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SEBs fond-i-fonder klarade helåret på plus

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Stockholm (HedgeFonder.nu) – Två av banken SEBs fond-i-fondportföljer som förvaltas inom divisionen Merchant Banking – SEB Dynamic Manager Alpha och SEB True Market Neutral Portfolio – levererade positiv avkastning under 2011.

Dynamic Manager Alpha består av ett antal utvalda traditionella aktiefonder med målsättningen att leverera hög riskjusterad avkastning, i kombination med en s.k. dynamisk hedge av portföljen för att säkerställa marknadsneutralitet. Fonden avslutade året med en uppgång på 1,7% (jämförelseindex OMRX T-BILL +1,6%) med en volatilitet på 1,7%. Jämförbara Market Neutral-fonder tappade i genomsnitt -2,9%. Fonden har daglig likviditet.

SEB True Market Neutral Portfolio är en månadshandlad fond bestående av ett antal utvalda marknadsneutrala aktiefonder som ska generera avkastning med högt alfa och så låg korrelation till aktiemarknaden som möjligt. Avkastningen under 2011 blev 4,24%, vilket motsvarar en överavkastning på 7,15% jämfört med andra fonder inom samma segment.

Den överavkastningen gör att True Market Neutral Portfolio hamnar bland topp 3% av totalt 1.200 hedgefond-i-fonder i Morningstars databas, både för 2011 och sedan starten av strategin för fyra år sedan.

Bild: © soka—Fotolia.com

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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