Danske Invest Fund Management Ltd

Danske Invest Europe Long-Short Dynamic Class A-sek hp Prop.

Strategy Description

Danske Invest Europe Long-Short Dynamic is an absolute return fund investing predominantly in equities and equity-related securities in companies domiciled in or with main activity in Europe. The fund can invest a small portion of capital in securities domiciled in or traded on regulated markets in countries outside Europe. The fund’s objective is to generate an annual return of 4-8%, which depends to a high degree on the ability of portfolio managers to select the right equities.

General Information

NHX CategoryEquities
NHX CountryFinland
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 EUR
AUM453M EUR
Highwater MarkYes
Inception DateJan 2013
Management Fee1.8%
Performance Fee20%

Company Information

CompanyDanske Invest Fund Management Ltd
PrincipalJuhani Salmi
AddressHiililaiturinkuja 2
Helsinki, 00075
Phone+358 (0)10 546 6628
Emailfeedback@3cfund.com
Websitehttp://www.danskeinvest.fi/en/

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 0.77 0.19 0.00 -0.50 -0.80 -0.90 1.70 -0.20 0.30 -0.30 -1.20 -1.00 -1.96
2016 1.10 -0.77 -0.90 -1.99 1.36 -4.01 -0.88 2.47 -0.45 1.86 -4.10 -0.87 -7.18
2015 2.99 0.19 3.30 0.21 1.59 0.07 0.41 1.65 0.99 -1.18 0.97 1.89 13.79
2014 0.38 -1.04 -0.20 -1.28 2.64 -0.18 -0.94 0.71 2.41 -1.11 0.90 -0.89 1.31
2013 0.53 0.19 3.72 -2.89 1.72 -0.42 0.44 0.68 -0.16 -0.58 2.21 -0.82 4.56
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
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 -1.00
3 Month ROR -2.48
Year To Date -1.96
12 Month ROR -1.96
36 Month ROR 3.56
Compound ROR 1.87
Winning Months (%) 53.33
Average Winning Month 1.27
Average Losing Month -1.05
Total Return 9.70

Risk Statistics

Sharpe Ratio 0.37
Sortino Ratio 0.53
Sterling Ratio 0.08
Calmar Ratio 0.12
Skewness -0.19
Kurtosis 0.80
Maximum Drawdown -9.99
Correlation vs S&P 500 -0.28
Average Losing Month -1.05
Standard Deviation (monthly) 1.56
Downside Deviation 1.01

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 -9.99 23 0 02/2016 12/2017
2 -2.93 5 5 12/2013 09/2014
3 -2.89 1 7 04/2013 11/2013
4 -1.18 1 2 10/2015 12/2015
5 -1.11 1 3 10/2014 01/2015

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.72-4.100.170.13-1.0051.67
3 Months 6.59-4.640.540.94-2.4860.34
6 Months 8.59-7.051.070.63-0.7356.36
1 Year 13.79-7.482.291.38-1.9661.22
2 Years 16.43-9.006.738.52-9.0075.68
3 Years 21.233.5610.408.983.56100.00
5 Years 9.709.709.709.709.70100.00

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 ROR-1.00-0.83-0.12-0.16-0.390.10
% Positive0.000.0033.3341.6737.5055.56
Avg. Pos. Period - - 1.000.591.081.20
Avg. Neg. Period-1.00-0.83-0.68-0.61-1.18-1.18
Sharpe0.00-6.11-0.39-0.68-0.840.23
Sortino-3.46-3.15-0.64-0.96-1.000.30
Std. Deviation0.000.471.050.831.571.62
Down. Deviation1.000.920.650.601.361.13

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.