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NHX Performance Review - February 2016
NHX Performance Review - February 2016
Month in Review
Top Performing Managers - February 2016
Nordic hedge funds gained an estimated 0.3% in February 2016 bringing year-to-date performance to -0.7%. Managed Futures continued to build on its positive performance from the previous month as continued market turmoil benefited trend following strategies in particular. NHX CTA is now up close to 10% on the year, by far the strongest performer among the Nordic hedge fund categories. Elsewhere, equity anf multi strategy funds gained slightly while fixed income and fund of funds suffered losses.
Sub-Strategy & Country-by-Country Performance The NHX Composite gained 0.3% in February. CTAs (+4.3%) outerformed while fixed income (-1.0%) and fund of funds (-0.3%) suffered losses. Equity (+0.1%) and multi strategy (+0.1%) funds were little changed.
2013 2013
2 MTD
YTD
12M ROR
Total Return
St. Dev.
Sharpe
Estlander & Partners Alpha Trend II - Class P
13.94
34.19
3.50
28.41
11.39
0.28
Accendo
6.70
2.72
25.72
116.25
4.09
0.75
RPM Galaxy C (EUR)
6.15
10.61
7.13
57.64
4.74
0.43
DNB TMT Absolute Return
6.10
3.55
9.92
20.17
2.14
0.51
IPM Systematic Macro Fund
5.33
11.99
16.71
152.11
3.09
0.95
2 YTD
MTD
12M ROR
Total Return
St. Dev.
Sharpe
12,0%
Top Performing Managers - Year To Date 2016
10,0% 8,0%
2013 2013
6,0%
Estlander & Partners Alpha Trend II - Class P
34.19
13.94
3.50
28.41
11.39
0.28
4,0%
RPM Evolving CTA Fund
12.62
4.76
1.34
27.50
4.47
0.65
2,0%
IPM Systematic Macro Fund
11.99
5.33
16.71
152.11
3.09
0.95
0,0%
Graal Kvanthedge
11.51
5.10
16.95
217.33
3.40
0.78
SEB, AS Opportunistic
11.44
3.15
-5.72
53.24
4.62
0.48
-‐2,0% -‐4,0%
NHX Composite
NHX CTA
NHX Equi;es
MTD
NHX Fixed Income
NHX Fund Of Funds
NHX Mul;-‐Strategy
YTD
2,0%
On a country-by-country level, Finland and Sweden gained while Norway and Denmark posted losses.
1,0% 0,0% -‐1,0% -‐2,0% -‐3,0% -‐4,0% -‐5,0%
NHX Denmark
NHX Finland
MTD
NHX Norway
NHX Sweden
YTD
NHX Composite Historical Monthly Returns Jan 2
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2016
-1.0%
0.3%
2015
2.3%
1.4%
0.8%
-0.2%
0.4%
-1.6%
1.2%
-1.7%
-0.5%
0.8%
1.8%
-0.5%
4.6%
2014
0.1%
1.5%
-0.2%
0.0%
1.2%
0.2%
-0.2%
0.6%
0.2%
-0.2%
1.2%
0.0%
4.1%
2013
1.9%
0.4%
0.1%
0.6%
0.7%
-1.1%
0.6%
-0.4%
1.1%
1.2%
1.1%
0.9%
7.6%
2012
1.7%
1.3%
0.0%
-0.2%
-0.5%
-1.4%
2.0%
0.4%
0.1%
-0.4%
0.3%
1.0%
4.4%
2011
-0.4%
0.3%
0.4%
1.3%
-0.9%
-1.3%
-0.1%
-1.8%
-1.2%
0.3%
-0.3%
0.3%
-3.5%
2010
0.4%
-0.1%
1.5%
0.8%
-1.8%
-0.7%
0.6%
0.1%
1.4%
0.8%
0.0%
3.1%
6.2%
VINNARE ÅRETS ADVOKATBYRÅ
-0.7%
2009
0.8%
0.1%
1.5%
3.2%
2.3%
0.3%
1.4%
1.3%
1.5%
0.2%
0.5%
1.0%
15.0%
2008
-1.2%
1.3%
-0.9%
0.1%
1.2%
-1.8%
-1.2%
-0.2%
-4.5%
-3.5%
-0.6%
-0.3%
-11.1%
2007
0.7%
0.0%
0.9%
1.4%
1.1%
0.2%
-0.4%
-1.8%
1.0%
1.3%
-1.6%
0.2%
2.8%
2006
1.5%
0.6%
1.7%
1.1%
-1.5%
-0.3%
-0.1%
0.6%
0.2%
0.7%
1.4%
1.8%
7.9%
2013
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