Date Annual Return Net Asset Value Traded in
2018-11-30 -13.70 % 68.41265 SEK

CORRELEATION WITH MARKET INDEX

Index Värde

SIX Return 0.08
MSCI World 0.08
OMRX-TBOND 0.07
Swedish state treasury rate 3M 0.38

HISTORICAL RETURN 2018-11-30

Period Value

Last Month -0.01 %
Annual Return -13.70 %
Last 12 Months -17.81 %
Since Inception -24.88 %
Average Annual Return -4.05 %

RISK MEASURES AND OTHER KEY FIGURES 2018-11-30

Key Figures Value

Standard deviation 5.94 %
Max Accumulated Drawdown -53.19 %
Sharpe Ratio (RFR 0%) -0.68
Percentage of positive months 45 %

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.

REPORTS

Select Year:

  • 2013 No Reports
  • 2012 No Reports
  • 2011 No Reports

OTHER

ISIN: SE0001991209
Bloomberg:

Montly Performance % (in SEK net of all fees)

Strategy

  • Absolute return – The fund’s objective is to increase in value regardless of development of financial markets.
  • High risk-adjusted return – The fund’s objective is to provide an average annual return of 6 % at a standard deviation of 4 %, 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.