14%44.16%100.00%

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

Captor Scilla Global Equity is an actively managed fund focused on global equities in developed markets. The fund typically invests in 200 to 300 companies, representing about one-fifth of its total permitted selection. The fund’s primary objective is to achieve a higher information ratio – a better return-to-volatility ratio – compared to other global equity funds, all while maintaining a well-balanced level of risk. To achieve this, the fund manager emphasizes strategies that reduce volatility. Depending on market conditions, the fund’s equity exposure can range from 80% to 120%. In volatile markets, the fund may hold more cash or low-risk bonds, while in calmer markets, it may use leverage to enhance returns.

Fund Information

General Information

NHX CategoryEquity Long-Only
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment10,000,000 SEK
AUM -
Inception DateFeb 2019
Management Fee0.38%
Performance Fee -
SFDR Classification -

Company Information

CompanyCaptor Fund Management AB
AddressDrottninggatan 32
Stockholm, 111 51
Phone+46 08-701 01 00
E-mail[email protected]
Websitewww.captor.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 4.06 1.21 6.18 -0.80 -0.02 1.77 4.49 0.41 0.45 2.22 5.21 27.94
2023 3.20 -2.50 1.34 2.60 1.28 2.45 -1.78 1.52 -2.61 -0.12 0.53 -0.36 5.47
2022 -1.90 -1.60 1.83 0.58 -1.15 -0.68 2.65 0.82 -3.02 3.47 1.89 -1.69 0.96
2021 -0.24 -0.40 7.49 -0.19 1.51 2.00 3.94 2.37 -3.35 2.06 3.25 6.39 27.26
2020 3.95 -8.69 -12.25 1.63 -0.43 0.06 -2.59 1.69 2.09 -3.18 2.18 -0.86 -16.36
2019 1.23 1.71 4.72 -1.44 1.91 2.98 2.60 2.08 -0.62 -0.13 -0.59 15.24

Portfolio Managers

No data filled

Return Statistics

Last Month Return 5.21%
3 Month Return 8.04%
Year to Date Return 27.94%
12 Month Return 27.48%
36 Month Return 44.93%
Total Return Annualized 9.20%
Winning Months (%) 61.43%
Average Winning Month 2.51%
Average Losing Month -1.97%
Total Return Cumulative 67.12%

Risk Statistics (12M)

1 Year
Sharpe Ratio3.17
Sortino Ratio27.97
Sterling2.54
Calmar33.68
Skewness0.63
Kurtosis-0.59
Maximum Drawdown-0.82%
Correlation vs S&P 5000.20
Annualized Volatility7.83%
Annualized Down. Deviation1.11%

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 -20.97% 6 17 02/2020 12/2021
2 -3.47% 2 6 01/2022 08/2022
3 -3.02% 1 1 09/2022 10/2022
4 -3.00% 4 3 07/2023 01/2024
5 -2.50% 1 2 02/2023 04/2023

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.61%2.41%2.04%1.18%1.04%
% Positive100.00%100.00%75.00%66.67%63.89%
Avg. Pos. Period2.63%2.43%2.89%2.43%2.46%
Avg. Neg. Period - - -0.39%-1.23%-1.40%
Sharpe Ratio4.634.553.171.831.55
Sortino Ratio0.000.0027.974.513.54
Monthly Volatility1.96%1.85%2.26%2.29%2.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.49%-12.25%0.78%1.25%5.21%61.43%
3 Months 12.10%-18.57%2.19%2.20%8.04%77.94%
6 Months 18.21%-20.97%4.14%4.79%15.36%78.46%
1 Year 27.48%-19.73%7.00%9.25%27.48%79.66%
2 Years 32.92%-6.32%16.23%20.84%32.65%76.60%
3 Years 44.93%2.31%27.42%34.83%44.93%100.00%
5 Years 44.16%33.03%37.08%36.14%44.16%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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