C
C
NHX Performance Review - October 2015
NHX Performance Review - October 2015
Month in Review
Top Performing Managers - October 2015
Nordic hedge funds gained an estimated 0.8 % in October on the back of an improved sentiment in risk assets. Year to date, the NHX index is in positive territory; +3.1 %.
2013 2013
2 MTD
YTD
12M ROR
Total Return
St. Dev.
Sharpe
HCP Focus Fund
12.45
26.39
29.30
84.03
4.55
1.41
Equity and multi-strategy funds were the best performers during the month where equity focused managers benefited from a strong rally in global stock markets. On the negative side, CTAs put in a poor month bringing the NHX CTA index into negative territory for the year.
Formuepleje Penta
10.59
9.40
9.28
29.16
8.69
0.28
Rhenman Healthcare Equity L/S IC1 (EUR)
8.35
13.97
23.16
301.69
5.09
1.33
Pandium Capital, Global
7.98
5.75
-
5.75
4.21
0.53
Origo Quest 1(Class A)
7.97
18.36
22.05
48.79
2.96
1.47
Sub-Strategy & Country-by-Country Performance The NHX Composite gained 0.8% in October. Except for CTAs (-3.1 %), all strategy groups gained. NHX Equities (+2.1 %), NHX MultiStrategy (+1.6 %), NHX Fund of Funds (+0.4 %) and NHX Fixed Income (+0.3 %)
8,0%
Top Performing Managers - Year To Date 2015 6,0%
4,0%
On the year, NHX Equities is the best p erforming sub-category followed by NHX Multi-Strategy.
2,0%
0,0%
-‐2,0%
-‐4,0%
NHX Composite
NHX CTA
NHX Equi:es
MTD
NHX Fixed Income
NHX Fund Of Funds
2013 2013
2 YTD
MTD
12M ROR
Total Return
St. Dev.
Sharpe
Accendo
34.81
1.27
35.66
90.39
4.04
0.67
HCP Focus Fund
26.39
12.45
29.30
84.03
4.55
1.41
AAM Absolute Return Fund Class B
22.56
-1.68
28.37
133.74
2.66
0.98
AAM Absolute Return Fund Class A (USD)
21.97
-1.75
27.41
80.45
2.80
0.73
Origo Quest 1(Class A)
18.36
7.97
22.05
48.79
2.96
1.47
NHX Mul:-‐Strategy
YTD
7,0%
On a country-by-country level, Norway is the best performer on the year. Closely followed by Denmark and Finland.
6,0%
Utrota barncancer.
5,0% 4,0% 3,0%
Din gåva gör skillnad.
2,0% 1,0% 0,0%
NHX Denmark
NHX Finland
NHX Norway
MTD
NHX Sweden
YTD
NHX Composite Historical Monthly Returns Jan 2
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2015
2.3%
1.4%
0.8%
-0.2%
0.4%
-1.6%
1.2%
-1.7%
-0.5%
0.8%
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%
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%
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%
2005
0.3%
1.2%
-0.1%
-0.1%
1.2%
1.9%
1.4%
0.7%
1.5%
-1.7%
1.6%
1.8%
10.1%
3.1%
barncancerfonden.se Pg 90 20 90-0