WH Asset Management

WH Index

Strategy Description

WH Index is a multi-asset managed fund that has exposure to traditional asset classes such as shares and bonds (mortgage, corporate, government, etc.), but the focus is on using low-cost products with strong liquidity. The fund’s objective is to generate good risk-adjusted returns through diversification across various asset classes, combined with the use of alternative investments, financial instruments and leverage. The asset allocation predominantly focuses on index products such as ETFs, futures, and options. 

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment100,000 EUR
AUM90M DKK
Inception DateJul 2004
Management Fee0.90%
Performance Fee0.00%

Company Information

CompanyWH Asset Management
PrincipalAllan Winkel Hansen
AddressSlotsmarken 18, 1
Horsholm, 2970
Phone+45 70 21 33 99
E-mail[email protected]
Websitewww.wh-assetmanagement.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 3.41 -0.03 -0.01 0.48 3.86
2022 -2.89 -3.60 1.18 -1.97 -1.78 -7.01 6.98 -3.63 -7.49 4.99 3.24 -2.57 -14.58
2021 0.77 0.50 3.12 0.42 0.33 1.68 1.21 1.07 -1.69 2.35 -0.78 3.13 12.68
2020 -0.44 -4.79 -13.27 6.07 2.72 1.89 0.18 2.31 -0.39 -1.69 7.24 1.06 -0.72
2019 4.94 1.44 1.49 1.17 -2.29 1.69 1.10 -0.82 1.71 -0.11 1.16 1.17 13.23
2018 -0.07 -1.39 -0.42 1.21 0.85 -0.05 1.43 -0.16 0.71 -3.55 0.78 -4.12 -4.85
2017 -0.16 2.78 0.65 0.37 0.24 -0.44 -0.08 0.70 1.06 1.55 -0.33 0.42 6.93
2016 -2.66 -0.55 2.46 0.40 1.87 0.52 1.78 0.74 0.04 -0.15 0.48 2.13 7.18
2015 2.34 2.22 0.93 -0.46 -0.33 -2.89 1.35 -4.16 -1.91 5.47 1.97 -2.17 1.98
2014 -0.58 2.34 0.99 0.95 2.30 0.54 0.63 1.34 0.05 1.27 0.90 0.16 11.41
2013 0.24 1.85 1.68 1.85 0.28 -4.21 1.89 -2.71 3.53 2.19 0.39 -0.19 6.73
2012 2.54 2.60 0.24 -0.57 -2.32 2.54 2.96 0.41 0.73 0.46 1.43 1.04 12.60
2011 -0.76 0.03 -0.33 1.33 0.43 -0.86 0.35 -4.22 -2.95 5.25 -0.09 2.39 0.26
2010 0.06 1.44 3.46 1.08 -1.24 -0.74 3.08 0.08 2.34 0.17 -0.76 2.59 12.04
2009 -2.54 -3.54 3.77 4.71 2.53 1.27 4.37 1.58 1.48 -0.46 1.63 3.12 19.04
2008 -7.89 0.35 -3.17 2.71 0.25 -4.48 1.31 1.84 -9.11 -11.73 -1.96 2.54 -26.75
2007 2.22 0.55 1.42 2.16 1.15 -0.42 -1.79 -0.71 -0.45 1.04 -2.38 0.54 3.26
2006 3.19 1.08 0.70 0.63 -3.38 -1.33 1.82 4.00 2.56 1.56 0.27 3.13 14.93
2005 2.37 1.75 0.63 -2.03 1.73 1.58 0.93 1.29 2.28 -2.11 2.51 2.27 13.87
2004 0.75 2.50 2.47 1.68 2.89 2.99 14.02

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 -33.99% 21 41 06/2007 07/2012
2 -19.12% 9 0 01/2022 -
3 -17.79% 3 10 01/2020 01/2021
4 -8.20% 6 10 04/2015 07/2016
5 -6.80% 3 3 10/2018 03/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.15%0.73%-0.38%-0.20%0.36%
% Positive33.33%50.00%41.67%50.00%61.11%
Avg. Pos. Period0.48%2.38%3.82%2.50%2.28%
Avg. Neg. Period-0.02%-0.87%-3.22%-2.79%-2.54%
Sharpe Ratio2.151.26-0.23-0.150.45
Sortino Ratio27.782.42-0.40-0.270.59
Monthly Volatility0.24%2.06%4.31%3.38%3.13%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.24%-13.27%.45%.74%.48%67.70%
3 Months 11.41%-21.34%1.34%2.23%.44%70.54%
6 Months 19.61%-24.18%2.65%3.84%4.47%73.30%
1 Year 28.53%-28.48%5.18%6.82%-4.45%74.42%
2 Years 40.83%-30.82%10.54%11.12%-4.68%83.74%
3 Years 60.06%-21.65%14.93%16.01%13.81%80.63%
5 Years 73.91%-3.83%27.33%26.69%7.67%96.41%

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

WH Index is a multi-asset managed fund that has exposure to traditional asset classes such as shares and bonds (mortgage, corporate, government, etc.), but the focus is on using low-cost products with strong liquidity. The fund’s objective is to generate good risk-adjusted returns through diversification across various asset classes, combined with the use of alternative investments, financial instruments and leverage. The asset allocation predominantly focuses on index products such as ETFs, futures, and options. 

