Investin SRV - Fixed Income

SRV Capital A/S

Strategy Description

SRV – Fixed Income is a relative value fixed income investment fund with the main focus on Scandinavian fixed income markets. The fund invests in AAA-rated bonds and Interest Rate Derivatives. The fund’s objective is to exploit dislocations across fixed income markets via relative value trades. Tail risk hedging is a crucial part of the investment strategy. The investment strategy maintains minimal exposure to interest levels. The fund does not have a benchmark but aims to maximize its risk adjusted return.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureFund
Fund DomicileDenmark
Minimum Investment1,000,000 DKK
AUM1,456M DKK
Inception DateFeb 2019
Management Fee0.50%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanySRV Capital A/S
AddressJægersborg Alle 1
Charlottenlund, 2920
Phone+45 2216 3019
E-mail[email protected]
Websitewww.srvcapital.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.58 1.62 2.08 1.74 2.73 1.36 2.85 0.39 3.04 17.59
2023 2.65 1.49 -2.79 2.50 -1.62 1.34 1.91 2.63 1.74 0.33 1.73 1.73 14.34
2022 0.31 -1.28 -1.40 0.76 -2.51 0.09 0.79 0.08 -2.32 1.71 2.79 1.73 0.60
2021 0.71 -1.13 0.10 0.38 0.20 0.61 -0.22 0.09 -0.36 -0.59 -0.37 0.06 -0.53
2020 0.47 0.09 -2.77 1.15 1.49 0.20 1.13 1.10 0.12 -0.55 0.81 0.53 3.76
2019 0.28 0.47 0.56 0.15 0.73 0.16 0.59 -0.57 0.00 0.09 0.02 2.50

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 -6.72% 15 4 07/2021 01/2023
2 -2.79% 1 4 03/2023 07/2023
3 -2.77% 1 3 03/2020 06/2020
4 -1.13% 1 4 02/2021 06/2021
5 -0.57% 1 4 09/2019 01/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.08%2.01%1.68%1.50%0.82%
% Positive100.00%100.00%100.00%91.67%77.78%
Avg. Pos. Period2.09%2.02%1.68%1.85%1.53%
Avg. Neg. Period - - - -2.20%-1.61%
Sharpe Ratio6.017.366.633.891.81
Sortino Ratio0.000.000.007.903.32
Monthly Volatility1.21%0.95%0.88%1.34%1.58%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.04%-2.79%0.54%0.47%3.04%77.94%
3 Months 7.34%-3.14%1.56%1.00%6.38%69.70%
6 Months 13.02%-4.03%2.98%1.63%12.70%74.60%
1 Year 23.25%-6.26%5.38%2.98%22.10%75.44%
2 Years 43.00%-5.18%8.57%4.56%43.00%84.44%
3 Years 34.05%-2.27%10.41%7.57%34.05%81.82%
5 Years 39.76%22.40%30.23%30.79%39.76%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.

Strategy Description

SRV – Fixed Income is a relative value fixed income investment fund with the main focus on Scandinavian fixed income markets. The fund invests in AAA-rated bonds and Interest Rate Derivatives. The fund’s objective is to exploit dislocations across fixed income markets via relative value trades. Tail risk hedging is a crucial part of the investment strategy. The investment strategy maintains minimal exposure to interest levels. The fund does not have a benchmark but aims to maximize its risk adjusted return.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureFund
Fund DomicileDenmark
Minimum Investment1,000,000 DKK
AUM1,456M DKK
Inception DateFeb 2019
Management Fee0.50%
Performance Fee10.00%
SFDR Classification -

Company Information

CompanySRV Capital A/S
AddressJægersborg Alle 1
Charlottenlund, 2920
Phone+45 2216 3019
E-mail[email protected]
Websitewww.srvcapital.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.58 1.62 2.08 1.74 2.73 1.36 2.85 0.39 3.04 17.59
2023 2.65 1.49 -2.79 2.50 -1.62 1.34 1.91 2.63 1.74 0.33 1.73 1.73 14.34
2022 0.31 -1.28 -1.40 0.76 -2.51 0.09 0.79 0.08 -2.32 1.71 2.79 1.73 0.60
2021 0.71 -1.13 0.10 0.38 0.20 0.61 -0.22 0.09 -0.36 -0.59 -0.37 0.06 -0.53
2020 0.47 0.09 -2.77 1.15 1.49 0.20 1.13 1.10 0.12 -0.55 0.81 0.53 3.76
2019 0.28 0.47 0.56 0.15 0.73 0.16 0.59 -0.57 0.00 0.09 0.02 2.50

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 3.04%
3 Month Return 6.38%
Year to Date Return 17.59%
12 Month Return 22.10%
36 Month Return 34.05%
Total Return Annualized 6.53%
Winning Months (%) 77.94%
Average Winning Month 1.04%
Average Losing Month -1.32%
Total Return Cumulative 43.10%

Risk Statistics (12M)

1 Year
Sharpe Ratio6.63
Sortino Ratio0.00
Sterling2.21
Calmar -
Skewness-0.11
Kurtosis-0.33
Maximum Drawdown0.00%
Correlation vs S&P 5000.22
Annualized Volatility3.05%
Annualized Down. Deviation0.00%

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 -6.72% 15 4 07/2021 01/2023
2 -2.79% 1 4 03/2023 07/2023
3 -2.77% 1 3 03/2020 06/2020
4 -1.13% 1 4 02/2021 06/2021
5 -0.57% 1 4 09/2019 01/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.08%2.01%1.68%1.50%0.82%
% Positive100.00%100.00%100.00%91.67%77.78%
Avg. Pos. Period2.09%2.02%1.68%1.85%1.53%
Avg. Neg. Period - - - -2.20%-1.61%
Sharpe Ratio6.017.366.633.891.81
Sortino Ratio0.000.000.007.903.32
Monthly Volatility1.21%0.95%0.88%1.34%1.58%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.04%-2.79%0.54%0.47%3.04%77.94%
3 Months 7.34%-3.14%1.56%1.00%6.38%69.70%
6 Months 13.02%-4.03%2.98%1.63%12.70%74.60%
1 Year 23.25%-6.26%5.38%2.98%22.10%75.44%
2 Years 43.00%-5.18%8.57%4.56%43.00%84.44%
3 Years 34.05%-2.27%10.41%7.57%34.05%81.82%
5 Years 39.76%22.40%30.23%30.79%39.76%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.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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