Asymmetric – Global Macro Fund

Asymmetric Asset Management AS

Strategy Description

Asymmetric Global Macro Fund makes long/short investments in equities, fixed income and currencies through both physical and derivative instruments. The investment strategy is discretionary, with an edge on analysis of asymmetric conditions that offer opportunities with a good trade-off between risk and return. Fundamental top-down analysis of macroeconomic and geopolitical data, an eye to economic history, early trend detection, and identification of asymmetric markets, conditions and risks are the most significant parameters for investment decisions. The strategy is applied to several markets, asset classes and instruments, with a focus on Nordic markets.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureSICAV
Fund DomicileNorway
Minimum Investment1,000,000 NOK
AUM43M NOK
Inception DateDec 2012
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyAsymmetric Asset Management AS
AddressFilipstad Brygge 2, Vika
Oslo, N-1994
Phone+4723012900
E-mail[email protected]
Websitewww.asymmetric.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2017 -3.97 -3.06 7.27 1.28 -3.47 0.71 -0.64 -0.09 3.73 3.31 0.68 -2.54 2.63
2016 2.52 3.60 2.71 -10.57 -0.97 3.02 0.29 -3.67 0.47 -7.06 0.64 4.31 -5.75
2015 -1.81 -3.28 6.06 -9.72 4.89 -6.93 1.26 1.01 0.63 0.20 8.75 1.14 0.68
2014 1.22 -6.50 2.25 2.65 -1.45 -0.95 2.47 -4.89 3.59 -1.93 12.23 6.79 15.09
2013 1.44 8.76 5.04 5.05 -2.46 -9.76 0.55 -1.94 1.12 -1.08 0.97 -0.91 5.75
2012 -0.32 -0.32

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 -19.57% 11 0 04/2016 -
2 -17.91% 16 7 05/2013 03/2015
3 -11.87% 3 7 04/2015 01/2016
4 -0.32% 1 1 12/2012 01/2013
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.45%0.72%0.22%-0.14%-0.07%
% Positive66.67%50.00%50.00%58.33%61.11%
Avg. Pos. Period2.00%2.57%2.83%2.47%2.66%
Avg. Neg. Period-2.54%-1.09%-2.29%-3.60%-4.13%
Sharpe Ratio0.701.170.29-0.060.02
Sortino Ratio1.072.320.39-0.16-0.08
Monthly Volatility2.39%2.19%3.21%3.85%4.26%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.23%-10.57%0.37%0.64%-2.54%59.02%
3 Months 20.01%-11.87%1.18%0.20%1.37%52.54%
6 Months 20.22%-13.18%1.25%-0.54%4.39%46.43%
1 Year 19.77%-17.39%1.85%4.61%2.63%58.00%
2 Years 30.62%-9.10%7.25%5.29%-3.26%76.32%
3 Years 23.84%-2.61%10.60%10.98%-2.61%88.46%
5 Years 21.23%18.53%19.88%19.88%18.53%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

Asymmetric Global Macro Fund makes long/short investments in equities, fixed income and currencies through both physical and derivative instruments. The investment strategy is discretionary, with an edge on analysis of asymmetric conditions that offer opportunities with a good trade-off between risk and return. Fundamental top-down analysis of macroeconomic and geopolitical data, an eye to economic history, early trend detection, and identification of asymmetric markets, conditions and risks are the most significant parameters for investment decisions. The strategy is applied to several markets, asset classes and instruments, with a focus on Nordic markets.

Annual Performance

Fund Information

General Information

NHX CategoryDiversified
NHX CountryNorway
Legal StructureSICAV
Fund DomicileNorway
Minimum Investment1,000,000 NOK
AUM43M NOK
Inception DateDec 2012
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyAsymmetric Asset Management AS
AddressFilipstad Brygge 2, Vika
Oslo, N-1994
Phone+4723012900
E-mail[email protected]
Websitewww.asymmetric.no
Social Media

Portfolio Managers

   
No data filled

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2017 -3.97 -3.06 7.27 1.28 -3.47 0.71 -0.64 -0.09 3.73 3.31 0.68 -2.54 2.63
2016 2.52 3.60 2.71 -10.57 -0.97 3.02 0.29 -3.67 0.47 -7.06 0.64 4.31 -5.75
2015 -1.81 -3.28 6.06 -9.72 4.89 -6.93 1.26 1.01 0.63 0.20 8.75 1.14 0.68
2014 1.22 -6.50 2.25 2.65 -1.45 -0.95 2.47 -4.89 3.59 -1.93 12.23 6.79 15.09
2013 1.44 8.76 5.04 5.05 -2.46 -9.76 0.55 -1.94 1.12 -1.08 0.97 -0.91 5.75
2012 -0.32 -0.32

Return Statistics

Last Month Return -
3 Month Return 1.37%
Year to Date Return 2.63%
12 Month Return 2.63%
36 Month Return -2.61%
Total Return Annualized 3.34%
Winning Months (%) 59.02%
Average Winning Month 3.13%
Average Losing Month -3.60%
Total Return Cumulative 18.16%

Risk Statistics (12M)

1 Year
Sharpe Ratio0.29
Sortino Ratio0.39
Sterling0.16
Calmar0.38
Skewness0.75
Kurtosis0.93
Maximum Drawdown-6.91%
Correlation vs S&P 500-0.33
Annualized Volatility11.11%
Annualized Down. Deviation4.99%

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 -19.57% 11 0 04/2016 -
2 -17.91% 16 7 05/2013 03/2015
3 -11.87% 3 7 04/2015 01/2016
4 -0.32% 1 1 12/2012 01/2013
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.45%0.72%0.22%-0.14%-0.07%
% Positive66.67%50.00%50.00%58.33%61.11%
Avg. Pos. Period2.00%2.57%2.83%2.47%2.66%
Avg. Neg. Period-2.54%-1.09%-2.29%-3.60%-4.13%
Sharpe Ratio0.701.170.29-0.060.02
Sortino Ratio1.072.320.39-0.16-0.08
Monthly Volatility2.39%2.19%3.21%3.85%4.26%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.23%-10.57%0.37%0.64%-2.54%59.02%
3 Months 20.01%-11.87%1.18%0.20%1.37%52.54%
6 Months 20.22%-13.18%1.25%-0.54%4.39%46.43%
1 Year 19.77%-17.39%1.85%4.61%2.63%58.00%
2 Years 30.62%-9.10%7.25%5.29%-3.26%76.32%
3 Years 23.84%-2.61%10.60%10.98%-2.61%88.46%
5 Years 21.23%18.53%19.88%19.88%18.53%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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