Pacific Fonder AB

Pacific Multi Asset

Strategy Description

Pacific Multi Asset is a Multi Asset + Multi Strategy fund within the sector Liquid Alternatives and with a Targeted Absolute Return approach. The yearly aim is OMRXTBILL +5%. The fund seeks Long/Short exposure within Multi Assets (Interest/Tangible Assets/Equity) and has 6 underlying Strategies. The Manager uses an unconstrained tactical allocation approach within and between all Assets and Strategies. Volatility is aimed to be 6 with a soft interval 4-8 and a hard interval 2-10. The risk classification shall thereby be able to vary between 3 and 4 but normally be 4. The fund mitigates issuer risks to a bare minimum and uses currency hedges to either protect or to enhance returns. With a legal structure of a UCITS and domicile in Sweden, all aspects of security, costs and transparency are optimized. The fund may have cash up to 20% and is investable for other funds as it always invests less than 10% in other funds. 

General Information

NHX CategoryMulti Strategy
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 SEK
AUM -
Highwater MarkYes
Inception DateFeb 2016
Management Fee0.5%
Performance Fee15%

Company Information

CompanyPacific Fonder AB
PrincipalEric Strand / PM
AddressSveavägen 47
Stockholm, 113 59
Phone+46 8 106069
Emailinfo@pacificfonder.se
Website

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2018 -0.26 -0.10 0.60 0.24
2017 2.84 2.15 -0.89 -0.76 0.57 -1.82 -0.56 -0.10 1.32 1.62 0.67 -0.19 4.85
2016 0.40 -0.90 2.61 0.99 2.98 2.83 -2.13 1.60 -1.26 -1.59 -1.04 4.40
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 0.60
3 Month ROR 0.24
Year To Date 0.24
12 Month ROR 0.95
36 Month ROR -
Compound ROR 4.37
Winning Months (%) 50.00
Average Winning Month 1.63
Average Losing Month -0.89
Total Return 9.72

Risk Statistics

Sharpe Ratio 0.84
Sortino Ratio 1.60
Sterling Ratio 0.35
Calmar Ratio 1.00
Skewness 0.27
Kurtosis -0.94
Maximum Drawdown -4.38
Correlation vs S&P 500 0.07
Average Losing Month -0.89
Standard Deviation (monthly) 1.52
Downside Deviation 0.78

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 -4.38 5 2 08/2016 02/2017
2 -3.52 6 7 03/2017 03/2018
3 -0.90 1 1 03/2016 04/2016
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.98-2.130.370.150.6050.00
3 Months 6.94-3.841.160.560.2466.67
6 Months 9.18-3.522.102.322.3576.19
1 Year 9.24-3.002.951.690.9573.33
2 Years 10.288.639.369.1810.28100.00
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 ROR0.600.080.390.080.41 -
% Positive100.0033.3350.0041.6750.00 -
Avg. Pos. Period0.600.600.960.961.73 -
Avg. Neg. Period - -0.18-0.18-0.54-0.89 -
Sharpe0.000.611.860.300.93 -
Sortino0.001.719.760.451.80 -
Std. Deviation0.000.460.730.941.56 -
Down. Deviation0.000.160.140.600.79 -

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.