Nordic Cross Asset Management

Nordic Cross Stable Return

Strategy Description

Nordic Cross Stable Return is an actively-managed alternative multi-strategy fund primarily investing in equity and fixed income instruments in the Nordic countries. The fund targets an annual return of 4%-to-5% after fees and aims to achieve this with a standard deviation of around 2.5%. In order to achieve this objective, Nordic Cross Stable Return may invest up to 70% of its assets in equities and up to 70% of the portfolio in fixed income and fixed income-related instruments mainly in the Nordic countries (Sweden, Finland, Norway, Denmark and Iceland). The fund may invest in derivative instruments to mitigate risks.

General Information

NHX CategoryMulti Strategy
NHX CountrySweden
Legal StructureUCITS
Fund DomicileLuxembourg
Minimum Investment10,000,000 SEK
AUM -
Highwater MarkYes
Inception DateAug 2017
Management Fee0.9%
Performance Fee20%

Company Information

CompanyNordic Cross Asset Management
PrincipalMats Andersson
AddressNorrlandsgatan 16
Stockholm, 111 43
Phone+46 (0) 8-213 808
Emailinfo@nordiccross.com

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.06 0.36 0.57 -0.16 0.83
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.

Return Statistics

Last Month -0.16
3 Month ROR 0.77
Year To Date 0.83
12 Month ROR -
36 Month ROR -
Compound ROR -
Winning Months (%) 75.00
Average Winning Month 0.33
Average Losing Month -0.16
Total Return 0.83

Risk Statistics

Sharpe Ratio 2.23
Sortino Ratio 8.97
Sterling Ratio 0.25
Calmar Ratio 15.71
Skewness -0.03
Kurtosis -2.21
Maximum Drawdown -0.16
Correlation vs S&P 500 -0.01
Average Losing Month -0.16
Standard Deviation (monthly) 0.32
Downside Deviation 0.08

Risk/Return Chart

Monthly Returns

Performance (VAMI)

Manager Bio

 

Distribution of Monthly Returns

12 Month Rolling ROR

Chart not applicable - performance history is less than 12 months

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -0.16 1 0 11/2017 11/2017
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.57-0.160.210.21-0.1675.00
3 Months 0.990.770.880.880.77100.00
6 Months ------
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Drawdown

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR-0.160.26 - - - -
% Positive0.0066.67 - - - -
Avg. Pos. Period - 0.47 - - - -
Avg. Neg. Period-0.16-0.16 - - - -
Sharpe0.002.37 - - - -
Sortino-3.469.61 - - - -
Std. Deviation0.000.38 - - - -
Down. Deviation0.160.09 - - - -

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.