Investor update – December 2015

Investor update – December 2015

Dear all,
Please find the latest update of our performance figures.

Alfa Quant Fund

Return in December 2015

-3.69%

Return 2015

-6.72 %

Average annual return

1.27 %

Return since inception (2012-01-01)

5.18 %

Sharpe ratio

0.22

Worst drawdown

-8.62 %

Correlation MSCI World

0.08

Standard deviation

5.69 %

Alfa Quant 2xL Fund

Return in December 2015

-7.66 %

Return 2015

-14.72 %

Average annual return

-8.84

Return since inception (2014-09-29)

-11.60 %

Sharpe ratio

-0.91

Worst drawdown

-14.72 %

Correlation MSCI World

0.30

Standard deviation

9.72 %

Alfa Commodity Fund

Return in December 2015

-6.59 %

Return 2015

-5.13 %

Average annual return

5.44 %

Return since inception (2010-06-01)

34.38 %

Sharpe ratio

0.38

Worst drawdown

-15.65 %

Correlation MSCI World

-0,01

Standard deviation

14.33 %

Alfa Rubicon Fund

Return in December 2015

-4.81 %

Return 2015

-14.69 %

Average annual return

1.96 %

Return since inception (2011-08-01)

8.97 %

Sharpe ratio

0.21

Worst drawdown

-18.27 %

Correlation MSCI World

0.20

Standard deviation

9.34 %

Alfa Edge Fund

Return in December 2015

-3.05 %

Return 2015

-6.19 %

Average annual return

1.63 %

Return since inception (2011-12-20)

6.84 %

Sharpe ratio

0.22

Worst drawdown

-14.53 %

Correlation MSCI World

0,11

Standard deviation

7.53 %

Alfa Saga Fund

Return in December 2015

-0,23 %

Return 2015

-0.27 %

Average annual return

4.28 %

Return since inception (2014-03-01)

7.98 %

Sharpe ratio

1.73

Worst drawdown

-1.48 %

Correlation MSCI World

0.25

Standard deviation

2,47 %

ALFAKRAFTS INVESTORS CAN CHOOSE TO INVEST DIRECT OR THROUGH OUR DISTRIBUTION PARTNERS.

ALFAKRAFT, www.alfakraft.se
AVANZA BANK, www.avanza.se
LHV BANK (ESTONIA), www.lhv.ee
MFEX www.mfex.se
NASDAQ OMX (NORDIC FUND MARKET), nordic.nasdaqomxtrader.com

NORDNET, www.nordnet.se
SEB, www.seb.se
SÖDERBERG & PARTNERS, www.soderbergpartners.se
FONDMARKNADEN, www.fondmarknaden.se
BALTIKUMS BANK (LATVIA), www.baltikums.eu
GENERALI GROUP, www.generali.com

SUMMARY ALFA QUANT FUND

Strategy: Fund of Hedge Fund, Multi Strategy
Responsible Fund Manager: Mr. Bengt Lindblad
Minimum fund investment: 100 000 SEK (SEK denominated)
Management fee: 0%
Performance fee: 0%
ISIN Code: SE0001991209
Corporate id: 515602-1775

SUMMARY ALFA QUANT FUND 2XL

Strategy: Fund of Hedge Fund, Multi Strategy
Responsible Fund Manager: Mr. Bengt Lindblad
Minimum fund investment: 100 000 SEK (SEK denominated)
Management fee: 0%
Performance fee: 0%
ISIN Code: SE0006262424
Corporate id: 515602-7178

SUMMARY ALFA COMMODITY FUND

Strategy: Managed Futures, Trend Following (CTA)
Responsible Fund Manager: Mr. Thomas Stridsman
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
3 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0003616036
Corporate id: 515602-4357

SUMMARY ALFA RUBICON FUND

Strategy: Long/Short Stock Index, Diversified Strategies
Responsible Fund Manager: Mr. Øystein Ryggen
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
1 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0001991183
Corporate id: 515602-1759

SUMMARY ALFA SAGA FUND

Strategy: Arbitrage
Responsible Fund Manager: Mr. Magnus Eriksson & Mr. Hans Jansson
Minimum fund investment: 1000 000 SEK (SEK denominated)
Minimum investment through Managed Account:
3 million USD (or equivalent in other currencies)
Management fee: 2%
Performance fee: 30%
ISIN Code: SE0005936721
Corporate id: 515602-6964

SUMMARY ALFA EDGE FUND

Strategy: FX Trading
Responsible Fund Manager: Mr. Martin Redgård
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
1 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0001991191
Corporate id: 515602-1767

About Alfakraft

Alfakraft is managing Quantitative Hedge Funds and has successfully managed investors money since 1998. Alfakraft has been under supervision from the Swedish Financial Supervisory Authority (Finansinspektionen) since 1999. In the US, Alfakraft is also registered as a CTA (Commodity Trading Advisor), in accordance with rules and regulations set forth by CFTC (Commodity Futures Trading Commission) and as administrated by NFA (National Futures Association)

Investor update – May 2015

Dear all,
Please find the latest update of our performance figures.

