Date Annual Return Net Asset Value Traded in
2018-01-31 -4.78 % 54.75669 SEK

CORRELEATION WITH MARKET INDEX

Index Värde

SIX Return 0.09
MSCI World -0.04
OMRX-TBOND 0.46
Svensk statsskuldväxel 3M 0.39

HISTORICAL RETURN 2018-01-31

Period Value

Last Month -4.78 %
Annual Return -4.78 %
Last 12 Months -24.65 %
Since Inception -45.27 %
Average Annual Return -16.70 %

RISKMEASURES AND OTHER KEY FIGURES 2018-01-31

Key Figures Value

Standard deviation 10.67 %
Max Accumulated Drawdown -49.15 %
Sharpe Ratio (RFR 0%) -1.52
Procentage of positive months 41 %

INVESTING IN THE FUND

Orientation Type Minimum Investement* Additional Deposit*

Fund Custodian 100 000 kr 100 kr
Investment Savings Account 100 000 kr 100 kr
Endowment 100 kr 100 kr
Endowment & IPS 100 kr 100 kr
Direct Investment 100 000 kr 100 kr

*These conditions are valid from May 2014

MANAGEMENT FEES

Fee: 0 %
Alfa Quant Fund is a fund-of-funds that does not charge any extra fees. The investors are only charged for the underlying funds. Alfa Quant 2xL is a leveraged version and the costs for the leverage will be charged within the fund.

REPORTS

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ISIN: SE0006262424

Montly Performance % (in SEK net of all fees)

Strategy

Absolute return – The fund’s objective is to increase in value each, regardless of development of financial markets.
High risk-adjusted return – The fund’s objective is to provide an average annual return of 12 % at a standard deviation of 8 %, over a period of 3 years or more.
Low correlation – The fund’s goal is to not correlate with traditional asset classes such as the stock and bond markets.
Low correlation underlying funds – Alfa Quant fund’s objective is to combine hedge fund’s with low mutual correlation to create good diversification.
No extra fees – Alfa Quant Fund is a fund-of-funds that does not charge any extra fees. The investors are only charged for the underlying funds.

Overall, this gives a well-diversified hedge fund management that is suitable for investors who wish to increase the expected return and reduce the risk of a traditional investor portfolio of equities and fixed income.

UNDERLYING FUNDS

Current distribution between fund’s can be found in the latest monthly report.

Alfa Quant Fund is a multi-strategy fund that invests in Alfakraft’s single strategies. The Fund’s objective is to achieve a sustained high risk-adjusted return. In addition, the Fund seeks a low correlation with traditional asset classes in order to provide a tool for diversification in a portfolio of stocks and bonds.

HISTORICAL RETURNS ARE NO GUARANTEE FOR FUTURE RESULTS.