Stockholm (HedgeNordic) – On 3 October 2016,  SEB Asset Selection celebrated its 10th anniversary since inception. The funds portfolio manager, Hans-Olov Bornemann (pictured) and SEBs Global Quant team took this as an opportunity to do a long term performance evaluation of the fund.

In the white paper 10 Years with SEB Asset Selection – A Comprehensive Performance Evaluation, the fund’s performance is reviewed from four different perspectives:

  1. Realised performance versus stated targets
  2. Performance contribution to a traditional client portfolio (equities + bonds)
  3. Performance contribution to a fund-of-funds portfolio
  4. Realised performance versus the 14 largest managed futures / CTA funds in the world

In addition to the performance evaluation, the paper includes a theoretical and practical discussion on how to construct client portfolios. The important differences between a great portfolio and a great investment are also highlighted and explained.

At launch in October 2006, the fund was the first ever UCITS compliant managed futures / CTA fund. Today, SEB Asset Selection is the largest UCITS compliant managed futures / CTA fund in the world. The white paper can be accessed here: 10 Years with SEB Asset Selection – A Comprehensive Performance Evaluation

Over five years ago, in September 2011, HedgeNordic interviewed Hans-Olov Bornemann on the early days and start of SEB Asset Selection. This interview can be read here (in Swedish language): Thinking about starting a hedge fund, take the train!

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Kamran Ghalitschi

Kamran has been working in the financial industry since 1994 and has specialized on client relations and marketing. Having worked with retail clients in asset management and brokerage the first ten years of his career for major European banks, he joined a CTA / Managed Futures fund with 1,5 Billion USD under management where he was responsible for sales, client relations and operations in the BeNeLux and Nordic countries. Kamran joined a multi-family office managing their own fund of hedgefunds with 400 million USD AuM in 2009. Kamran has worked and lived in Vienna, Frankfurt, Amsterdam and Stockholm. Born in 1974, Kamran today again lives in Vienna, Austria.

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