- Advertisement -

Related

Catella Hedgefond awarded “best hedge fund” by Fondmarknaden

- Advertisement -

Stockholm (HedgeNordic) – For the second year running, Catella has been awarded best hedge fund for their “Catella Hedgefond” by Fondmarknaden.

In a comment to the nomination, Fondmarknaden reasons the award going to Catella as best hedge fund: „Catella Hedgefond lives up to our requirements when it comes to hedge funds which includes offering daily dealing and to be accessible for investors when it comes to minimum investments. A hedge fund should also, according to us, have a broad investment mandate and have a majority of the monthly returns showing positive numbers. Catella Hedgefond meets those requirements. It has delivered solid risk adjusted returns and shows resilience in equity market downturns. Therefore we give the award “best hedge fund” to Catella.

“Catella Hedgefond is one of our most important products, and we are proud of this award. Catella Hedgefond is an excellent alternative when markets are somewhat turbulent, as we are experiencing right now. At these times it is most important for investors to limit their risk, but still achieve a good return,” says Erik Kjellgren, head of the Swedish fund operations.

“We are obviously very pleased, not least because this is the second consecutive year that we have received this award. Catella Hedgefond is a fund with a focus on low risk. Despite the turmoil that prevailed in 2015, we managed to achieve a return of approximately 5 percent without the risk level of the fund significantly increasing,” says Ulf Strömsten (pictured) fund manager for Catella Hedgefond.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

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

Latest Articles

OP’s R2 Crystal Sees Stronger Case for Hedge Funds

For much of the past decade, hedge funds struggled to compete against strong beta-driven markets fueled by ultra-low interest rates and abundant liquidity. But...

Three Years In, Impega’s Formula Remains Agility

Equity hedge fund Impega marked its three-year anniversary this May, concluding the period with annualized returns of approximately 35 percent. According to founder and...

Protean Select Hits SEK 1 Billion Capacity Ceiling

Just months after reducing the capacity of Protean Select to SEK 1 billion, Protean Funds Scandinavia has reached the threshold and decided to suspend...

Qblue and Mandatum Recognized at CTA and Discretionary Awards

Two Nordic hedge funds have been recognized at the CTA and Discretionary Trader Awards 2026, organized by The Hedge Fund Journal. Qblue Balanced’s Qblue...

CTAs and Alpha Generation: Is Efficient Implementation the Answer?

By Andrew Beer, Co-Founder of DBi: After a decade of studying CTAs, we have drawn three conclusions about the nature of their alpha generation. At the...

“There Are Weeks When Decades Happen”: Asilo’s Best Month Since Launch

As the saying often attributed to Vladimir Lenin goes, “There are decades where nothing happens; and there are weeks when decades happen.” That is...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -