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Crescit raderade ut årets uppgång under augusti

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Stockholm (HedgeNordic) – Den svenska hedgefonden Crescit som förvaltas av Jonas Granholm och Gustav Lundeborg, båda med förflutet på Skanskas Pensionsstiftelse, hade det besvärligt i augusti.

Månaden slutade med en nedgång på 4,76 procent vilket är den största månatliga förlusten sedan fonden startade i april 2013. Därmed raderade fonden också ut årets uppgång. Sedan årsskiftet är fonden ned 1,72 procent.

Under månaden förlorade fonden pengar i alla sina tänkta avkastningsdrivare. Derivat på aktieindex hade ett negativt resultatbidrag på 3,3 procent medan trendpositioner och räntebärande instrument noterade nedgångar på 1,2 respektive 0,2 procent.

Crescits strategi bottnar i att i största möjliga mån neutralisera värdetapp i derivatpositioner under fallande aktiemarknader genom exponering mot trendföljande modeller, något som inte visade sig fungera i augusti.

Bild: (c) isak55 – shutterstock.com

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Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

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