Calculations have been completed for determining the short list of nominated funds for the 2012 Nordic Hedge Award. The nomination is a result of weighted data drawn from the HedgeNordic database and is based on absolute and relative performance, Sharpe Ratio, consistency of returns and annualized performance. The model for determining short listed funds was co-developed by Nordic Business Media AB as organizer of the Nordic Hedge Award and a PhD student assigned to the project by Stockholm School of Economics. A professional Jury will determine the winners and runners up. For a detailed description on the juries role and members please visit: Jury
Nominated Funds in the Category Best Nordic Fund of Hedgefunds are:
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Management Company | Fund |
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Agenta Investment Management | Agenta Multi Strategy |
|
Brummer Multi-Strategy AB | Brummer Multi Strategy |
|
DnB | DnB Prisma |
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Merrant Fonder AB | Merrant Alpha Select |
 |
Sector Asset Management | Sector Polaris |
Picture: (c) Rainer Sturm—pixelio.de
