Nominations: Best Nordic CTA 2013

Calculations have been completed for determining the short list of nominated funds for the 2013 Nordic Hedge Award.

The data determining the short list was drawn from the NHX database, on 162 funds listed in the defined universe, normalized and weighted. The model for these calculations was co-developed by HedgeNordic and a PhD student assigned to the project by Stockholm School of Economics, HHS. The combined data was translated to a point-score system.
Funds disregarded in the calculations typically did not meet at lest one of these criteria:
  • Minimum AuM USD 25 Million
  • Trackrecord of at least 18 months by Dec 31 2013
Criteria used for determining short list:
  • Absolute Performance 2013
  • Performance 2013 Relative to relevant NHX sub-index (eg: a CTAs performance relative to the NHX CTA sub-index)
  • Sharpe Ratio 2013 (Risk Free: 0)
  • Sharpe Ratio 5 yrs (Risk Free: 0)
  • Annualised, long term performance (5 yrs pre 2013)
  • Number of positive months 2013
A professional Jury will determine the winners and runners up.  For a detailed description on the juries role and members please visit: Jury. The final event and announcement of winners will take place in Stockholm on May 7th 2014.

Nominated Funds in the Category “Best Nordic Fixed Income Hedge Fund 2013”:

efficient_620x90_v3 Nominated Funds in the Category Best Nordic CTA are:

Hedge Award FavIcon Management Company Fund 
Sweden Ålandsbanken Abp Ålandsbanken Commodity Fund
Sweden Lynx Asset Management Lynx (Sweden)
 Sweden Romanesco The Persistence Program
Norway Warren Capital Warren Short Term Trading
Norway Warren Capital Fourth Momement Macro


Funds are displayed in random order.


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