HCP Quant Fund

HELSINKI CAPITAL PARTNERS

Strategy Description

HCP Quant follows a quantitative investment strategy and invests in small- and medium-sized companies with low market values compared to their fair estimated values evaluated using different quantitative measures. The objective of the fund is to achieve an investment return that exceeds the return of the MSCI ACWI SMID Cap Index, which captures mid and small cap representation across 23 developed markets and 24 emerging markets. The investment horizon of HCP Quant is shorter than usual, with the fund generally investing with the intention to hold an investment for less than a year. The fund manages a concentrated portfolio comprising between 15 and 40 holdings.

Fund Information

General Information

NHX CategoryEquity Long-Only
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment5,000 EUR
AUM10M EUR
Inception DateJun 2014
Management Fee1.00%
Performance Fee10.00%

Company Information

CompanyHELSINKI CAPITAL PARTNERS
AddressEerikinkatu 36
Helsinki, 00180
Phone+358 9 689 88 481
E-mail[email protected]
Websitewww.hcp.fi/en/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.99 -4.83 2.92 1.17 8.70 -2.30 6.27
2023 10.41 1.50 -3.69 -1.84 -3.72 5.84 6.45 -1.59 3.28 -2.58 3.57 4.68 23.37
2022 -5.79 2.17 1.91 -1.19 5.11 -16.15 10.24 0.60 -11.27 8.89 -0.63 -9.36 -17.56
2021 3.59 11.02 9.50 5.96 -0.95 -2.76 0.42 6.05 -3.03 7.80 2.86 0.22 47.49
2020 -5.87 -7.39 -13.62 11.43 -2.99 2.21 8.78 0.34 -4.89 -2.54 9.28 6.64 -1.90
2019 6.77 2.34 5.18 -0.47 -11.59 4.04 2.58 -10.98 -1.77 -0.87 4.12 2.23 -0.41
2018 5.25 -6.05 -4.65 4.84 7.43 -2.70 -0.68 -5.07 1.78 -12.02 -4.91 -3.82 -20.22
2017 3.75 3.72 -3.96 -0.54 -1.76 -0.14 2.75 1.73 5.28 0.17 -3.08 2.06 9.95
2016 -7.16 -2.51 -1.04 -0.89 2.59 3.24 7.75 -2.78 3.54 -0.22 1.82 0.95 4.59
2015 4.85 3.20 7.65 -0.43 4.87 -8.39 -5.66 -7.56 -2.37 5.23 2.79 -5.44 -2.97
2014 -1.65 -0.36 2.05 -5.55 1.42 0.16 3.18 -1.00

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 -45.11% 58 19 06/2015 10/2021
2 -19.08% 7 13 06/2022 01/2024
3 -5.79% 1 4 01/2022 05/2022
4 -5.55% 1 4 09/2014 01/2015
5 -4.83% 1 3 02/2024 05/2024

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.42%1.02%1.63%0.99%0.60%
% Positive66.67%66.67%66.67%58.33%61.11%
Avg. Pos. Period4.94%3.44%3.97%4.95%4.35%
Avg. Neg. Period-2.30%-3.57%-2.83%-4.18%-4.86%
Sharpe Ratio1.900.901.540.710.46
Sortino Ratio6.321.613.180.990.51
Monthly Volatility4.59%4.24%3.84%5.61%5.80%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.43%-16.15%0.41%0.60%-2.30%54.55%
3 Months 28.81%-24.70%1.23%0.92%7.44%56.30%
6 Months 55.50%-22.78%2.39%3.24%6.27%57.76%
1 Year 66.73%-34.75%4.44%1.33%21.44%52.73%
2 Years 88.47%-39.10%7.76%2.35%26.53%59.18%
3 Years 70.97%-36.35%11.45%10.13%24.04%66.28%
5 Years 57.62%-42.68%5.81%7.24%48.02%59.68%

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

HCP Quant follows a quantitative investment strategy and invests in small- and medium-sized companies with low market values compared to their fair estimated values evaluated using different quantitative measures. The objective of the fund is to achieve an investment return that exceeds the return of the MSCI ACWI SMID Cap Index, which captures mid and small cap representation across 23 developed markets and 24 emerging markets. The investment horizon of HCP Quant is shorter than usual, with the fund generally investing with the intention to hold an investment for less than a year. The fund manages a concentrated portfolio comprising between 15 and 40 holdings.

Fund Information

General Information

NHX CategoryEquity Long-Only
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment5,000 EUR
AUM10M EUR
Inception DateJun 2014
Management Fee1.00%
Performance Fee10.00%

Company Information

CompanyHELSINKI CAPITAL PARTNERS
AddressEerikinkatu 36
Helsinki, 00180
Phone+358 9 689 88 481
E-mail[email protected]
Websitewww.hcp.fi/en/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.99 -4.83 2.92 1.17 8.70 -2.30 6.27
2023 10.41 1.50 -3.69 -1.84 -3.72 5.84 6.45 -1.59 3.28 -2.58 3.57 4.68 23.37
2022 -5.79 2.17 1.91 -1.19 5.11 -16.15 10.24 0.60 -11.27 8.89 -0.63 -9.36 -17.56
2021 3.59 11.02 9.50 5.96 -0.95 -2.76 0.42 6.05 -3.03 7.80 2.86 0.22 47.49
2020 -5.87 -7.39 -13.62 11.43 -2.99 2.21 8.78 0.34 -4.89 -2.54 9.28 6.64 -1.90
2019 6.77 2.34 5.18 -0.47 -11.59 4.04 2.58 -10.98 -1.77 -0.87 4.12 2.23 -0.41
2018 5.25 -6.05 -4.65 4.84 7.43 -2.70 -0.68 -5.07 1.78 -12.02 -4.91 -3.82 -20.22
2017 3.75 3.72 -3.96 -0.54 -1.76 -0.14 2.75 1.73 5.28 0.17 -3.08 2.06 9.95
2016 -7.16 -2.51 -1.04 -0.89 2.59 3.24 7.75 -2.78 3.54 -0.22 1.82 0.95 4.59
2015 4.85 3.20 7.65 -0.43 4.87 -8.39 -5.66 -7.56 -2.37 5.23 2.79 -5.44 -2.97
2014 -1.65 -0.36 2.05 -5.55 1.42 0.16 3.18 -1.00

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -2.30%
3 Month Return 7.44%
Year to Date Return 6.27%
12 Month Return 21.44%
36 Month Return 24.04%
Total Return Annualized 3.19%
Winning Months (%) 54.55%
Average Winning Month 4.33%
Average Losing Month -4.29%
Total Return Cumulative 37.27%

Risk Statistics (12M)

1 Year
Sharpe Ratio1.54
Sortino Ratio3.18
Sterling1.45
Calmar4.44
Skewness0.06
Kurtosis0.00
Maximum Drawdown-4.83%
Correlation vs S&P 5000.23
Annualized Volatility13.29%
Annualized Down. Deviation4.21%

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 -45.11% 58 19 06/2015 10/2021
2 -19.08% 7 13 06/2022 01/2024
3 -5.79% 1 4 01/2022 05/2022
4 -5.55% 1 4 09/2014 01/2015
5 -4.83% 1 3 02/2024 05/2024

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.42%1.02%1.63%0.99%0.60%
% Positive66.67%66.67%66.67%58.33%61.11%
Avg. Pos. Period4.94%3.44%3.97%4.95%4.35%
Avg. Neg. Period-2.30%-3.57%-2.83%-4.18%-4.86%
Sharpe Ratio1.900.901.540.710.46
Sortino Ratio6.321.613.180.990.51
Monthly Volatility4.59%4.24%3.84%5.61%5.80%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.43%-16.15%0.41%0.60%-2.30%54.55%
3 Months 28.81%-24.70%1.23%0.92%7.44%56.30%
6 Months 55.50%-22.78%2.39%3.24%6.27%57.76%
1 Year 66.73%-34.75%4.44%1.33%21.44%52.73%
2 Years 88.47%-39.10%7.76%2.35%26.53%59.18%
3 Years 70.97%-36.35%11.45%10.13%24.04%66.28%
5 Years 57.62%-42.68%5.81%7.24%48.02%59.68%

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.