nhx-nov2015

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- November 2015 NHX Performance PerformanceReview Review - August 2015

- November 2015 NHX Performance PerformanceReview Review - August 2015

Month in Review

November 2015 Top Performing Managers - August 2015

hedge funds funds lost gained an estimated 1.8in% in November. Year-to-date, the NHXspurred index isby in worries positivefor territory; +5.1 %. Nordic hedge an estimated 1.7% August as the pick up in risk aversion the Chinese economy had a negative impact on all NHX strategy subsets. Year-to-date, the NHX Composite stands at +2.6%. Managed Futures and equity strategies were the best performers during the month. In the case of Managed Futures, funds benefited from strong underlying in currency and commodity and thereby recovered losses the previous Equity hedge Fixed income strategiestrends showed some resilience with NHXmarkets Fixed income ending the month downfrom 0.3%. Equity and month. Multi-Strategy funds fundsthe have had alosers strongposting 2015 with gains now exceeding % for the full year, by far the best performing NHX sub-strategy. were biggest losses of 2.2% and 2.1% 9respectively.

Sub-Strategy & Country-by-Country Performance 1.8%ininAugust. All The NHX NHX Composite Compositegained lost 1.7% November. All strategy had positive strategy groups postedgroups losses. NHX Equities returns. NHX (+2.7 %), NHX Equities (-2.2%), NHX CTA Multi-Strategy (-2.1%), NHX CTA (+2.3 %),NHX NHX Multi-Strategy (+1.5 and %), NHX (-1.7%), Fund of Funds (-1.0%) Fund of Funds(-0.30%) (+0.9 %) and NHX Fixed Income Fixed Income (+0.7 %) On the year, NHX Equities is the best performing On the year, NHX Equities is theMulti-Strategy. best p ­ erforming sub-category followed by NHX sub-category followed by NHX Multi-Strategy.

2013 2013

2 MTD

YTD

12M ROR

Total Return

St. Dev.

Sharpe

AAM Absolute Mermaid NordicReturn Fund Class B

13.54 6.36

39.15 -0.99

38.48 -5.54

165.39 12.24

2.90 2.06

1.03 0.24

RPMSystematic Galaxy C (EUR) IPM Currency Fund

10.70 6.19

10.71 5.66

9.71 5.32

53.09 55.27

4.70 2.60

0.42 0.51

Estlander & Partners Alpha Trend II - Class P ALFA Commodity Fund

9.04 5.03

2.59 3.55

12.05 17.90

3.05 46.58

11.32 4.05

0.20 0.59

Asymmetric – Global Macro Fund Sector Healthcare Fund

8.75 4.02

-0.44 7.58

6.33 8.87

20.79 122.62

4.85 1.29

0.46 1.81

Formuepleje Penta Gladiator Fond

7.40 3.92

17.49 9.52

17.07 6.44

38.71 219.59

8.68 4.94

0.30 0.73

MTD

12M ROR

Total Return

St. Dev.

Sharpe

10,0% 6,0%

Top Performing Managers - Year To Date 2015

9,0% 5,0% 8,0% 4,0%

2013Performing 2013 2 Top Managers - Year To DateYTD 2015

7,0% 3,0% 6,0% 2,0% 5,0% 1,0% 4,0% 0,0% 3,0% -­‐1,0% 2,0% -­‐2,0% 1,0% 0,0% -­‐3,0%

Accendo

44.36 2 YTD

MTD

12M ROR

Total Return

St. Dev.

4.07

0.72

AAM Absolute Return Fund Class B Accendo

39.15 25.79

13.54 -1.29

38.48 26.55

165.39 77.66

2.90 4.05

1.03 0.62

HCP Focus Fund Rhenman Healthcare Equity L/S IC1 (EUR)

33.17 20.40

5.37 -10.95

30.55 42.98

93.92 324.38

4.52 4.82

1.50 1.48

Origo Quest 1(Class A) AAM Absolute Return Fund Class B (NOK)

24.12 18.04

4.86 -1.79

22.75 13.77

56.02 125.13

2.98 2.64

1.58 0.96

Incentive Active Value Incentive Active Value

22.69 16.33

4.64 -4.38

18.02 11.62

18.33 12.19

3.80 3.82

0.97 0.81

HCP Focus Fund

15.73

-8.04

22.11

68.51

4.21

1.38

2013 2013

NHX CComposite omposite NHX

NHX CCTA TA NHX

NHX EEqui<es qui>es NHX

MTD MTD

NHX FFixed ixed Income Income NHX

NHX FFund und OOf f FFunds unds NHX NHX M Mul<-­‐Strategy ul>-­‐Strategy NHX

YTD YTD

12,0% 6,0%

Finland is the On a country-by-country level, Norway Closely followed by best performer on the year. All countries posted Norway. losses on the month.

