Mandatum Managed Futures Fund

Mandatum Life Fund Management S.A.

Strategy Description

The Mandatum Life Managed Futures Fund aims to achieve long-term positive absolute returns by investing in liquid futures using long/short strategies. The fund seeks to achieve its investment objective primarily through its systematic momentum-based methodologies. The Mandatum Life Managed Futures Fund is managed with a systematic approach that alters the exposure to various financial markets primarily based on momentum signals over various time horizons. Thus, the Mandatum Life Managed Futures Fund will take long positions in financial instruments that are expected to yield positive returns and short positions in financial instruments with negative return expectations. The fund may use synthetic short sales for the purpose of hedging and efficient portfolio management.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment00 USD
AUM16M USD
Inception DateDec 2019
Management Fee0.00%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyMandatum Life Fund Management S.A.
Address26-28 Rue Edward Steichen
Luxembourg, L-2540
Phone+352 27 112 7051
E-mail[email protected]
Websitewww.mandatumlife.lu
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.25 4.00 2.15 -0.34 1.13 -1.21 3.45 4.76 5.32 -4.99 1.89 16.58
2023 -3.74 -0.05 -8.18 1.43 -2.37 4.85 1.19 -4.62 1.60 -2.34 4.39 9.14 0.08
2022 -3.44 -3.76 4.18 4.42 -3.06 2.69 -5.82 6.36 9.42 -1.93 4.76 -2.02 11.03
2021 -0.97 0.41 3.95 1.66 3.61 1.32 4.56 0.19 -5.00 0.60 -1.71 1.69 10.39
2020 1.06 -1.78 -4.60 3.14 0.78 2.58 3.59 0.36 -1.90 -2.43 3.73 1.42 5.70
2019 0.03 0.03

Portfolio Managers

Ville Rantanen has been working at Mandatum Life since October 2010 and has over ten years of experience in finance. He has been managing Mandatum Life Slim Tail US Long/Short Equity Fund and Slim Tail World Equity Fund since 2017.

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 -14.29% 6 9 12/2022 02/2024
2 -11.23% 6 7 09/2021 09/2022
3 -6.30% 2 4 02/2020 07/2020
4 -4.99% 1 0 10/2024 -
5 -4.28% 2 2 09/2020 12/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.65%1.47%2.03%0.56%0.77%
% Positive66.67%66.67%66.67%54.17%55.56%
Avg. Pos. Period3.61%3.85%3.98%3.48%3.94%
Avg. Neg. Period-4.99%-3.10%-1.70%-2.74%-3.01%
Sharpe Ratio0.601.472.070.570.72
Sortino Ratio0.782.434.720.791.08
Monthly Volatility4.29%3.62%3.49%3.85%4.12%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.42%-8.18%0.75%1.10%1.89%61.67%
3 Months 14.14%-11.66%2.35%2.91%1.96%63.79%
6 Months 20.32%-14.29%4.74%5.75%9.15%74.55%
1 Year 33.99%-10.16%9.06%8.73%27.23%81.63%
2 Years 27.97%-6.10%13.95%16.17%14.31%89.19%
3 Years 34.55%9.26%21.59%21.36%31.73%100.00%
5 Years 51.19%51.19%51.19%51.19%51.19%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

The Mandatum Life Managed Futures Fund aims to achieve long-term positive absolute returns by investing in liquid futures using long/short strategies. The fund seeks to achieve its investment objective primarily through its systematic momentum-based methodologies. The Mandatum Life Managed Futures Fund is managed with a systematic approach that alters the exposure to various financial markets primarily based on momentum signals over various time horizons. Thus, the Mandatum Life Managed Futures Fund will take long positions in financial instruments that are expected to yield positive returns and short positions in financial instruments with negative return expectations. The fund may use synthetic short sales for the purpose of hedging and efficient portfolio management.

Fund Information

General Information

NHX CategoryCTA
NHX CountryFinland
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment00 USD
AUM16M USD
Inception DateDec 2019
Management Fee0.00%
Performance Fee0.00%
SFDR Classification -

Company Information

CompanyMandatum Life Fund Management S.A.
Address26-28 Rue Edward Steichen
Luxembourg, L-2540
Phone+352 27 112 7051
E-mail[email protected]
Websitewww.mandatumlife.lu
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.25 4.00 2.15 -0.34 1.13 -1.21 3.45 4.76 5.32 -4.99 1.89 16.58
2023 -3.74 -0.05 -8.18 1.43 -2.37 4.85 1.19 -4.62 1.60 -2.34 4.39 9.14 0.08
2022 -3.44 -3.76 4.18 4.42 -3.06 2.69 -5.82 6.36 9.42 -1.93 4.76 -2.02 11.03
2021 -0.97 0.41 3.95 1.66 3.61 1.32 4.56 0.19 -5.00 0.60 -1.71 1.69 10.39
2020 1.06 -1.78 -4.60 3.14 0.78 2.58 3.59 0.36 -1.90 -2.43 3.73 1.42 5.70
2019 0.03 0.03

Portfolio Managers

Ville Rantanen has been working at Mandatum Life since October 2010 and has over ten years of experience in finance. He has been managing Mandatum Life Slim Tail US Long/Short Equity Fund and Slim Tail World Equity Fund since 2017.

Return Statistics

Last Month Return 1.89%
3 Month Return 1.96%
Year to Date Return 16.58%
12 Month Return 27.23%
36 Month Return 31.73%
Total Return Annualized 8.62%
Winning Months (%) 61.67%
Average Winning Month 3.02%
Average Losing Month -2.89%
Total Return Cumulative 51.19%

Risk Statistics (12M)

1 Year
Sharpe Ratio2.07
Sortino Ratio4.72
Sterling1.82
Calmar5.46
Skewness-0.01
Kurtosis1.64
Maximum Drawdown-4.99%
Correlation vs S&P 5000.46
Annualized Volatility12.09%
Annualized Down. Deviation6.71%

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 -14.29% 6 9 12/2022 02/2024
2 -11.23% 6 7 09/2021 09/2022
3 -6.30% 2 4 02/2020 07/2020
4 -4.99% 1 0 10/2024 -
5 -4.28% 2 2 09/2020 12/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.65%1.47%2.03%0.56%0.77%
% Positive66.67%66.67%66.67%54.17%55.56%
Avg. Pos. Period3.61%3.85%3.98%3.48%3.94%
Avg. Neg. Period-4.99%-3.10%-1.70%-2.74%-3.01%
Sharpe Ratio0.601.472.070.570.72
Sortino Ratio0.782.434.720.791.08
Monthly Volatility4.29%3.62%3.49%3.85%4.12%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.42%-8.18%0.75%1.10%1.89%61.67%
3 Months 14.14%-11.66%2.35%2.91%1.96%63.79%
6 Months 20.32%-14.29%4.74%5.75%9.15%74.55%
1 Year 33.99%-10.16%9.06%8.73%27.23%81.63%
2 Years 27.97%-6.10%13.95%16.17%14.31%89.19%
3 Years 34.55%9.26%21.59%21.36%31.73%100.00%
5 Years 51.19%51.19%51.19%51.19%51.19%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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