SEB Asset Management : SEB Asset Selection Fund C (EUR) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 6.04% Min Investment € 1k Mgmt. Fee 1.10% Perf. Fee 20.00% Annualized Vol 8.37% Sharpe (RFR=1%) 0.30 CAROR 3.17% Assets € 502.0M Worst DD -19.06 S&P Correlation -0.12 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Nov Qtr YTD 1yr 3yr 5yr 10yr Since10/2006 SEB Asset Selection Fund C (EUR) 6.04 6.04 - -1.37 -12.18 -8.29 11.30 55.56 S&P 500 10.75 3.47 - 15.30 40.10 72.31 203.60 166.76 +/- S&P 500 -4.71 2.57 - -16.67 -52.28 -80.61 -192.31 -111.21 Strategy Description SummaryThe flagship fund, SEB Asset Selection (approx. USD 1bn in AUM), is run with a 10% volatility target. The strategy is also offered in two other versions: SEB Asset Selection Opportunistic with a 20% volatility target and SEB Asset Selection Defensive with a 5% volatility target. The... Read More Account & Fees Type Fund Minimum Investment € 1k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 1.10% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough -8.92% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 1.00% Systematic 99.00% Strategy Trend-following 90.00% Other 10.00% Composition SummaryThe flagship fund, SEB Asset Selection (approx. USD 1bn in AUM), is run with a 10% volatility target. The strategy is also offered in two other versions: SEB Asset Selection Opportunistic with a 20% volatility target and SEB Asset Selection Defensive with a 5% volatility target. The investment team, headed by Hans-Olov Bornemann, a former Managing Director of Deutsche Bank, has been 100% stable (i.e. no defections) since its foundation in 2003 and has won awards and/or shortlistings by international hedge fund magazines each year since the fund was launched in 2006.Investment StrategyInstead of trying to maximise the stand-alone Sharpe-ratio of fund, this medium term systematic trend following program is designed to maximise the Sharpe ratio of the client's overall portfolio (assuming the client has long exposures to equities and bonds and/or a mix of differnt hedge fund strategies). The heavy weight on momentum models aims at generating 'crisis-alpha' and provide a 'tail risk hedge' in the context of the client's portfolio. Longer term correlation of +/-0.20 versus bonds and equities and a positive correlation versus market volatility. Risk ManagementProprietary systematic risk management model which sizes positions on the basis of detailed return-, volatility- and correlation forecasts as well as event risks and other types of risk. In addition to the investment team's own risk management systems and processes, a centrally placed and independent risk control team is continuously monitoring the investment team's position taking. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -19.06 67 - 3/1/2015 10/1/2020 -8.92 13 6 9/1/2011 10/1/2012 -8.54 5 8 4/1/2013 9/1/2013 -6.04 2 15 11/1/2009 1/1/2010 -5.37 2 7 2/1/2009 4/1/2009 -4.34 1 6 3/1/2008 4/1/2008 -3.34 2 1 4/1/2011 6/1/2011 -3.30 2 1 6/1/2007 8/1/2007 -2.64 1 1 11/1/2007 12/1/2007 -1.26 2 1 1/1/2007 3/1/2007 -1.05 1 1 6/1/2014 7/1/2014 -0.58 1 1 12/1/2008 1/1/2009 -0.30 1 1 9/1/2014 10/1/2014 -0.12 1 1 1/1/2015 2/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.97 5 8/1/2008 12/1/2008 14.47 3 11/1/2014 1/1/2015 13.58 6 3/1/2019 8/1/2019 8.33 3 4/1/2007 6/1/2007 7.84 3 9/1/2007 11/1/2007 7.37 3 1/1/2008 3/1/2008 6.68 3 4/1/2014 6/1/2014 6.60 3 7/1/2011 9/1/2011 6.12 2 1/1/2016 2/1/2016 6.04 1 11/1/2020 11/1/2020 5.94 3 2/1/2010 4/1/2010 