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NHX Performance Review - September 2015
NHX Performance Review - September 2015
Month in Review
Top Performing Managers - September 2015
Nordic hedge funds lost an estimated 0.5 % in September with continued market turbulence weighing on performance. Year to date, the NHX index remain in positive territory; +2.1 %.
2013 2013
2 MTD
YTD
12M ROR
Total Return
St. Dev.
Sharpe
RPM Galaxy C (EUR)
11.20
4.18
11.58
44.05
4.60
0.38
CTA strategies weathered the storm nicely during the month gaining an estimated 1.6 %. All other sub-indices posted losses with multi-strategy and fixed income funds recording the most significant declines.
Estlander & Partners Alpha Trend II - Class P
8.00
15.17
38.95
15.69
11.22
0.25
Accendo
5.82
33.12
31.42
88.00
4.06
0.66
AAM Absolute Return Fund Class B (NOK)
5.60
24.65
23.63
137.74
2.66
1.00
QQM Equity Hedge
4.01
4.35
9.88
42.43
1.94
0.71
Sub-Strategy & Country-by-Country Performance The NHX Composite lost 0.5 % in September. Except for CTAs, all strategy groups posted losses. NHX Equities (-0.7 %), NHX Multi-Strategy (-1.2 %), NHX CTA (+1.6% ), NHX Fund of Funds (-0.6 %) and NHX Fixed Income (-0.80 %)
5,0%
Top Performing Managers - Year To Date 2015
4,0% 3,0% 2,0%
On the year, NHX Equities is the best performing sub-category followed by NHX Multi-Strategy.
1,0% 0,0% -‐1,0% -‐2,0%
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
33.12
5.82
31.42
88.00
4.06
0.66
AAM Absolute Return Fund Class B (NOK)
24.65
5.60
23.63
137.74
2.66
1.00
Estlander & Partners Alpha Trend II - Class P
15.17
8.00
38.95
15.69
11.22
0.25
Taiga Fund
14.52
0.77
27.78
252.79
2.90
1.75
Incentive Active Value
12.62
-3.19
4.86
8.62
0.56
3.83
NHX Mul;-‐Strategy
YTD
6,0%
On a country-by-country level, Norway is the best performer on the year. Norway was also the only country showing gains in September.
5,0%
Utrota barncancer.
4,0% 3,0% 2,0%
Din gåva gör skillnad.
1,0% 0,0% -‐1,0% -‐2,0%
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
2015
2.3%
1.4%
0.8%
-0.2%
0.4%
-1.6%
1.2%
-1.7%
-0.5%
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%
2.1%
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