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:
26.95%
Gain -0.53%
Monthly
1.12%
Yearly
14.27%
Drawdown
19.14%
$4.32B
Equity
Holdings
$4.32B
Investment
$3.85B
$699.74M
Profit -$18.81M
Realized
$232.44M
Unrealized
$467.3M
Dividends
$58.5M
Goals
Avg. 76.5% completed goals
Yearly
Gain > 5% 2026
Yearly
Gain < 20% 2026
Today
Compared To Yesterday
Gain
-0.53%
Profit
-$18.81M
Win %
87%
This Week
Compared To Last Week
Gain
-1.59%
Profit
-$69.96M
Win %
87%
This Month
Compared to last month
Gain
0.47%
Profit
$20.2M
Win %
87%
This Year
Compared to last year
Gain
2.64%
Profit
$111.13M
Win %
80%
Events
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Dividends
Dividend Analysis
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| Trades 23 | Longs Won 12/23 52% | Profit Factor 4.22 |
| Profitability | Shorts Won 0/0 0% | Standard Deviation $80.92M |
| Average Win $76.41M | Best Trade (Jun 30) $287.87M | Sharpe Ratio -50.61 |
| Average Loss -$19.74M | Worst Trade (Mar 30) -$84.24M | Z-Score 0.01 (0.74%) |
| Commissions $0 | Avg. Trade Length 6m 1w 4d | Expectancy $30.42M |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | 0.01% | 1.51% |
| Consecutive Losing Trades | 219 | 197 | 175 | 153 | 131 | 109 | 88 | 66 | 44 | 22 |
Hover over the desired column for a detailed explanation.
Returns
Overall, Monthly| Symbol | Quantity | Cost | Value | Comm. | Profit ($) | Gain (%) | Change |
|---|---|---|---|---|---|---|---|
 BE Bloom Energy Corporation | 16,000 | $4.84M | $3.6M | - | -$1.25M | -25.73% | -6.071% |
 IVV iShares Core S&P 500 ETF | 1.49M | $957.01M | $1.15B | - | $190.86M | 19.94% | -0.484% |
 SPYM State Street SPDR Portfolio S&P 500 ETF | 35.13M | $2.89B | $3.17B | - | $277.69M | 9.6% | -0.408% |
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FAQ
Which stocks have generated the highest profits for Kedalion Capital Management LLP?
The largest contributions to the portfolio's profits come from the following stocks: iShares Core S&P 500 ETF - $417.31M, State Street SPDR Portfolio S&P 500 ETF - $70.06M, and iShares Ethereum Trust - $52,835.02. These positions have been the main drivers of growth and have significantly impacted the investor's overall performance.
Which stocks have generated the largest losses for this investor?
The largest losses in the portfolio are associated with the following stocks: Vanguard S&P 500 ETF - $182.81M, Fidelity Ethereum Fund - $5.18M, Ethan Allen Interiors Inc - $5.12M, Fidelity Wise Origin Bitcoin Index Fund - $2.08M, and Ark 21Shares Bitcoin ETF - $726,746. These positions have had the most negative impact on overall performance and highlight the weaker areas of the portfolio.
What dividends does Kedalion Capital Management LLP's portfolio generate?
The portfolio generates substantial dividend income, with a total of $58.5M earned over time. The largest contributors to dividend income include iShares Core S&P 500 ETF - $31.59M, Vanguard S&P 500 ETF - $13.49M, and State Street SPDR Portfolio S&P 500 ETF - $13.42M. This indicates that dividends play a meaningful role in the investor's overall strategy.
How stable are Kedalion Capital Management LLP's monthly returns?
Kedalion Capital Management LLP's monthly returns show a mixed pattern. Some months are relatively calm, while others are noticeably stronger or weaker, which suggests that performance is not fully consistent over time. This points to a strategy that may offer attractive upside but can also experience uneven short-term results.
Can Kedalion Capital Management LLP's strategy be considered aggressive or moderate?
Kedalion Capital Management LLP's strategy can be described as moderate. It balances growth potential with risk management, showing a willingness to accept some volatility while still maintaining a relatively structured and diversified approach.
Should beginners follow Kedalion Capital Management LLP's strategy?
Kedalion Capital Management LLP's strategy may be suitable for beginners, but with some caution. While the overall approach is not overly complex, it still involves a certain level of risk and variability. Beginners should be prepared for occasional fluctuations and ensure they understand the strategy before trying to follow it.
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