C
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NHX Performance Review - January 2016
NHX Performance Review - January 2016
Month in Review
Top Performing Managers - January 2016
Nordic hedge funds lost an estimated 1.0 % in January 2016. Managed Futures was the only category gaining on the month as trends in fixed income, equities and energies supported systematic momentum based strategies in particular. Equity strategies took the biggest hit given a deteriorating investor sentiment fueled by the oil glut and worries for a slowdown in the Chinese economy.
Sub-Strategy & Country-by-Country Performance The NHX Composite lost 1.0 % in January. All sub-categories except Managed Futures (+5.0%) was in the red. NHX Equities (-2.9%), NHX Multi-Strategy (-1.5%), NHX Fund of Funds (-0.6%) and NHX Fixed Income (-0.5%).
2013 2013
2 MTD
YTD
12M ROR
Total Return
St. Dev.
Sharpe
Estlander & Partners Alpha Trend II - Class P
17.77
17.77
-8.73
12.70
11.37
0.24
SEB, AS Opportunistic
8.04
8.04
-8.72
48.56
4.64
0.45
RPM Evolving CTA Fund
7.50
7.50
-5.98
21.71
4.48
0.55
AAM Absolute Return Fund Class B
7.06
7.06
62.37
223.68
3.15
1.12
IPM Systematic Macro Fund
6.32
6.32
6.84
139.36
3.07
0.91
2 YTD
MTD
12M ROR
Total Return
St. Dev.
Sharpe
Estlander & Partners Alpha Trend II - Class P
17.77
17.77
-8.73
12.70
11.37
0.24
SEB, AS Opportunistic
8.04
8.04
-8.72
48.56
4.64
0.45
RPM Evolving CTA Fund
7.50
7.50
-5.98
21.71
4.48
0.55
AAM Absolute Return Fund Class B
7.06
7.06
62.37
223.68
3.15
1.12
IPM Systematic Macro Fund
6.32
6.32
6.84
139.36
3.07
0.91
6,0%
Top Performing Managers - Year To Date 2016
5,0% 4,0%
2013 2013
3,0% 2,0% 1,0% 0,0% -‐1,0% -‐2,0% -‐3,0% -‐4,0%
NHX Composite
NHX CTA
NHX Equi<es
MTD
NHX Fixed Income
NHX Fund Of Funds
NHX Mul<-‐Strategy
YTD
0,0%
On a country-by-country level, all countries recorded losses, Finland being the less hit given a high reliance on CTAs.
-‐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%
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
-1.0%
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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