Polar Multi Asset I

Polar Asset Management AS

Strategy Description

Polar Multi Asset I is a multi-strategy fund that seeks to generate the highest possible return over time by exhibiting no correlation with other asset classes and delivering positive returns in all types of market environments. The fund seeks to achieve its objective by investing across several asset classes such as currencies, fixed income, commodities and equities. The portfolio management team relies on a combination of technical analysis of individual securities, bottom-down fundamental analysis of financial markets and their own financial market experience.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment5,000,000 NOK
AUM -
Inception DateMar 2020
Management Fee2.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyPolar Asset Management AS
AddressFilipstad Brygge 1
Oslo, 0252
Phone+47 915 59 226
E-mail[email protected]
Websitewww.polaram.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 20.50 -1.49 4.39 -4.64 -4.74 -14.28 2.05 8.01 6.36

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 -22.13% 3 0 06/2020 -
2 -1.49% 1 1 04/2020 05/2020
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-1.87%-1.81% - - -
% Positive66.67%50.00% - - -
Avg. Pos. Period5.03%4.82% - - -
Avg. Neg. Period-14.28%-7.89% - - -
Sharpe Ratio-0.52-0.73 - - -
Sortino Ratio-0.79-0.98 - - -
Monthly Volatility9.42%7.32% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 20.50%-14.28%1.23%0.28%8.01%50.00%
3 Months 23.92%-22.13%-4.59%-5.34%-5.52%16.67%
6 Months -3.51%-18.28%-10.73%-10.40%-10.40%0.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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

Polar Multi Asset I is a multi-strategy fund that seeks to generate the highest possible return over time by exhibiting no correlation with other asset classes and delivering positive returns in all types of market environments. The fund seeks to achieve its objective by investing across several asset classes such as currencies, fixed income, commodities and equities. The portfolio management team relies on a combination of technical analysis of individual securities, bottom-down fundamental analysis of financial markets and their own financial market experience.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment5,000,000 NOK
AUM -
Inception DateMar 2020
Management Fee2.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyPolar Asset Management AS
AddressFilipstad Brygge 1
Oslo, 0252
Phone+47 915 59 226
E-mail[email protected]
Websitewww.polaram.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 20.50 -1.49 4.39 -4.64 -4.74 -14.28 2.05 8.01 6.36

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -5.52%
Year to Date Return 6.36%
12 Month Return -
36 Month Return -
Total Return Annualized 9.68%
Winning Months (%) 50.00%
Average Winning Month 8.74%
Average Losing Month -6.29%
Total Return Cumulative 6.36%

Risk Statistics (12M)

1 Year
Sharpe Ratio -
Sortino Ratio -
Sterling -
Calmar -
Skewness -
Kurtosis -
Maximum Drawdown -
Correlation vs S&P 500 -
Annualized Volatility -
Annualized Down. Deviation -

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 -22.13% 3 0 06/2020 -
2 -1.49% 1 1 04/2020 05/2020
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-1.87%-1.81% - - -
% Positive66.67%50.00% - - -
Avg. Pos. Period5.03%4.82% - - -
Avg. Neg. Period-14.28%-7.89% - - -
Sharpe Ratio-0.52-0.73 - - -
Sortino Ratio-0.79-0.98 - - -
Monthly Volatility9.42%7.32% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 20.50%-14.28%1.23%0.28%8.01%50.00%
3 Months 23.92%-22.13%-4.59%-5.34%-5.52%16.67%
6 Months -3.51%-18.28%-10.73%-10.40%-10.40%0.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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.