Estlander & Partners Alpha Trend Program

Estlander & Partners

Strategy Description

Alpha Trend is a systematic, medium term, trend following strategy. The program invests in exchange traded futures within the commodity, currency, fixed income, and equity index sectors. Through proprietary logic derived primarily from price patterns, Alpha Trend demonstrates a high level of trade selectivity compared to commonly-used momentum trading strategies in the managed futures sector. A dynamic allocation and risk management framework focuses on minimizing drawdowns and accelerating recovery periods.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureUnknown
Fund DomicileFinland
Minimum Investment20,000,000 USD
AUM101M USD
Inception DateOct 1991
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyEstlander & Partners
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -1.94 6.85 6.33 3.47 -3.88 -2.52 -3.09 -1.05 3.57
2023 -3.29 -0.69 -8.04 1.01 1.49 4.97 -2.23 -4.64 0.82 -2.35 -1.92 0.62 -13.91
2022 0.74 0.52 5.58 0.43 0.53 -3.37 0.57 0.61 4.01 -0.74 0.47 0.69 10.23
2021 -0.71 8.02 -1.14 3.50 1.41 0.38 1.06 -3.42 1.29 4.08 -4.65 -1.66 7.78
2020 -0.62 2.68 6.18 0.53 -0.97 -1.14 2.04 -3.28 -2.38 -1.19 1.43 0.96 3.96
2019 -2.95 2.10 -0.48 -1.75 3.99 2.79 1.15 5.84 -5.62 -3.42 -2.17 0.72 -0.42
2018 3.79 -4.32 -0.43 0.38 0.31 -2.53 0.27 2.88 -1.59 -3.03 1.01 1.12 -2.42
2017 -2.65 -1.16 -2.49 0.11 -3.06 -2.14 2.28 -0.96 -2.79 2.82 -0.49 -1.99 -12.01
2016 5.52 4.47 -3.79 -1.44 -4.68 4.28 0.37 -3.60 -3.03 -2.99 2.66 1.40 -1.55
2015 6.83 0.20 -0.90 -2.35 -2.27 -1.36 3.33 0.46 2.82 -6.02 2.81 -2.16 0.76
2014 -2.98 2.41 -3.14 -1.09 2.43 -0.01 0.19 3.20 2.63 -2.05 5.62 2.88 10.11
2013 6.46 2.66 1.48 1.85 1.54 -2.32 -1.23 -5.95 -4.58 0.69 -1.13 2.49 1.33
2012 0.32 1.85 -4.03 2.39 4.96 -5.21 3.87 -2.45 -0.75 -6.95 -2.52 0.38 -8.53
2011 -0.38 1.94 0.14 3.27 -8.13 -0.79 -1.51 3.56 2.14 -6.77 -5.39 -0.30 -12.31
2010 -6.29 -2.08 2.84 -0.82 6.39 2.62 -0.89 2.68 0.09 5.30 -1.20 5.03 13.73
2009 -3.02 -1.40 -2.49 -0.96 10.31 -2.87 1.29 3.99 0.87 -2.90 3.26 -4.14 1.04
2008 8.35 13.86 -4.08 4.21 2.02 2.20 -6.98 1.63 -3.74 7.01 5.30 4.55 37.84
2007 0.07 -0.40 -1.33 3.00 3.78 0.11 -0.98 -6.04 8.04 2.66 -0.59 1.19 9.24
2006 6.69 -4.25 5.07 7.86 0.05 -5.05 -5.35 3.70 -3.87 2.27 2.33 -1.21 7.28
2005 -2.92 7.53 -0.52 -4.16 3.16 0.93 -0.32 0.88 -0.63 1.22 6.36 3.27 15.12
2004 3.43 6.74 1.71 -5.25 -0.23 -3.06 0.32 -3.48 -0.87 0.67 5.06 1.70 6.24
2003 7.16 5.21 -7.48 5.05 6.43 -2.16 2.18 0.09 -0.57 10.37 -3.71 4.89 29.34
2002 -4.60 -2.22 3.14 -3.29 6.27 7.14 3.62 1.49 1.43 -4.42 -0.43 1.11 8.74
2001 1.15 -1.61 5.97 -3.40 1.26 -1.81 -1.45 -2.89 5.99 5.30 -3.57 0.72 5.08
2000 -1.02 5.19 -0.01 0.73 0.31 0.41 -0.71 1.85 -4.50 -2.70 1.79 10.78 11.92
1999 -2.04 4.42 -1.45 3.28 -2.47 2.26 2.94 1.61 3.55 -7.74 3.70 7.56 15.73
1998 4.93 4.71 3.75 -4.29 1.37 1.77 1.62 5.64 1.89 -2.14 -4.30 3.79 19.67
1997 5.04 6.25 0.76 1.39 -0.36 1.42 5.50 -3.57 1.19 -9.11 -1.27 6.47 13.32
1996 -4.26 -6.73 3.65 13.46 -3.52 0.91 -4.89 -0.45 9.06 4.37 3.10 -4.09 8.96
1995 -1.56 -1.49 2.57 5.63 1.82 -1.49 -5.68 -4.89 -0.03 -0.85 2.39 14.40 9.76
1994 -2.04 -4.06 4.52 -2.03 9.25 3.21 -1.30 -1.74 1.15 -3.02 9.23 -2.38 10.08
1993 -4.29 3.94 1.71 4.49 3.24 -1.00 4.36 -3.28 0.26 -4.86 7.38 7.94 20.59
1992 -4.96 -1.91 1.41 1.30 2.12 6.44 6.48 3.92 0.77 -7.39 4.91 -3.09 9.29
1991 2.10 1.30 9.63 13.39

