Trient Dynamic Multi-Asset Fund Class C

Trient Asset Management

Strategy Description

The Trient Dynamic Multi-Asset Fund invests in equities, bonds and currencies globally. The manager seeks to capture well-documented long-term risk premia as well as utilizing the time varying nature of risk premia from asset classes, risk factors and single assets in financial markets. Based on a top-down macro view and value based screening models, risk is allocated dynamically, disciplined and diversified by themes to investments that offers the highest expected risk compensation. The fund targets equity returns with half of the risk during a business cycle, implying risk-free rate +4% and medium risk (5%-10% expected annualized volatility. The portfolio is constructed with emphasis on valuation and risk-reward characteristics.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureUCITS
Fund DomicileIreland
Minimum Investment5,000,000 NOK
AUM -
Inception DateJan 2012
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanyTrient Asset Management
AddressFilipstad Brygge 2
Oslo, N-0125
Phone+47 22 39 88 80
E-mail[email protected]
Websitewww.sector.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -0.55 -1.07 -1.58 1.89 -0.77 -0.69 0.97 0.24 -0.43 -2.95 -4.91
2017 -0.34 1.14 1.68 0.42 0.17 0.00 -0.83 -0.77 1.97 1.92 1.55 0.02 7.08
2016 -5.12 -0.55 1.55 2.01 1.73 -1.21 2.08 0.91 -0.64 2.04 2.18 2.13 7.07
2015 1.07 1.40 1.41 0.10 1.05 -0.80 1.14 -2.75 -1.96 3.50 1.65 -2.06 3.61
2014 0.08 0.75 0.69 0.61 1.91 1.45 0.19 -0.18 0.30 1.17 0.83 1.74 9.94
2013 2.20 1.90 1.03 0.84 1.67 -1.17 1.86 0.32 1.30 2.49 1.67 0.44 15.50
2012 3.85 2.37 1.10 -0.52 -3.24 2.42 1.70 0.97 1.23 -0.09 0.51 0.62 11.28

Portfolio Managers

   
No data filled

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -7.58% 3 8 12/2015 10/2016
2 -4.91% 10 0 01/2018 -
3 -4.66% 2 2 08/2015 11/2015
4 -3.75% 2 2 04/2012 07/2012
5 -1.59% 2 1 07/2017 09/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.06%-0.61%-0.29%0.25%0.23%
% Positive33.33%33.33%41.67%54.17%55.56%
Avg. Pos. Period0.24%0.61%0.93%1.25%1.41%
Avg. Neg. Period-1.69%-1.21%-1.15%-1.00%-1.30%
Sharpe Ratio-2.64-1.73-0.760.690.51
Sortino Ratio-2.13-1.65-0.931.100.68
Monthly Volatility1.37%1.21%1.29%1.32%1.63%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.85%-5.12%0.58%0.88%-2.95%70.73%
3 Months 7.48%-7.58%1.76%2.32%-3.14%80.00%
6 Months 9.13%-6.79%3.61%4.56%-3.62%84.42%
1 Year 16.03%-4.60%7.76%9.44%-3.42%88.73%
2 Years 29.33%5.98%16.11%14.13%6.26%100.00%
3 Years 43.58%8.54%23.19%21.21%8.54%100.00%
5 Years 56.77%26.83%45.05%47.24%26.83%100.00%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.

Strategy Description

The Trient Dynamic Multi-Asset Fund invests in equities, bonds and currencies globally. The manager seeks to capture well-documented long-term risk premia as well as utilizing the time varying nature of risk premia from asset classes, risk factors and single assets in financial markets. Based on a top-down macro view and value based screening models, risk is allocated dynamically, disciplined and diversified by themes to investments that offers the highest expected risk compensation. The fund targets equity returns with half of the risk during a business cycle, implying risk-free rate +4% and medium risk (5%-10% expected annualized volatility. The portfolio is constructed with emphasis on valuation and risk-reward characteristics.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureUCITS
Fund DomicileIreland
Minimum Investment5,000,000 NOK
AUM -
Inception DateJan 2012
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanyTrient Asset Management
AddressFilipstad Brygge 2
Oslo, N-0125
Phone+47 22 39 88 80
E-mail[email protected]
Websitewww.sector.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -0.55 -1.07 -1.58 1.89 -0.77 -0.69 0.97 0.24 -0.43 -2.95 -4.91
2017 -0.34 1.14 1.68 0.42 0.17 0.00 -0.83 -0.77 1.97 1.92 1.55 0.02 7.08
2016 -5.12 -0.55 1.55 2.01 1.73 -1.21 2.08 0.91 -0.64 2.04 2.18 2.13 7.07
2015 1.07 1.40 1.41 0.10 1.05 -0.80 1.14 -2.75 -1.96 3.50 1.65 -2.06 3.61
2014 0.08 0.75 0.69 0.61 1.91 1.45 0.19 -0.18 0.30 1.17 0.83 1.74 9.94
2013 2.20 1.90 1.03 0.84 1.67 -1.17 1.86 0.32 1.30 2.49 1.67 0.44 15.50
2012 3.85 2.37 1.10 -0.52 -3.24 2.42 1.70 0.97 1.23 -0.09 0.51 0.62 11.28

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -3.14%
Year to Date Return -4.91%
12 Month Return -3.42%
36 Month Return 8.54%
Total Return Annualized 7.08%
Winning Months (%) 70.73%
Average Winning Month 1.35%
Average Losing Month -1.32%
Total Return Cumulative 59.63%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.76
Sortino Ratio-0.93
Sterling-0.23
Calmar-0.70
Skewness-0.17
Kurtosis1.11
Maximum Drawdown-4.91%
Correlation vs S&P 5000.66
Annualized Volatility4.46%
Annualized Down. Deviation2.83%

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -7.58% 3 8 12/2015 10/2016
2 -4.91% 10 0 01/2018 -
3 -4.66% 2 2 08/2015 11/2015
4 -3.75% 2 2 04/2012 07/2012
5 -1.59% 2 1 07/2017 09/2017

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.06%-0.61%-0.29%0.25%0.23%
% Positive33.33%33.33%41.67%54.17%55.56%
Avg. Pos. Period0.24%0.61%0.93%1.25%1.41%
Avg. Neg. Period-1.69%-1.21%-1.15%-1.00%-1.30%
Sharpe Ratio-2.64-1.73-0.760.690.51
Sortino Ratio-2.13-1.65-0.931.100.68
Monthly Volatility1.37%1.21%1.29%1.32%1.63%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.85%-5.12%0.58%0.88%-2.95%70.73%
3 Months 7.48%-7.58%1.76%2.32%-3.14%80.00%
6 Months 9.13%-6.79%3.61%4.56%-3.62%84.42%
1 Year 16.03%-4.60%7.76%9.44%-3.42%88.73%
2 Years 29.33%5.98%16.11%14.13%6.26%100.00%
3 Years 43.58%8.54%23.19%21.21%8.54%100.00%
5 Years 56.77%26.83%45.05%47.24%26.83%100.00%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. 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 fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds 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.