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment100,000 EUR
AUM90M DKK
Inception DateJul 2004
Management Fee0.90%
Performance Fee0.00%

Company Information

CompanyWH Asset Management
PrincipalAllan Winkel Hansen
AddressSlotsmarken 18, 1
Horsholm, 2970
Phone+45 70 21 33 99
E-mail[email protected]
Websitewww.wh-assetmanagement.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 3.41 -0.03 -0.01 0.48 3.86
2022 -2.89 -3.60 1.18 -1.97 -1.78 -7.01 6.98 -3.63 -7.49 4.99 3.24 -2.57 -14.58
2021 0.77 0.50 3.12 0.42 0.33 1.68 1.21 1.07 -1.69 2.35 -0.78 3.13 12.68
2020 -0.44 -4.79 -13.27 6.07 2.72 1.89 0.18 2.31 -0.39 -1.69 7.24 1.06 -0.72
2019 4.94 1.44 1.49 1.17 -2.29 1.69 1.10 -0.82 1.71 -0.11 1.16 1.17 13.23
2018 -0.07 -1.39 -0.42 1.21 0.85 -0.05 1.43 -0.16 0.71 -3.55 0.78 -4.12 -4.85
2017 -0.16 2.78 0.65 0.37 0.24 -0.44 -0.08 0.70 1.06 1.55 -0.33 0.42 6.93
2016 -2.66 -0.55 2.46 0.40 1.87 0.52 1.78 0.74 0.04 -0.15 0.48 2.13 7.18
2015 2.34 2.22 0.93 -0.46 -0.33 -2.89 1.35 -4.16 -1.91 5.47 1.97 -2.17 1.98
2014 -0.58 2.34 0.99 0.95 2.30 0.54 0.63 1.34 0.05 1.27 0.90 0.16 11.41
2013 0.24 1.85 1.68 1.85 0.28 -4.21 1.89 -2.71 3.53 2.19 0.39 -0.19 6.73
2012 2.54 2.60 0.24 -0.57 -2.32 2.54 2.96 0.41 0.73 0.46 1.43 1.04 12.60
2011 -0.76 0.03 -0.33 1.33 0.43 -0.86 0.35 -4.22 -2.95 5.25 -0.09 2.39 0.26
2010 0.06 1.44 3.46 1.08 -1.24 -0.74 3.08 0.08 2.34 0.17 -0.76 2.59 12.04
2009 -2.54 -3.54 3.77 4.71 2.53 1.27 4.37 1.58 1.48 -0.46 1.63 3.12 19.04
2008 -7.89 0.35 -3.17 2.71 0.25 -4.48 1.31 1.84 -9.11 -11.73 -1.96 2.54 -26.75
2007 2.22 0.55 1.42 2.16 1.15 -0.42 -1.79 -0.71 -0.45 1.04 -2.38 0.54 3.26
2006 3.19 1.08 0.70 0.63 -3.38 -1.33 1.82 4.00 2.56 1.56 0.27 3.13 14.93
2005 2.37 1.75 0.63 -2.03 1.73 1.58 0.93 1.29 2.28 -2.11 2.51 2.27 13.87
2004 0.75 2.50 2.47 1.68 2.89 2.99 14.02

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 0.44%
Year to Date Return 3.86%
12 Month Return -4.45%
36 Month Return 13.81%
Total Return Annualized 5.04%
Winning Months (%) 67.70%
Average Winning Month 1.74%
Average Losing Month -2.26%
Total Return Cumulative 152.50%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.23
Sortino Ratio-0.40
Sterling-0.19
Calmar-0.35
Skewness-0.14
Kurtosis-0.03
Maximum Drawdown-12.89%
Correlation vs S&P 5000.96
Annualized Volatility14.94%
Annualized Down. Deviation9.78%

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 -33.99% 21 41 06/2007 07/2012
2 -19.12% 9 0 01/2022 -
3 -17.79% 3 10 01/2020 01/2021
4 -8.20% 6 10 04/2015 07/2016
5 -6.80% 3 3 10/2018 03/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.15%0.73%-0.38%-0.20%0.36%
% Positive33.33%50.00%41.67%50.00%61.11%
Avg. Pos. Period0.48%2.38%3.82%2.50%2.28%
Avg. Neg. Period-0.02%-0.87%-3.22%-2.79%-2.54%
Sharpe Ratio2.151.26-0.23-0.150.45
Sortino Ratio27.782.42-0.40-0.270.59
Monthly Volatility0.24%2.06%4.31%3.38%3.13%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.24%-13.27%.45%.74%.48%67.70%
3 Months 11.41%-21.34%1.34%2.23%.44%70.54%
6 Months 19.61%-24.18%2.65%3.84%4.47%73.30%
1 Year 28.53%-28.48%5.18%6.82%-4.45%74.42%
2 Years 40.83%-30.82%10.54%11.12%-4.68%83.74%
3 Years 60.06%-21.65%14.93%16.01%13.81%80.63%
5 Years 73.91%-3.83%27.33%26.69%7.67%96.41%

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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