KCM
Kedalion Capital Management LLP Portfolio
Invests via Kedalion Capital Management LLP | Managed by Lorenzo Rossi, Lorenzo Longo
Invests via Kedalion Capital Management LLP
Managed by Lorenzo Rossi, Lorenzo Longo
Automatically Tracked
Company Profile
Runs multi-strategy credit and equity relative-value programs targeting liquid European and global markets, with a focus on risk-adjusted returns and drawdown control. Kedalion Capital Management LLP combines systematic models and discretionary credit research to deploy capital across corporate credit, convertible bonds and event-driven situations; strategies are structured for institutional investors seeking diversified fixed-income-oriented alpha. Risk management emphasizes volatility targeting, stress testing and liquidity-aware position sizing alongside selective use of leverage and derivatives.
Runs multi-strategy credit and equity relative-value programs targeting liquid European and global markets, with a focus on risk-adjusted returns and drawdown control. Kedalion Capital Management LLP combines systematic models and discretionary credit research to deploy capital across corporate credit, convertible bonds and event-driven situations; strategies are structured for institutional investors seeking diversified fixed-income-oriented alpha. Risk management emphasizes volatility targeting, stress testing and liquidity-aware position sizing alongside selective use of leverage and derivatives.
Investment Philosophy & Strategy
Operates a multi-strategy, fixed-income-oriented approach that blends systematic signal generation with discretionary credit research to harvest relative-value and event-driven alpha across liquid European and global markets. Capital is deployed dynamically across corporate credit, convertibles and special situations using volatility-targeted sizing, stress-tested scenario planning, selective leverage and derivative overlays. Portfolio construction prioritizes drawdown control, liquidity management and diversified sources of income, positioning the firm as an institutional-grade provider of risk-adjusted returns.
Operates a multi-strategy, fixed-income-oriented approach that blends systematic signal generation with discretionary credit research to harvest relative-value and event-driven alpha across liquid European and global markets. Capital is deployed dynamically across corporate credit, convertibles and special situations using volatility-targeted sizing, stress-tested scenario planning, selective leverage and derivative overlays. Portfolio construction prioritizes drawdown control, liquidity management and diversified sources of income, positioning the firm as an institutional-grade provider of risk-adjusted returns.
Disclaimer: This Portfolio is derived from and computed based on publicly available data from SEC filings.
Gain and growth charts are calculated per selected timeframe:
26.03%
Gain +0.01%
Monthly
1.25%
Yearly
16.12%
Drawdown
18.81%
$3.83B
Equity
Holdings
$3.83B
Investment
$3.2B
$678.71M
Profit +$212,053.43
Realized
$48.4M
Unrealized
$630.31M
Dividends
$41.48M
Goals
Avg. 100% completed goals
Yearly
Gain > 5% 2026
Yearly
Gain < 20% 2026
Today
Compared To Yesterday
Gain
0.01%
Profit
$212,053.43
Win %
100%
This Week
Compared To Last Week
Gain
0.01%
Profit
$212,053.43
Win %
100%
This Month
Compared to last month
Gain
-0.36%
Profit
-$13.73M
Win %
100%
This Year
Compared to last year
Gain
14.31%
Profit
$479.07M
Win %
100%
Events
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Dividends
Dividend Analysis
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| Trades 20 | Longs Won 10/20 50% | Profit Factor 7.06 |
| Profitability | Shorts Won 0/0 0% | Standard Deviation $80.41M |
| Average Win $79.08M | Best Trade (Jul 19) $304.16M | Sharpe Ratio -8.68 |
| Average Loss -$11.21M | Worst Trade (Mar 31) -$60.92M | Z-Score 0.23 (18.17%) |
| Commissions $0 | Avg. Trade Length 5m 1w 3d | Expectancy $33.94M |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | 0.01% | 1.52% |
| Consecutive Losing Trades | 342 | 307 | 273 | 239 | 205 | 171 | 137 | 102 | 68 | 34 |
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Returns
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Option values are updated at end of day.
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Option values are updated at end of day.
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