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 -29.69% 96 0 05/2011 -
2 -12.44% 4 3 08/1997 02/1998
3 -12.41% 5 2 06/1995 12/1995
4 -12.04% 6 14 04/2004 11/2005
5 -12.04% 3 8 12/2009 10/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.22%-0.19%0.05%-0.30%-0.08%
% Positive0.00%33.33%41.67%45.83%55.56%
Avg. Pos. Period - 4.90%3.62%2.79%2.25%
Avg. Neg. Period-2.22%-2.64%-2.39%-2.80%-2.88%
Sharpe Ratio-8.95-0.110.11-0.23-0.03
Sortino Ratio-3.24-0.290.09-0.41-0.12
Monthly Volatility0.86%3.74%3.48%3.49%3.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 14.40%-9.11%0.65%0.52%-1.05%55.95%
3 Months 24.84%-12.06%1.96%1.52%-6.52%59.80%
6 Months 37.64%-13.81%3.88%3.71%-1.15%65.64%
1 Year 39.24%-16.16%7.68%7.36%0.63%73.44%
2 Years 66.46%-21.97%16.16%18.00%-6.87%77.42%
3 Years 76.54%-26.33%25.68%30.02%-2.84%81.67%
5 Years 118.08%-21.11%48.09%66.85%-1.08%74.11%

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

Alpha Trend is a systematic, medium term, trend following strategy. The program invests in exchange traded futures within the commodity, currency, fixed income, and equity index sectors. Through proprietary logic derived primarily from price patterns, Alpha Trend demonstrates a high level of trade selectivity compared to commonly-used momentum trading strategies in the managed futures sector. A dynamic allocation and risk management framework focuses on minimizing drawdowns and accelerating recovery periods.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureUnknown
Fund DomicileFinland
Minimum Investment20,000,000 USD
AUM101M USD
Inception DateOct 1991
Management Fee1.50%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyEstlander & Partners
AddressPitkäkatu 34 C, Vaasa
Helsinki, FI-00100
Phone+358207613300
E-mail[email protected]
Websitewww.estlander.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -1.94 6.85 6.33 3.47 -3.88 -2.52 -3.09 -1.05 3.57
2023 -3.29 -0.69 -8.04 1.01 1.49 4.97 -2.23 -4.64 0.82 -2.35 -1.92 0.62 -13.91
2022 0.74 0.52 5.58 0.43 0.53 -3.37 0.57 0.61 4.01 -0.74 0.47 0.69 10.23
2021 -0.71 8.02 -1.14 3.50 1.41 0.38 1.06 -3.42 1.29 4.08 -4.65 -1.66 7.78
2020 -0.62 2.68 6.18 0.53 -0.97 -1.14 2.04 -3.28 -2.38 -1.19 1.43 0.96 3.96
2019 -2.95 2.10 -0.48 -1.75 3.99 2.79 1.15 5.84 -5.62 -3.42 -2.17 0.72 -0.42
2018 3.79 -4.32 -0.43 0.38 0.31 -2.53 0.27 2.88 -1.59 -3.03 1.01 1.12 -2.42
2017 -2.65 -1.16 -2.49 0.11 -3.06 -2.14 2.28 -0.96 -2.79 2.82 -0.49 -1.99 -12.01
2016 5.52 4.47 -3.79 -1.44 -4.68 4.28 0.37 -3.60 -3.03 -2.99 2.66 1.40 -1.55
2015 6.83 0.20 -0.90 -2.35 -2.27 -1.36 3.33 0.46 2.82 -6.02 2.81 -2.16 0.76
2014 -2.98 2.41 -3.14 -1.09 2.43 -0.01 0.19 3.20 2.63 -2.05 5.62 2.88 10.11
2013 6.46 2.66 1.48 1.85 1.54 -2.32 -1.23 -5.95 -4.58 0.69 -1.13 2.49 1.33
2012 0.32 1.85 -4.03 2.39 4.96 -5.21 3.87 -2.45 -0.75 -6.95 -2.52 0.38 -8.53
2011 -0.38 1.94 0.14 3.27 -8.13 -0.79 -1.51 3.56 2.14 -6.77 -5.39 -0.30 -12.31
2010 -6.29 -2.08 2.84 -0.82 6.39 2.62 -0.89 2.68 0.09 5.30 -1.20 5.03 13.73
2009 -3.02 -1.40 -2.49 -0.96 10.31 -2.87 1.29 3.99 0.87 -2.90 3.26 -4.14 1.04
2008 8.35 13.86 -4.08 4.21 2.02 2.20 -6.98 1.63 -3.74 7.01 5.30 4.55 37.84
2007 0.07 -0.40 -1.33 3.00 3.78 0.11 -0.98 -6.04 8.04 2.66 -0.59 1.19 9.24
2006 6.69 -4.25 5.07 7.86 0.05 -5.05 -5.35 3.70 -3.87 2.27 2.33 -1.21 7.28
2005 -2.92 7.53 -0.52 -4.16 3.16 0.93 -0.32 0.88 -0.63 1.22 6.36 3.27 15.12
2004 3.43 6.74 1.71 -5.25 -0.23 -3.06 0.32 -3.48 -0.87 0.67 5.06 1.70 6.24
2003 7.16 5.21 -7.48 5.05 6.43 -2.16 2.18 0.09 -0.57 10.37 -3.71 4.89 29.34
2002 -4.60 -2.22 3.14 -3.29 6.27 7.14 3.62 1.49 1.43 -4.42 -0.43 1.11 8.74
2001 1.15 -1.61 5.97 -3.40 1.26 -1.81 -1.45 -2.89 5.99 5.30 -3.57 0.72 5.08
2000 -1.02 5.19 -0.01 0.73 0.31 0.41 -0.71 1.85 -4.50 -2.70 1.79 10.78 11.92
1999 -2.04 4.42 -1.45 3.28 -2.47 2.26 2.94 1.61 3.55 -7.74 3.70 7.56 15.73
1998 4.93 4.71 3.75 -4.29 1.37 1.77 1.62 5.64 1.89 -2.14 -4.30 3.79 19.67
1997 5.04 6.25 0.76 1.39 -0.36 1.42 5.50 -3.57 1.19 -9.11 -1.27 6.47 13.32
1996 -4.26 -6.73 3.65 13.46 -3.52 0.91 -4.89 -0.45 9.06 4.37 3.10 -4.09 8.96
1995 -1.56 -1.49 2.57 5.63 1.82 -1.49 -5.68 -4.89 -0.03 -0.85 2.39 14.40 9.76
1994 -2.04 -4.06 4.52 -2.03 9.25 3.21 -1.30 -1.74 1.15 -3.02 9.23 -2.38 10.08
1993 -4.29 3.94 1.71 4.49 3.24 -1.00 4.36 -3.28 0.26 -4.86 7.38 7.94 20.59
1992 -4.96 -1.91 1.41 1.30 2.12 6.44 6.48 3.92 0.77 -7.39 4.91 -3.09 9.29
1991 2.10 1.30 9.63 13.39

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -1.05%
3 Month Return -6.52%
Year to Date Return 3.57%
12 Month Return 0.63%
36 Month Return -2.84%
Total Return Annualized 7.14%
Winning Months (%) 55.95%
Average Winning Month 3.35%
Average Losing Month -2.78%
Total Return Cumulative 869.23%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.11
Sortino Ratio0.09
Sterling0.03
Calmar0.06
Skewness1.13
Kurtosis0.46
Maximum Drawdown-10.15%
Correlation vs S&P 500-0.07
Annualized Volatility12.04%
Annualized Down. Deviation2.91%

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 -29.69% 96 0 05/2011 -
2 -12.44% 4 3 08/1997 02/1998
3 -12.41% 5 2 06/1995 12/1995
4 -12.04% 6 14 04/2004 11/2005
5 -12.04% 3 8 12/2009 10/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.22%-0.19%0.05%-0.30%-0.08%
% Positive0.00%33.33%41.67%45.83%55.56%
Avg. Pos. Period - 4.90%3.62%2.79%2.25%
Avg. Neg. Period-2.22%-2.64%-2.39%-2.80%-2.88%
Sharpe Ratio-8.95-0.110.11-0.23-0.03
Sortino Ratio-3.24-0.290.09-0.41-0.12
Monthly Volatility0.86%3.74%3.48%3.49%3.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 14.40%-9.11%0.65%0.52%-1.05%55.95%
3 Months 24.84%-12.06%1.96%1.52%-6.52%59.80%
6 Months 37.64%-13.81%3.88%3.71%-1.15%65.64%
1 Year 39.24%-16.16%7.68%7.36%0.63%73.44%
2 Years 66.46%-21.97%16.16%18.00%-6.87%77.42%
3 Years 76.54%-26.33%25.68%30.02%-2.84%81.67%
5 Years 118.08%-21.11%48.09%66.85%-1.08%74.11%

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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