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Tricky May for SEB FoHF

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Stockholm (HedgeFonder.nu) – SEB True Market Neutral Portfolio lost 0,24% in May, bringing the YTD performance for 2012 down to +0,58%. Since the funds inception in 2008, the annualised return stands at 3,7% at a volatility of 2%. HFR Equity Market Neutral index in comparison returned -1,2% in the same period at a volatility of 4,7%. True market neutrals Sharpe Ratio is calculated at a respectable 1,44 (HFR EMN -0,43).

Also for SEB´s other fund of hedgefunds May proved to be a challenging month. The dynamic manager alpha fund was down -0.32% for the month, compared to a loss of -1,55% in HFRX HF index. For the year,  Dynamic Manager Alpha is up roughly one percent, while HFRX HF index was up by 2,31%.

Since the funds inception however in 2010, it can post a compound return of +22,89%, clearly outperforming the index which lost almost 2% in the same period. SEB plans to have the fund available as a Luxembourg based UCITS vehicle as of July 1st.

The banks single manager hedegfund focusing on fixed income, SEB Hedge Fixed Income, managed to gain 0,99% in June (+1,3% YTD). The funds total assets under management was 2 140 MSEK, attracting net  inflows of  21M SEK for the month.

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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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