Danske Bank

Danske Invest Global Macro Hedge Fund

Strategy Description

Danske Invest Global Macro Hedge Fund is a global multi-asset long/short hedge fund seeking to generate stable absolute returns over the medium term. In actively managing the fund’s portfolio, the investment management team applies a flexible and dynamic asset allocation and analyses global macroeconomic risk factors such as the future path of monetary policy, shifts in global and regional economic growth, longer term development trends (e.g. domestic credit and fiscal imbalances), inflation and wage trends and political risks to identify global investment themes and opportunities. The fund gains exposure, directly or through other funds or derivatives, to a range of asset classes such as equities, bonds and money market instruments. 

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureSpecialized Investment Fund
Fund DomicileLuxembourg
Minimum Investment100 EUR
AUM6M EUR
Inception DateMay 2019
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyDanske Bank
PrincipalChristian Heiberg, Head of Asset Management
AddressBernstorffsgade 40
København V, 1577
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.81 -2.96 -0.28 0.18 -0.14 -0.10 -0.14 -0.15 -4.35
2019 -0.26 -0.20 0.27 0.07 0.00 -0.51 0.09 0.30 -0.24

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 -4.58% 16 0 05/2019 -
2 - - - - -
3 - - - - -
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-0.13%-0.11%-0.38% - -
% Positive0.00%16.67%25.00% - -
Avg. Pos. Period - 0.18%0.19% - -
Avg. Neg. Period-0.13%-0.16%-0.64% - -
Sharpe Ratio-20.85-2.61-1.57 - -
Sortino Ratio-3.42-2.30-1.46 - -
Monthly Volatility0.02%0.14%0.83% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.30%-2.96%-0.29%-0.14%-0.15%31.25%
3 Months 0.34%-4.02%-0.91%-0.38%-0.39%14.29%
6 Months 0.22%-4.13%-2.26%-3.43%-0.63%9.09%
1 Year -3.86%-4.47%-4.13%-4.08%-4.47%0.00%
2 Years ------
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

Danske Invest Global Macro Hedge Fund is a global multi-asset long/short hedge fund seeking to generate stable absolute returns over the medium term. In actively managing the fund’s portfolio, the investment management team applies a flexible and dynamic asset allocation and analyses global macroeconomic risk factors such as the future path of monetary policy, shifts in global and regional economic growth, longer term development trends (e.g. domestic credit and fiscal imbalances), inflation and wage trends and political risks to identify global investment themes and opportunities. The fund gains exposure, directly or through other funds or derivatives, to a range of asset classes such as equities, bonds and money market instruments. 

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureSpecialized Investment Fund
Fund DomicileLuxembourg
Minimum Investment100 EUR
AUM6M EUR
Inception DateMay 2019
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyDanske Bank
PrincipalChristian Heiberg, Head of Asset Management
AddressBernstorffsgade 40
København V, 1577
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -0.81 -2.96 -0.28 0.18 -0.14 -0.10 -0.14 -0.15 -4.35
2019 -0.26 -0.20 0.27 0.07 0.00 -0.51 0.09 0.30 -0.24

Portfolio Managers

     
No data filled

Return Statistics

Last Month Return -
3 Month Return -0.39%
Year to Date Return -4.35%
12 Month Return -4.47%
36 Month Return -
Total Return Annualized -3.46%
Winning Months (%) 31.25%
Average Winning Month 0.18%
Average Losing Month -0.56%
Total Return Cumulative -4.58%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.57
Sortino Ratio-1.46
Sterling-0.31
Calmar-1.00
Skewness-3.18
Kurtosis10.93
Maximum Drawdown-4.47%
Correlation vs S&P 5000.57
Annualized Volatility2.87%
Annualized Down. Deviation3.14%

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 -4.58% 16 0 05/2019 -
2 - - - - -
3 - - - - -
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-0.13%-0.11%-0.38% - -
% Positive0.00%16.67%25.00% - -
Avg. Pos. Period - 0.18%0.19% - -
Avg. Neg. Period-0.13%-0.16%-0.64% - -
Sharpe Ratio-20.85-2.61-1.57 - -
Sortino Ratio-3.42-2.30-1.46 - -
Monthly Volatility0.02%0.14%0.83% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 0.30%-2.96%-0.29%-0.14%-0.15%31.25%
3 Months 0.34%-4.02%-0.91%-0.38%-0.39%14.29%
6 Months 0.22%-4.13%-2.26%-3.43%-0.63%9.09%
1 Year -3.86%-4.47%-4.13%-4.08%-4.47%0.00%
2 Years ------
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.