5,0% 10,0% 4,0% 3,0% 8,0% 2,0% 1,0% 6,0% 0,0% -­‐1,0% 4,0% -­‐2,0% -­‐3,0% 2,0% -­‐4,0% 0,0% -­‐5,0%

NHX DDenmark enmark NHX

NHX FFinland inland NHX

MTD MTD

NHX NNorway orway NHX

NHX SSweden weden NHX

YTD YTD

NHX Composite Historical Monthly Returns Jan Jan 2

Feb Feb

Mar Mar

Apr Apr

May May

Jun Jun

Jul Jul

Aug Aug

Sep Sep

Oct Oct

Nov Nov

Dec Dec

YTD YTD

2015

2.3%

1.4%

0.8%

-0.2%

0.4%

-1.6%

1.2%

-1.7%

-0.5%

0.8%

1.8%

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% 7.6%

2012 2012

1.7% 1.7%

1.3% 1.3%

0.0% 0.0%

-0.2% -0.2%

-0.5% -0.5%

-1.4% -1.4%

2.0% 2.0%

0.4% 0.4%

0.1% 0.1%

-0.4% -0.4%

0.3% 0.3%

1.0% 1.0%

4.4% 4.4%

2011 2011

-0.4% -0.4%

0.3% 0.3%

0.4% 0.4%

1.3% 1.3%

-0.9% -0.9%

-1.3% -1.3%

-0.1% -0.1%

-1.8% -1.8%

-1.2% -1.2%

0.3% 0.3%

-0.3% -0.3%

0.3% 0.3%

-3.5% -3.5%

2010 2010

0.4% 0.4%

-0.1% -0.1%

1.5% 1.5%

0.8% 0.8%

-1.8% -1.8%

-0.7% -0.7%

0.6% 0.6%

0.1% 0.1%

1.4% 1.4%

0.8% 0.8%

0.0% 0.0%

3.1% 3.1%

6.2% 6.2%

2009 2009

0.8% 0.8%

0.1% 0.1%

1.5% 1.5%

3.2% 3.2%

2.3% 2.3%

0.3% 0.3%

1.4% 1.4%

1.3% 1.3%

1.5% 1.5%

0.2% 0.2%

0.5% 0.5%

1.0% 1.0%

15.0% 15.0%

VINNARE ÅRETS ADVOKATBYRÅ

5.1% 2.6%

2008 2008

-1.2% -1.2%

1.3% 1.3%

-0.9% -0.9%

0.1% 0.1%

1.2% 1.2%

-1.8% -1.8%

-1.2% -1.2%

-0.2% -0.2%

-4.5% -4.5%

-3.5% -3.5%

-0.6% -0.6%

-0.3% -0.3%

-11.1% -11.1%

2007 2007

0.7% 0.7%

0.0% 0.0%

0.9% 0.9%

1.4% 1.4%

1.1% 1.1%

0.2% 0.2%

-0.4% -0.4%

-1.8% -1.8%

1.0% 1.0%

1.3% 1.3%

-1.6% -1.6%

0.2% 0.2%

2.8% 2.8%

2006 2006

1.5% 1.5%

0.6% 0.6%

1.7% 1.7%

1.1% 1.1%

-1.5% -1.5%

-0.3% -0.3%

-0.1% -0.1%

0.6% 0.6%

0.2% 0.2%

0.7% 0.7%

1.4% 1.4%

1.8% 1.8%

7.9% 7.9%

2005 2005

0.3% 0.3%

1.2% 1.2%

-0.1% -0.1%

-0.1% -0.1%

1.2% 1.2%

1.9% 1.9%

1.4% 1.4%

0.7% 0.7%

1.5% 1.5%

-1.7% -1.7%

1.6% 1.6%

1.8% 1.8%

10.1% 10.1%

2013

7.09

41.19

103.88


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