Alfa Quant Fund

Return in May 2015

-0,62 %

Return 2015

0,22 %

Average annual return

3,64 %

Return since inception (2012-01-01)

13,01 %

Sharpe ratio

0,68

Worst drawdown

-4,99 %

Correlation MSCI World

-0,06

Standard deviation

5,39 %

Alfa Quant 2xL Fund

Return in May 2015

-1,33 %

Return 2015

-0,26 %

Average annual return

N/A

Return since inception (2014-09-29)

3,39 %

Sharpe ratio

N/A

Worst drawdown

-3,94 %

Correlation MSCI World

-0,14

Standard deviation

5,30 %

Alfa Commodity Fund

Return in May 2015

-2,34 %

Return 2015

1,23 %

Average annual return

7,47 %

Return since inception (2010-06-01)

46,82 %

Sharpe ratio

0,59

Worst drawdown

-15,65 %

Correlation MSCI World

-0,08

Standard deviation

13,81 %

Alfa Rubicon Fund

Return in May 2015

0,46 %

Return 2015

2,33 %

Average annual return

7,24 %

Return since inception (2011-08-01)

30,72 %

Sharpe ratio

0,86

Worst drawdown

-9,47 %

Correlation MSCI World

0,15

Standard deviation

8,46 %

Alfa Edge Fund

Return in May 2015

0,50 %

Return 2015

-2,00 %

Average annual return

3,19 %

Return since inception (2011-12-20)

11,61 %

Sharpe ratio

0,42

Worst drawdown

-11,38 %

Correlation MSCI World

0,07

Standard deviation

7,60 %

Alfa Saga Fund

Return in May 2015

-0,74 %

Return 2015

-1,02 %

Average annual return

5,69 %

Return since inception (2014-03-01)

7,16 %

Sharpe ratio

2,04

Worst drawdown

-1,03 %

Correlation MSCI World

0,14

Standard deviation

2,78 %

ALFAKRAFTS INVESTORS CAN CHOOSE TO INVEST DIRECT OR THROUGH OUR DISTRIBUTION PARTNERS.

ALFAKRAFT, www.alfakraft.se
AVANZA BANK, www.avanza.se
LHV BANK (ESTONIA), www.lhv.ee
MFEX www.mfex.se
NASDAQ OMX (NORDIC FUND MARKET), nordic.nasdaqomxtrader.com

NORDNET, www.nordnet.se
SEB, www.seb.se
SÖDERBERG & PARTNERS, www.soderbergpartners.se
FONDMARKNADEN, www.fondmarknaden.se
BALTIKUMS BANK (LATVIA), www.baltikums.eu
GENERALI GROUP, www.generali.com

SUMMARY ALFA QUANT FUND

Strategy: Fund of Hedge Fund, Multi Strategy
Responsible Fund Manager: Mr. Bengt Lindblad
Minimum fund investment: 100 000 SEK (SEK denominated)
Management fee: 0%
Performance fee: 0%
ISIN Code: SE0001991209
Corporate id: 515602-1775

SUMMARY ALFA QUANT FUND 2XL

Strategy: Fund of Hedge Fund, Multi Strategy
Responsible Fund Manager: Mr. Bengt Lindblad
Minimum fund investment: 100 000 SEK (SEK denominated)
Management fee: 0%
Performance fee: 0%
ISIN Code: SE0006262424
Corporate id: 515602-7178

SUMMARY ALFA COMMODITY FUND

Strategy: Managed Futures, Trend Following (CTA)
Responsible Fund Manager: Mr. Thomas Stridsman
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
3 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0003616036
Corporate id: 515602-4357

SUMMARY ALFA RUBICON FUND

Strategy: Long/Short Stock Index, Diversified Strategies
Responsible Fund Manager: Mr. Øystein Ryggen
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
1 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0001991183
Corporate id: 515602-1759

SUMMARY ALFA SAGA FUND

Strategy: Arbitrage
Responsible Fund Manager: Mr. Magnus Eriksson & Mr. Hans Jansson
Minimum fund investment: 1000 000 SEK (SEK denominated)
Minimum investment through Managed Account:
3 million USD (or equivalent in other currencies)
Management fee: 2%
Performance fee: 30%
ISIN Code: SE0005936721
Corporate id: 515602-6964

SUMMARY ALFA EDGE FUND

Strategy: FX Trading
Responsible Fund Manager: Mr. Martin Redgård
Minimum fund investment: 100 000 SEK (SEK denominated)
Minimum investment through Managed Account:
1 million USD (or equivalent in other currencies)
Management fee: 1%
Performance fee: 20%
ISIN Code: SE0001991191
Corporate id: 515602-1767

About Alfakraft

Alfakraft is managing Quantitative Hedge Funds and has successfully managed investors money since 1998. Alfakraft has been under supervision from the Swedish Financial Supervisory Authority (Finansinspektionen) since 1999. In the US, Alfakraft is also registered as a CTA (Commodity Trading Advisor), in accordance with rules and regulations set forth by CFTC (Commodity Futures Trading Commission) and as administrated by NFA (National Futures Association)