Post Tagged with: "SEB Asset Selection"

Announcing the winners: Best Nordic CTA 2016

Announcing the winners: Best Nordic CTA 2016

Stockholm (HedgeNordic) – In what was a challenging year for the CTA industry overall, there were some funds clearly standing out from the crowd, significantly outperforming industry benchmarks. In the Nordic hedge fund space, both funds from IPM; Systematic Macro and Systematic Currency, had a stellar year with gains of 7.4% and 9.5% respectively which compares favourably to the NHX CTA[Read More…]

by 02/05/2017
Winners 2016 Nordic Hedge Award

Winners 2016 Nordic Hedge Award

Stockholm (HedgeNordic) – Yesterday, April 26th 2017 the best Nordic hedge funds were distinguished for their performance during 2016 at the Nordic Hedge Award. It was the fifth year HedgeNordic in collaboration with the Stockholm School of Economics and Swedish House of Finance and support of a jury board determined this ranking. The winners  of the 2016 Nordic Hedge Awards[Read More…]

by 27/04/2017
10 Years with SEB Asset Selection

10 Years with SEB Asset Selection

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[Read More…]

by 02/12/2016
Brexit & CTA’s: Machines – or Back to Humans?

Brexit & CTA’s: Machines – or Back to Humans?

Stockholm (HedgeNordic) – As HedgeNordic has reported, CTAs have emerged as the best-performing hedge fund strategy following the Brexit vote, while others, such as equity hedge funds, have suffered. Now, the Wall Street Journal is reporting the emergence of an increasingly clear demarcation between “human” and “machine” analysis in light of the results and the market fluctuations and hedges made[Read More…]

by 02/07/2016
CTAs make significant gains post Brexit

CTAs make significant gains post Brexit

Stockholm (HedgeNordic) – Following the Brexit vote and the significant market turmoil experienced on June 24, CTA funds look to be the big winners among hedge fund strategies overall, the Nordic names being no exception. The BarclayHedge CTA Index, an industry benchmark aggregating returns for the largest CTAs in the world, gained an estimated 1.6% on the day following Brexit[Read More…]

by 29/06/2016
Best Nordic CTA 2015 – IPM Systematic Macro

Best Nordic CTA 2015 – IPM Systematic Macro

Stockholm (HedgeNordic) – Swedish quant shop Informed Portfolio Management (IPM), were awarded “Best Nordic CTA” at the 2015 Nordic Hedge Awards for their Systematic Macro Program. At last year´s event, IPM ended up only second to fellow Swedish giant, Lynx. who in this years competition failed to be nominated. After receiving the award together with Björn Österberg (CIO), Stefan Nydahl, CEO of IPM,[Read More…]

by 05/05/2016
2015 Nordic Hedge Award – The Winners

2015 Nordic Hedge Award – The Winners

Stockholm (HedgeNordic) – The winners of the 2015 Nordic Hedge Award were presented their trophies during an evening event on April 27th in Stockholm. Winners were determined in a two step process. Out of the 152 funds in the defined universe the top five funds per category were shortlisted using a model co-developped by Nordic Business Media and a PhD[Read More…]

by 28/04/2016
CTAs march on in February

CTAs march on in February

Stockholm (HedgeNordic) – CTAs had another good run in February as continued worries for the health of the global economy translated into profitable positions in fixed income. In the energy sector, the price of natural gas fell sharply also benefiting momentum-based strategies in particular. Among CTA benchmarks, the Barclay CTA Index climbed 1.6% (+2.8% YTD) while the SG CTA Index[Read More…]

by 11/03/2016
Nominations 2015 Nordic Hedge Award

Nominations 2015 Nordic Hedge Award

Stockholm (HedgeNordic) –  Based on a quantative scoring model co-developed by HedgeNordic and Stockholm School of Economics on data drawn from the Nordic Hedge Index, the nominations for the 2015 Nordic Hedge Award have been determined. The final ranking will be determined by adding the qualitative scoring by a jury composed of industry professionals. Winners of the Nordic Hedge Awards[Read More…]

by 17/02/2016
Nordic CTAs show color in January

Nordic CTAs show color in January

Stockholm (HedgeNordic) – CTAs once again showed their worth as portfolio diversifiers during the equity market turmoil in January. Major industry benchmarks such as the Barclay BTOP and the SG CTA Index (formerly known as the NewEdge CTA Index) jumped 3 and 4.2 percent respectively according to early estimates. This means that the losses experienced by many CTAs in December,[Read More…]

by 04/02/2016
Nordic CTAs end disappointing year in the red

Nordic CTAs end disappointing year in the red

Stockholm (HedgeNordic) – Nordic CTAs posted losses in the fourth quarter of 2015, ending the year in the red. The NHX CTA Index, a composite of Nordic CTAs performance compiled by HedgeNordic, shed -3.2 percent in the final three months of the year to finish 2015 down -2.2 percent. Nordic CTA-returns were weaker compared to benchmarks where the Barclay BTOP50 Index[Read More…]

