Visio Asset Management Ltd

Visio Siilo Fund

Strategy Description

Visio Siilo constructs positions that benefit from relative price differences across asset classes using liquid futures. The vast majority of trade opportunities, stemming from dislocations in combinations of tradable instruments, represent spurious correlations. From a badge of 500,000 combinations, only around 500-1000 will indicate meaningful dislocations, whereof only a tiny fraction represent true, mean-reverting, dislocations. The objective of the fund’s investment activities is to generate absolute returns in the long run by allocating capital into different positions and asset classes expected to generate high risk-adjusted returns and exhibit limited correlation to equity markets. The fund can buy, short and sell standardized as well as non-standardized derivatives, having underlyings in equity or other indices, interest rate instruments, currencies, commodities as well as futures and forwards. The derivatives are always cash-settled.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment1,000,000 EUR
AUM9M EUR
Inception DateApr 2022
Management Fee1.50%
Performance Fee10.00%

Company Information

CompanyVisio Asset Management Ltd
PrincipalMikael Simonsen
AddressKalevankatu 12
Helsinki, 00100
Phone+358 40 5327999
E-mail[email protected]
Websitewww.vam.fi
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 0.70 0.60 -1.00 2.90 -1.00 -1.50 -1.80 -1.18
2022 0.03 -2.55 -0.40 0.90 -1.30 1.50 -3.70 -3.10 -1.60 -9.89

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 -10.97% 15 0 05/2022 -
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-1.43%-0.31%-0.79% - -
% Positive0.00%33.33%33.33% - -
Avg. Pos. Period - 1.75%1.43% - -
Avg. Neg. Period-1.43%-1.33%-1.88% - -
Sharpe Ratio-15.05-0.64-1.48 - -
Sortino Ratio-3.38-0.97-1.60 - -
Monthly Volatility0.33%1.62%1.81% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.90%-3.70%-.71%-1.00%-1.80%37.50%
3 Months 2.48%-8.18%-1.88%-1.44%-4.24%35.71%
6 Months .64%-7.91%-3.98%-5.52%-1.86%18.18%
1 Year -5.55%-9.62%-7.58%-7.03%-9.09%.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

Visio Siilo constructs positions that benefit from relative price differences across asset classes using liquid futures. The vast majority of trade opportunities, stemming from dislocations in combinations of tradable instruments, represent spurious correlations. From a badge of 500,000 combinations, only around 500-1000 will indicate meaningful dislocations, whereof only a tiny fraction represent true, mean-reverting, dislocations. The objective of the fund’s investment activities is to generate absolute returns in the long run by allocating capital into different positions and asset classes expected to generate high risk-adjusted returns and exhibit limited correlation to equity markets. The fund can buy, short and sell standardized as well as non-standardized derivatives, having underlyings in equity or other indices, interest rate instruments, currencies, commodities as well as futures and forwards. The derivatives are always cash-settled.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryFinland
Legal StructureAlternative Investment Fund
Fund DomicileFinland
Minimum Investment1,000,000 EUR
AUM9M EUR
Inception DateApr 2022
Management Fee1.50%
Performance Fee10.00%

Company Information

CompanyVisio Asset Management Ltd
PrincipalMikael Simonsen
AddressKalevankatu 12
Helsinki, 00100
Phone+358 40 5327999
E-mail[email protected]
Websitewww.vam.fi
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 0.70 0.60 -1.00 2.90 -1.00 -1.50 -1.80 -1.18
2022 0.03 -2.55 -0.40 0.90 -1.30 1.50 -3.70 -3.10 -1.60 -9.89

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -4.24%
Year to Date Return -1.18%
12 Month Return -9.09%
36 Month Return -
Total Return Annualized -8.33%
Winning Months (%) 37.50%
Average Winning Month 1.11%
Average Losing Month -1.80%
Total Return Cumulative -10.95%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.48
Sortino Ratio-1.60
Sterling-0.47
Calmar-0.98
Skewness0.50
Kurtosis0.68
Maximum Drawdown-9.26%
Correlation vs S&P 500-0.42
Annualized Volatility6.27%
Annualized Down. Deviation3.22%

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 -10.97% 15 0 05/2022 -
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-1.43%-0.31%-0.79% - -
% Positive0.00%33.33%33.33% - -
Avg. Pos. Period - 1.75%1.43% - -
Avg. Neg. Period-1.43%-1.33%-1.88% - -
Sharpe Ratio-15.05-0.64-1.48 - -
Sortino Ratio-3.38-0.97-1.60 - -
Monthly Volatility0.33%1.62%1.81% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.90%-3.70%-.71%-1.00%-1.80%37.50%
3 Months 2.48%-8.18%-1.88%-1.44%-4.24%35.71%
6 Months .64%-7.91%-3.98%-5.52%-1.86%18.18%
1 Year -5.55%-9.62%-7.58%-7.03%-9.09%.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.