Ambrosia Asset Management AB

Ambrosia L

Strategy Description

Ambrosia L represents one of the three feeder funds of multi-strategy fund Ambrosia Master, which employs both traditional and more advanced strategies. Ambrosia Master’s portfolio construction mainly focuses on three areas: market risk premiums, macro/directional bets, and relative value. The multi-strategy fund is set up using a master-feeder structure with three different classes: Ambrosia L (minimum investment of 100,000 SEK); XL (10 million SEK); and XXL (300 million SEK). Ambrosia L’s objective is to generate an annual return in excess of the risk-free rate plus 5%, with a standard deviation of returns between 5% to 10%.

General Information

NHX CategoryMulti Strategy
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM414M SEK
Highwater MarkYes
Inception DateMar 2016
Management Fee0.75%
Performance Fee20%

Company Information

CompanyAmbrosia Asset Management AB
PrincipalAnte Nilsson
AddressRegeringsgatan 48
Stockholm, S-103 64
Phone+46 8 124 444 90
Emailinfo@ambrosiafonder.se
Websitehttp://www.ambrosiafonder.se/

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.33 -0.39 0.46 -0.55 -0.40 0.26 0.13 -0.84 0.89 -0.24 -0.45 0.35 -0.46
2016 0.11 0.71 0.31 -0.60 0.89 0.47 -0.07 0.04 0.81 0.72 3.43
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 0.35
3 Month ROR -0.34
Year To Date -0.46
12 Month ROR -0.46
36 Month ROR -
Compound ROR 1.60
Winning Months (%) 63.64
Average Winning Month 0.46
Average Losing Month -0.44
Total Return 2.95

Risk Statistics

Sharpe Ratio 0.89
Sortino Ratio 1.54
Sterling Ratio 0.15
Calmar Ratio 1.15
Skewness -0.20
Kurtosis -1.03
Maximum Drawdown -1.40
Correlation vs S&P 500 0.13
Average Losing Month -0.44
Standard Deviation (monthly) 0.52
Downside Deviation 0.30

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 -1.40 5 0 04/2017 12/2017
2 -0.60 1 1 06/2016 07/2016
3 -0.39 1 1 02/2017 03/2017
4 -0.07 1 2 09/2016 11/2016
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.89-0.840.130.190.3563.64
3 Months 1.87-0.690.380.41-0.3465.00
6 Months 2.89-0.940.791.04-0.1758.82
1 Year 3.73-0.461.651.71-0.4681.82
2 Years ------
3 Years ------
5 Years ------

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 ROR0.35-0.11-0.03-0.04 - -
% Positive100.0033.3350.0050.00 - -
Avg. Pos. Period0.350.350.460.40 - -
Avg. Neg. Period - -0.35-0.51-0.48 - -
Sharpe0.00-0.95-0.15-0.25 - -
Sortino0.00-1.34-0.24-0.37 - -
Std. Deviation0.000.410.620.51 - -
Down. Deviation0.000.290.400.36 - -

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.