Yggdrasil Multi-Asset Fund

PFA Asset Management

Strategy Description

Yggdrasil Multi-Asset Fund is a multi-asset hedge fund seeking opportunistic risk premia in liquid products and mature financial markets. The investment objective of the fund is to provide investors with an attractive absolute return. Yggdrasil Multi-Asset Fund may invest in one, several or multiple strategies that may be categorized as hedge fund-like strategies by taking long, short or neutral positions in a broad range of asset classes or sub-asset classes based on the investment team’s convictions aiming for an overall market-neutral approach for the fund as a whole. The fund’s primary geographical focus is the United States, the European Union, the United Kingdom, Switzerland, Norway and Asia.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment5,000,000 EUR
AUM423M EUR
Inception DateApr 2018
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanyPFA Asset Management
AddressSundkrogsgade 4
Copenhagen, 2100
Phone+45 39 17 50 00
E-mail[email protected]
Websitewww.pfaassetmanagement.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.33 -0.39 -8.74 -1.18 0.14 -0.40 -5.59 2.15 0.58 -13.38
2019 4.46 0.17 -0.19 1.14 -1.28 -3.15 0.23 -3.75 0.77 -4.90 -2.85 0.20 -9.11
2018 1.47 1.62 -1.87 2.41 -2.18 2.27 0.15 1.00 -6.53 -1.99

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 -28.38% 20 0 12/2018 -
2 -2.18% 1 1 08/2018 09/2018
3 -1.87% 1 1 06/2018 07/2018
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.01%-0.75%-1.82%-1.22% -
% Positive66.67%50.00%33.33%45.83% -
Avg. Pos. Period1.37%0.96%0.77%1.00% -
Avg. Neg. Period-5.59%-2.39%-3.05%-3.02% -
Sharpe Ratio-0.99-1.03-2.04-1.40 -
Sortino Ratio-1.08-1.11-1.84-1.43 -
Monthly Volatility3.34%2.40%3.01%2.92% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.46%-8.74%-0.82%-0.03%0.58%50.00%
3 Months 4.44%-10.17%-2.93%-2.88%-3.00%25.00%
6 Months 3.67%-16.12%-6.00%-5.99%-4.40%20.00%
1 Year 2.36%-24.30%-12.03%-13.28%-19.81%10.53%
2 Years -19.29%-27.52%-23.14%-22.54%-25.56%0.00%
3 Years ------
5 Years ------

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.

Strategy Description

Yggdrasil Multi-Asset Fund is a multi-asset hedge fund seeking opportunistic risk premia in liquid products and mature financial markets. The investment objective of the fund is to provide investors with an attractive absolute return. Yggdrasil Multi-Asset Fund may invest in one, several or multiple strategies that may be categorized as hedge fund-like strategies by taking long, short or neutral positions in a broad range of asset classes or sub-asset classes based on the investment team’s convictions aiming for an overall market-neutral approach for the fund as a whole. The fund’s primary geographical focus is the United States, the European Union, the United Kingdom, Switzerland, Norway and Asia.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment5,000,000 EUR
AUM423M EUR
Inception DateApr 2018
Management Fee1.00%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanyPFA Asset Management
AddressSundkrogsgade 4
Copenhagen, 2100
Phone+45 39 17 50 00
E-mail[email protected]
Websitewww.pfaassetmanagement.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.33 -0.39 -8.74 -1.18 0.14 -0.40 -5.59 2.15 0.58 -13.38
2019 4.46 0.17 -0.19 1.14 -1.28 -3.15 0.23 -3.75 0.77 -4.90 -2.85 0.20 -9.11
2018 1.47 1.62 -1.87 2.41 -2.18 2.27 0.15 1.00 -6.53 -1.99

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -3.00%
Year to Date Return -13.38%
12 Month Return -19.81%
36 Month Return -
Total Return Annualized -9.85%
Winning Months (%) 50.00%
Average Winning Month 1.25%
Average Losing Month -2.89%
Total Return Cumulative -22.84%

Risk Statistics (12M)

1 Year
Sharpe Ratio-2.04
Sortino Ratio-1.84
Sterling-0.62
Calmar-0.90
Skewness-1.31
Kurtosis1.66
Maximum Drawdown-21.95%
Correlation vs S&P 5000.37
Annualized Volatility10.43%
Annualized Down. Deviation10.05%

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 -28.38% 20 0 12/2018 -
2 -2.18% 1 1 08/2018 09/2018
3 -1.87% 1 1 06/2018 07/2018
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.01%-0.75%-1.82%-1.22% -
% Positive66.67%50.00%33.33%45.83% -
Avg. Pos. Period1.37%0.96%0.77%1.00% -
Avg. Neg. Period-5.59%-2.39%-3.05%-3.02% -
Sharpe Ratio-0.99-1.03-2.04-1.40 -
Sortino Ratio-1.08-1.11-1.84-1.43 -
Monthly Volatility3.34%2.40%3.01%2.92% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.46%-8.74%-0.82%-0.03%0.58%50.00%
3 Months 4.44%-10.17%-2.93%-2.88%-3.00%25.00%
6 Months 3.67%-16.12%-6.00%-5.99%-4.40%20.00%
1 Year 2.36%-24.30%-12.03%-13.28%-19.81%10.53%
2 Years -19.29%-27.52%-23.14%-22.54%-25.56%0.00%
3 Years ------
5 Years ------

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.