by 28/01/2016
Bull vs Bear,

An ECB update to remember for CTAs

Stockholm (HedgeNordic) – CTA funds were seemingly caught off guard Thursday last week as markets were underwhelmed by the European Central Bank´s decision to cut the deposit rate to minus 0.3% and extend its bond buying program by six months. As the bearish trend in the euro dollar cross intensified in November, trend following CTAs had moved strongly into the trade,[Read More…]

by 07/12/2015
CTAs down on performance, gaining assets

CTAs down on performance, gaining assets

Stockholm (HedgeNordic) –  A monthly update by  Eurekahedge shows CTA/managed futures funds saw the net inflows even though they recorded performance-based losses of 2,4 billion Dollars. Performance-driven asset losses for CTA were the highest in October of all hedge fund strategies as the Eurekahedge CTA/Managed Futures Index fell into negative territory, losing 1.0%. “On the whole, the October market swing affected the performance of[Read More…]

by 20/11/2015
Nordic CTA´s wrong-footed in October

Nordic CTA´s wrong-footed in October

Stockholm (HedgeNordic) – As previously reported, Nordic CTAs had a dificult month in October. Early indications showed a loss of as much as -3,7%. With all programs having reported their monthly returns, the sector managed to claw back some territory, yet with now a 100% conviction, the final number for the NHX CTA index still stands at -3.1% for the[Read More…]

by 13/11/2015
Nordic CTAs take it hard on the chin

Nordic CTAs take it hard on the chin

Stockholm (HedgeNordic) – Nordic CTAs got hit hard in October, early indications showing the NHX CTA sub index down by 3,71%, the largest monthly draw down since June 2012. For the year, the index slipped into negative territory and stands at -3,4% before we go into the last two months of trading for 2015. NHX CTA is the only one of the[Read More…]

by 05/11/2015
Nordic CTAs show dispersed returns in Q3

Nordic CTAs show dispersed returns in Q3

Stockholm (HedgeNordic) – As financial markets turned increasingly volatile in the third quarter, CTAs showed resilience. The NHX CTA index gained 1.5 percent during the period, slightly underperforming global industry benchmarks. Year to date, Nordic CTAs as represented by NHX, are up 0.3 percent. Performance dispersion remained high as short term strategies continued to struggle while fundamental strategies had a[Read More…]

by 16/10/2015
Prequin research suggests big is beautiful

Prequin research suggests big is beautiful

Stockholm (HedgeNordic) – The discussion if there are correlations between a managers size, age and maturity in regards to his ability to achieve stable, risk adjusted returns seem to be a swinging pendulum. There is plenty of research, evidence and statistics –  certainly opinion, out there suggesting big is beautiful and small managers must fall behind, and vice versa. To[Read More…]

by 29/09/2015
Kraftiga fall för Nordens CTAs under andra kvartalet

Kraftiga fall för Nordens CTAs under andra kvartalet

Stockholm (HedgeNordic) – Efter ett mycket starkt andra halvår 2014 fortsatte CTAs, såväl i Norden som globalt, att uppvisa imponerande avkastningssiffror under det första kvartalet 2015. Därefter blev det tvärstopp. Under det andra kvartalet tappade Nordens CTAs hela den upparbetade uppgången från det första kvartalet och mer därtill. Vid juni månads utgång var nedgången för NHX CTA 0,9 procent på[Read More…]

by 21/07/2015
Dystra miner för Nordens CTAs i juni

Dystra miner för Nordens CTAs i juni

Stockholm (HedgeNordic) – Det var dystra miner för Nordens CTAs under juni månad. NHX CTA/Managed Futures visar preliminärt på en nedgång på 3 procent, därmed är indexet nu i negativt territorium på året (-1,7 procent). Sämst var utvecklingen för  Alfa Commodity Fund och Lynx som var ned 6,3 respektive 6,1 procent. Därmed visar dessa förvaltare röda siffror för året, trots en mycket stark utveckling[Read More…]

by 09/07/2015
Kraftiga nedgångar för CTAs i april

Kraftiga nedgångar för CTAs i april

Stockholm (HedgeNordic) Efter att ha noterat en lång period av obrutna uppgångar fick CTAs erfara kraftiga förluster under april. Preliminära siffror gör gällande att Nordic Hedge Index (NHX) CTA var ned 2,86 procent, samtidigt rapporterar det globala Newedge CTA Index en nedgång på 3,2 procent. Flera av de långa trender som CTAs profiterat på under fjolåret och inledningen av 2015 vände tvärt under[Read More…]

by 07/05/2015