VISIO Asset Management Ltd.

VISIO Allocator Fund

Strategy Description

VISIO Allocator is an absolute return fund with a focus on Northern European equity markets. The fund’s target rate of return is 12% per annum with lower risk level than in equity markets. The fund is suitable for investors seeking to diversify their portfolios and earn stable returns with low equity market correlation. The investment process of VISIO Allocator combines top-down and bottom-up analysis to achieve the best possible risk/return ratio.

General Information

NHX CategoryMulti Strategy
NHX CountryFinland
Legal StructureUndefined
Fund DomicileFinland
Minimum Investment50,000 EUR
AUM165M EUR
Highwater MarkYes
Inception DateApr 2010
Management Fee1.25%
Performance Fee20%

Company Information

CompanyVISIO Asset Management Ltd.
Principal Petri Tuutti
AddressAleksanterinkatu 21 H
Helsinki, 00100
Phone+358 40 5327999
Emailvisio@vam.fi
Website

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 2.82 1.41 2.15 2.94 -0.93 -0.19 0.85 -0.05 2.78 2.50 -2.67 0.56 12.68
2016 -5.61 -0.09 0.70 1.15 2.90 -5.13 3.86 3.26 -2.28 0.20 0.22 5.05 3.67
2015 1.87 4.75 3.88 2.75 3.02 -1.92 1.88 -3.13 -4.06 3.74 2.96 -1.49 14.65
2014 -0.95 4.26 2.25 1.79 4.16 -0.63 -0.75 0.65 1.09 -1.85 2.43 -2.04 10.64
2013 3.39 -0.40 1.33 1.22 3.56 -2.64 2.29 -0.39 0.51 2.51 1.37 2.16 15.78
2012 5.23 3.90 -0.62 0.84 -4.31 -0.60 2.67 2.44 0.75 -0.48 0.07 2.28 12.49
2011 1.94 -0.49 0.70 0.71 2.08 -3.37 -3.48 -3.42 -0.54 2.66 -3.16 3.47 -3.22
2010 -0.28 -0.95 1.05 2.31 1.15 5.63 0.66 0.22 5.42 16.03
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Manager Bio

Return Statistics

Last Month 0.56
3 Month ROR 0.32
Year To Date 12.68
12 Month ROR 12.68
36 Month ROR 33.94
Compound ROR 10.50
Winning Months (%) 65.59
Average Winning Month 2.28
Average Losing Month -1.84
Total Return 116.73

Risk Statistics

Sharpe Ratio 1.22
Sortino Ratio 2.04
Sterling Ratio 0.67
Calmar Ratio 1.22
Skewness -0.44
Kurtosis -0.14
Maximum Drawdown -10.93
Correlation vs S&P 500 0.56
Average Losing Month -1.84
Standard Deviation (monthly) 2.46
Downside Deviation 1.41

Risk/Return Chart

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -10.93 6 3 06/2011 02/2012
2 -8.37 13 6 06/2015 12/2016
3 -4.88 2 2 05/2012 08/2012
4 -2.67 1 0 11/2017 12/2017
5 -2.64 1 4 06/2013 10/2013

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.63-5.610.871.050.5665.59
3 Months 13.13-9.922.712.710.3274.73
6 Months 16.25-10.935.506.043.9479.55
1 Year 23.37-6.5810.6613.2512.6885.37
2 Years 39.066.9321.6420.4316.82100.00
3 Years 61.2622.4737.0734.0133.94100.00
5 Years 92.2247.7568.4970.3771.57100.00

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Drawdown

Volatility (12 Months Rolling)

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR0.560.110.651.000.650.82
% Positive100.0066.6766.6766.6766.6766.67
Avg. Pos. Period0.561.531.672.002.082.43
Avg. Neg. Period - -2.67-1.36-0.96-2.12-2.30
Sharpe0.000.171.162.000.901.08
Sortino0.000.242.054.231.311.67
Std. Deviation0.002.611.981.762.632.73
Down. Deviation0.001.541.090.821.721.69

AUM

ALL DATA INCLUDING PERFORMANCE NUMBERS HAVE BEEN SUPPLIED BY THE RESPECITVE MANAGERS AND FUND. HEDGENORDIC IN NO WAY GUARANTEES THE ACCURACY OF THESE NUMBERS AND HAS SUPPLIED THEM TO YOU FOR INFORMATION PURPOSES ONLY. THIS DOES NOT CONSTITUTE A SOLICITATION TO BUY OR AN OFFER TO SELL. NO INVESTMENT SHOULD BE MADE WITHOUT FULLY REVIEWING THE ASSOCIATED RISK FACTORS, FEES AND CONFLICTS OF INTEREST AS OUTLINED IN EACH FUNDS S RISK DISCLOSURE DOCUMENT. THERE MAY BE FUNDS WHO HAVE CHOSEN NOT TO BE LISTED IN THE HEDGENORDIC DATABASE AND NHX THAT MAY HAVE BETTER OR WORSE PERFORMANCE THAN THOSE IN OUR DATABASE.

THE RISK OF LOSS IN INVESTING IN HEDGEFUNDS CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADE ONLY WITH RISK CAPITAL. SALES RESTRICTIONS MAY APPLY IN YOUR JURISDICTION.