- Advertisement -

Related

PriorNilsson Yield awarded best hedge fund 2016 by Fondmarknaden

- Advertisement -

Stockholm (HedgeNordic) – PriorNilsson’s long/short equity hedge fund Yield has been awarded “hedge fund of the year” by Swedish fund platform Fondmarknaden. The award was handed out at an event in Stockholm on Wednesday, January 11, 2017. On top of being named best hedge fund, PriorNilsson received the award as best Swedish-focused fund with PriorNilsson Realinvest A and was also named “fund management company of the year”.

Fondmarknaden gives the hedge fund award to PriorNilsson with the following motivation:

“The fund has significantly outperformed its category peer group in 2016 and is a clear example of active management at its best. The fund, which builds on fundamental analysis of companies within specific sectors, has been managed successfully without sacrificing the diversification aspects of portfolio management.”

According to Fondmarknaden, PriorNilsson Yield has delivered an average return over the last 36 months of 22.6 percent  to a standard deviation of 11.8 percent, translating into a Sharpe Ratio of 1.78.

Since its inception in 2002, PriorNilsson Yield has delivered a compounded ROR of  4.35 to a Sharpe Ratio of 1.23, according to HedgeNordic data.

 Picture (c): nikkytok – shutterstock.com

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

Nordea’s Alpha 15 Marks 15 Years with Renewed Momentum

Nordea’s Alpha 15 MA Fund, the highest-risk, highest-return strategy within Nordea’s three-fund Alpha range of risk premia solutions, celebrates its 15-year anniversary following a...

Alfakraft Builds Global Macro Strategy Around John Ricciardi’s Macro Insight

When macro manager Nils Brobacke stepped down from managing Brobacke Global Allokering in late 2025, the team at Alfakraft Fonder faced a choice: wind...

Month in Review: May Extends the Positive Run

Nordic hedge funds continued their positive momentum from April into May, as the Nordic Hedge Index advanced 2.54 percent. The gain came against the...

Man Group: The Pod-Shop Model Isn’t the Only Way

The rise of the multi-strategy “pod-shop” model has been one of the defining trends in the hedge fund industry over the past decade. Rather...

Beyond 60/40: The Case for Liquid, Systematic Diversification

By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...

Aspect Capital’s Evolving Approach to Chinese Futures

Chinese futures in general add substantial diversification benefits to global futures - and the Chinese commodity futures that dominate certain Aspect Capital strategies also...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -