Formuepleje Fund Management A/S

Formuepleje Penta

Strategy Description

Using classical portfolio theory, Formuepleje Penta in equities and bonds with the goal of optimizing the relationship between the expected return and the risk of the investment. In order to increase the risk as well as the expected return, Formuepleje Penta does not increase the weight of equities in the portfolio. Rather, the fund uses leverage in order to purchase more of the optimal investment and maintain the original ratio between equities and bonds. On a five year horizon, the expected return is 100 percent.  

General Information

NHX CategoryMulti Strategy
NHX CountryDenmark
Legal StructureUndefined
Fund DomicileDenmark
Minimum Investment00 DKK
AUM4,065M DKK
Highwater MarkYes
Inception DateJan 2005
Management Fee2.25%
Performance Fee10%

Company Information

CompanyFormuepleje Fund Management A/S
PrincipalSoren Verup
AddressVarkmestergade 25
Aarhus, 8000
Phone+45 87 46 49 00
Emailinfo@formuepleje.dk
Website

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.69 7.74 -0.05 0.80 -2.45 1.69 -0.55 -1.23 3.11 4.71 0.29 -0.11 15.19
2016 -5.79 0.19 3.62 0.82 6.32 -2.49 7.04 1.94 -0.22 -0.48 5.33 3.74 21.04
2015 6.29 6.89 3.29 -2.86 1.46 -7.08 4.10 -9.49 -2.31 10.59 7.40 -4.71 11.96
2014 -2.17 1.72 0.70 -0.82 5.99 0.50 0.36 1.83 2.30 2.36 0.26 -0.36 13.17
2013 2.78 6.26 6.33 3.20 5.97 -5.60 1.20 5.12 4.53 6.51 -0.75 -1.83 38.35
2012 3.83 6.11 1.20 0.39 -0.84 -0.57 9.56 1.30 2.67 0.30 4.23 0.18 31.70
2011 -2.08 0.07 -4.68 1.19 1.20 -3.02 4.27 -7.84 2.26 7.87 -1.50 10.25 6.78
2010 0.66 4.45 6.86 3.54 -2.35 -9.85 3.81 -1.01 3.94 0.23 2.95 5.73 19.33
2009 -18.18 -21.60 21.10 10.79 1.20 4.89 11.55 5.03 2.71 -0.70 3.46 3.34 16.71
2008 -14.44 0.55 -17.57 23.95 -1.05 -18.26 7.98 2.90 -29.26 -60.78 10.48 -7.91 -77.70
2007 4.03 -4.09 2.73 5.13 3.74 -1.86 -3.57 1.04 1.20 2.69 -7.72 -0.76 1.73
2006 4.27 2.65 1.94 -0.05 -7.59 3.65 1.42 4.31 2.87 5.38 2.06 6.09 29.71
2005 1.20 3.91 1.22 -4.05 6.27 3.07 6.40 -0.98 7.87 -4.12 2.64 4.59 30.86
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 -0.11
3 Month ROR 4.90
Year To Date 15.19
12 Month ROR 15.19
36 Month ROR 56.09
Compound ROR 4.81
Winning Months (%) 67.95
Average Winning Month 4.13
Average Losing Month -6.19
Total Return 84.29

Risk Statistics

Sharpe Ratio 0.35
Sortino Ratio 0.20
Sterling Ratio 0.89
Calmar Ratio 1.02
Skewness -3.38
Kurtosis 23.11
Maximum Drawdown -86.98
Correlation vs S&P 500 0.71
Average Losing Month -6.19
Standard Deviation (monthly) 8.06
Downside Deviation 6.66

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 -86.98 21 0 06/2007 12/2017
2 -7.64 2 3 04/2006 08/2006
3 -4.12 1 2 10/2005 12/2005
4 -4.09 1 2 02/2007 04/2007
5 -4.05 1 1 04/2005 05/2005

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 23.95-60.780.821.57-0.1167.95
3 Months 35.78-71.452.584.944.9071.43
6 Months 66.86-81.895.7210.366.2477.48
1 Year 91.30-83.3712.0419.3815.1980.69
2 Years 112.76-85.4222.7631.9539.4278.20
3 Years 155.43-82.3731.4655.2256.0969.42
5 Years 320.36-67.5466.34137.62144.3953.61

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 ROR-0.111.611.011.191.391.24
% Positive0.0066.6750.0058.3362.5061.11
Avg. Pos. Period - 2.502.702.723.204.00
Avg. Neg. Period-0.11-0.11-0.63-0.88-1.49-2.84
Sharpe0.002.111.541.511.541.05
Sortino-3.4687.646.375.083.421.73
Std. Deviation0.002.672.342.793.254.43
Down. Deviation0.110.060.550.811.412.49

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.