5.63 2 6/1/2016 7/1/2016 5.38 3 10/1/2013 12/1/2013 4.99 2 3/1/2013 4/1/2013 4.86 3 11/1/2012 1/1/2013 4.51 4 10/1/2006 1/1/2007 4.40 1 1/1/2018 1/1/2018 4.35 2 8/1/2014 9/1/2014 3.64 2 8/1/2009 9/1/2009 3.33 1 12/1/2010 12/1/2010 3.29 3 8/1/2010 10/1/2010 3.12 2 11/1/2011 12/1/2011 3.11 2 11/1/2016 12/1/2016 2.83 1 2/1/2014 2/1/2014 2.74 1 7/1/2017 7/1/2017 2.73 1 4/1/2011 4/1/2011 2.50 1 3/1/2015 3/1/2015 2.48 1 12/1/2018 12/1/2018 2.48 2 10/1/2017 11/1/2017 2.38 1 7/1/2012 7/1/2012 2.31 2 5/1/2008 6/1/2008 2.05 1 5/1/2009 5/1/2009 2.03 1 11/1/2009 11/1/2009 1.91 1 6/1/2018 6/1/2018 1.68 1 2/1/2017 2/1/2017 1.62 1 7/1/2020 7/1/2020 1.53 1 2/1/2011 2/1/2011 1.45 1 7/1/2015 7/1/2015 1.43 1 9/1/2015 9/1/2015 1.35 2 4/1/2012 5/1/2012 1.14 1 3/1/2020 3/1/2020 1.01 1 2/1/2009 2/1/2009 0.88 1 11/1/2019 11/1/2019 0.80 1 11/1/2015 11/1/2015 0.71 1 8/1/2018 8/1/2018 0.68 2 4/1/2017 5/1/2017 0.48 1 9/1/2012 9/1/2012 0.13 1 9/1/2016 9/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.26 4 2/1/2018 5/1/2018 -8.54 5 5/1/2013 9/1/2013 -6.78 2 9/1/2019 10/1/2019 -6.72 3 4/1/2015 6/1/2015 -6.04 2 12/1/2009 1/1/2010 -5.88 3 4/1/2020 6/1/2020 -5.67 3 3/1/2016 5/1/2016 -5.37 2 3/1/2009 4/1/2009 -4.90 1 10/1/2011 10/1/2011 -4.34 1 4/1/2008 4/1/2008 -4.08 3 9/1/2018 11/1/2018 -4.02 1 6/1/2012 6/1/2012 -4.02 2 1/1/2019 2/1/2019 -3.93 1 10/1/2015 10/1/2015 -3.89 3 12/1/2019 2/1/2020 -3.81 3 1/1/2012 3/1/2012 -3.39 1 11/1/2010 11/1/2010 -3.34 2 5/1/2011 6/1/2011 -3.30 2 7/1/2007 8/1/2007 -3.08 1 1/1/2014 1/1/2014 -2.93 1 10/1/2016 10/1/2016 -2.93 3 5/1/2010 7/1/2010 -2.64 1 12/1/2007 12/1/2007 -2.46 1 3/1/2011 3/1/2011 -2.40 2 8/1/2017 9/1/2017 -2.39 1 12/1/2015 12/1/2015 -2.30 3 8/1/2020 10/1/2020 -2.18 1 6/1/2017 6/1/2017 -2.09 1 7/1/2008 7/1/2008 -1.95 1 1/1/2017 1/1/2017 -1.93 1 10/1/2012 10/1/2012 -1.62 1 8/1/2012 8/1/2012 -1.38 2 6/1/2009 7/1/2009 -1.26 2 2/1/2007 3/1/2007 -1.17 1 1/1/2011 1/1/2011 -1.14 1 12/1/2017 12/1/2017 -1.05 1 7/1/2014 7/1/2014 -1.01 1 8/1/2015 8/1/2015 -0.73 1 3/1/2017 3/1/2017 -0.67 1 7/1/2018 7/1/2018 -0.67 1 8/1/2016 8/1/2016 -0.65 1 10/1/2009 10/1/2009 -0.58 1 1/1/2009 1/1/2009 -0.30 1 10/1/2014 10/1/2014 -0.14 1 2/1/2013 2/1/2013 -0.12 1 2/1/2015 2/1/2015 -0.05 1 3/1/2014 3/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods170.00168.00165.00159.00153.00147.00135.00123.00111.00 Percent Profitable53.5351.7953.9461.0156.2161.2265.1974.8086.49 Average Period Return0.290.781.543.154.826.408.8211.8615.17 Average Gain2.113.785.557.8611.3213.3716.6818.1518.98 Average Loss-1.81-2.43-3.14-4.22-3.52-4.60-5.89-6.79-9.22 Best Period7.9917.7820.2729.1935.0937.0640.0340.4546.52 Worst Period-5.87-8.98-10.17-13.70-11.30-11.49-14.18-14.49-14.05 Standard Deviation2.424.175.928.3510.1012.0913.9514.1312.76 Gain Standard Deviation1.563.455.057.058.9010.4410.5810.138.72 Loss Standard Deviation1.241.812.333.422.652.653.974.505.16 Sharpe Ratio (1%)0.090.130.180.260.330.360.420.550.79 Average Gain / Average Loss1.171.551.761.863.212.912.832.672.06 Profit / Loss Ratio1.341.672.072.914.134.595.307.9313.18 Downside Deviation (10%)1.732.844.166.367.9210.1714.1916.5017.58 Downside Deviation (5%)1.542.242.933.893.764.455.785.935.61 Downside Deviation (0%)1.492.102.653.382.913.304.184.073.85 Sortino Ratio (10%)-0.07-0.16-0.22-0.29-0.35-0.38-0.49-0.59-0.71 Sortino Ratio (5%)0.130.240.360.550.880.991.001.321.79 Sortino Ratio (0%)0.190.370.580.931.661.942.112.913.94 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Sharpe 4 3.78 2006 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel