Volt Capital Management AB

Volt Diversified Alpha Fund

Strategy Description

The Volt Diversified Alpha Program applies machine learning to financial markets with the aim to deliver capital appreciation in all market conditions. The program is fundamental in nature, primarily seeking to capture price moves that are motivated by a change in underlying economic factors, but it also uses technical information for risk management, trade timing and execution decisions. The program trades over 80 liquid futures markets, covering the main global financial and commodity markets. Trading signals span a variety of horizons from monthly to intraday. Intraday or daily signals are used primarily to aid execution and risk management while signals with a weekly or longer horizon are used to establish core positions. The program targets a 10% annualized volatility. Position risk is managed on an intraday basis, maintaining strict limits on exposure and Value-at-Risk (VaR). Execution is fully automated using direct market access (DMA). Thanks to the use of machine learning and fundamental input data, the program is expected to have a low correlation to traditional assets as well as systematic trading benchmarks.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileIreland
Minimum Investment1,000,000 USD
AUM368M USD
Inception DateMar 2017
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyVolt Capital Management AB
PrincipalTommi Lindeman
Investor RelationsTommi Lindeman
AddressStrandvägen 7a
Stockholm, 114 56
Phone+46 70 508 92 20
E-mail[email protected]
Websitewww.voltcm.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -2.15 -2.15
2023 -0.55 -2.26 -0.51 0.81 1.50 -3.13 1.96 2.42 0.16 -0.15 -2.92 -1.32 -4.10
2022 -3.85 -1.03 5.69 2.19 -0.24 4.58 1.06 -0.79 0.92 -2.94 -3.10 -0.29 1.75
2021 -0.21 -0.42 -2.37 5.45 1.77 -1.60 -0.93 -1.08 1.12 3.12 -0.93 -5.19 -1.67
2020 5.72 3.95 11.54 1.10 -0.60 0.48 5.55 2.68 0.37 -3.34 3.53 4.61 40.95
2019 0.17 1.25 -0.79 0.23 -0.53 1.81 -1.47 1.38 -1.73 -2.87 -4.36 2.77 -4.29
2018 1.70 -4.26 0.50 -3.27 1.87 2.80 -1.86 0.40 -0.65 4.58 3.60 2.64 7.91
2017 -1.74 -2.40 -1.24 -2.39 2.71 2.55 -1.04 1.27 1.39 1.16 0.09

Portfolio Managers

Patrik Säfvenblad, Partner and Chief Investment Officer.

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 -12.00% 16 0 10/2022 -
2 -10.62% 4 4 11/2021 06/2022
3 -8.81% 5 3 07/2019 02/2020
4 -7.55% 4 6 03/2017 12/2017
5 -6.93% 3 7 02/2018 11/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.13%-0.68%-0.48%-0.03%-0.17%
% Positive0.00%33.33%41.67%41.67%38.89%
Avg. Pos. Period - 1.29%1.37%2.13%2.34%
Avg. Neg. Period-2.13%-1.64%-1.78%-1.53%-1.72%
Sharpe Ratio-11.29-1.31-0.88-0.01-0.19
Sortino Ratio-3.32-1.48-1.06-0.07-0.35
Monthly Volatility0.65%1.74%1.83%2.27%2.47%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.54%-5.19%0.42%0.17%-2.15%51.81%
3 Months 22.58%-9.78%1.46%1.18%-6.26%59.26%
6 Months 26.59%-9.31%3.38%1.73%-3.98%62.82%
1 Year 40.95%-9.04%7.07%5.04%-5.64%68.06%
2 Years 50.24%-6.39%17.82%14.71%-0.70%78.33%
3 Years 57.34%-5.91%32.33%38.13%-5.91%95.83%
5 Years 66.18%26.45%47.55%47.21%26.45%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.

Strategy Description

The Volt Diversified Alpha Program applies machine learning to financial markets with the aim to deliver capital appreciation in all market conditions. The program is fundamental in nature, primarily seeking to capture price moves that are motivated by a change in underlying economic factors, but it also uses technical information for risk management, trade timing and execution decisions. The program trades over 80 liquid futures markets, covering the main global financial and commodity markets. Trading signals span a variety of horizons from monthly to intraday. Intraday or daily signals are used primarily to aid execution and risk management while signals with a weekly or longer horizon are used to establish core positions. The program targets a 10% annualized volatility. Position risk is managed on an intraday basis, maintaining strict limits on exposure and Value-at-Risk (VaR). Execution is fully automated using direct market access (DMA). Thanks to the use of machine learning and fundamental input data, the program is expected to have a low correlation to traditional assets as well as systematic trading benchmarks.

Fund Information

General Information

NHX CategoryManaged Futures & CTA
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileIreland
Minimum Investment1,000,000 USD
AUM368M USD
Inception DateMar 2017
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyVolt Capital Management AB
PrincipalTommi Lindeman
Investor RelationsTommi Lindeman
AddressStrandvägen 7a
Stockholm, 114 56
Phone+46 70 508 92 20
E-mail[email protected]
Websitewww.voltcm.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -2.15 -2.15
2023 -0.55 -2.26 -0.51 0.81 1.50 -3.13 1.96 2.42 0.16 -0.15 -2.92 -1.32 -4.10
2022 -3.85 -1.03 5.69 2.19 -0.24 4.58 1.06 -0.79 0.92 -2.94 -3.10 -0.29 1.75
2021 -0.21 -0.42 -2.37 5.45 1.77 -1.60 -0.93 -1.08 1.12 3.12 -0.93 -5.19 -1.67
2020 5.72 3.95 11.54 1.10 -0.60 0.48 5.55 2.68 0.37 -3.34 3.53 4.61 40.95
2019 0.17 1.25 -0.79 0.23 -0.53 1.81 -1.47 1.38 -1.73 -2.87 -4.36 2.77 -4.29
2018 1.70 -4.26 0.50 -3.27 1.87 2.80 -1.86 0.40 -0.65 4.58 3.60 2.64 7.91
2017 -1.74 -2.40 -1.24 -2.39 2.71 2.55 -1.04 1.27 1.39 1.16 0.09

Portfolio Managers

Patrik Säfvenblad, Partner and Chief Investment Officer.

Return Statistics

Last Month Return -2.15%
3 Month Return -6.26%
Year to Date Return -2.15%
12 Month Return -5.64%
36 Month Return -5.91%
Total Return Annualized 4.63%
Winning Months (%) 51.81%
Average Winning Month 2.49%
Average Losing Month -1.81%
Total Return Cumulative 36.80%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.88
Sortino Ratio-1.06
Sterling-0.34
Calmar-0.88
Skewness0.06
Kurtosis-0.83
Maximum Drawdown-6.40%
Correlation vs S&P 500-0.47
Annualized Volatility6.33%
Annualized Down. Deviation3.70%

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 -12.00% 16 0 10/2022 -
2 -10.62% 4 4 11/2021 06/2022
3 -8.81% 5 3 07/2019 02/2020
4 -7.55% 4 6 03/2017 12/2017
5 -6.93% 3 7 02/2018 11/2018

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.13%-0.68%-0.48%-0.03%-0.17%
% Positive0.00%33.33%41.67%41.67%38.89%
Avg. Pos. Period - 1.29%1.37%2.13%2.34%
Avg. Neg. Period-2.13%-1.64%-1.78%-1.53%-1.72%
Sharpe Ratio-11.29-1.31-0.88-0.01-0.19
Sortino Ratio-3.32-1.48-1.06-0.07-0.35
Monthly Volatility0.65%1.74%1.83%2.27%2.47%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 11.54%-5.19%0.42%0.17%-2.15%51.81%
3 Months 22.58%-9.78%1.46%1.18%-6.26%59.26%
6 Months 26.59%-9.31%3.38%1.73%-3.98%62.82%
1 Year 40.95%-9.04%7.07%5.04%-5.64%68.06%
2 Years 50.24%-6.39%17.82%14.71%-0.70%78.33%
3 Years 57.34%-5.91%32.33%38.13%-5.91%95.83%
5 Years 66.18%26.45%47.55%47.21%26.45%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.