Danske Invest Global Alternative Opportunities

Danske Bank

Strategy Description

Danske Invest Global Alternative Opportunities targets alternative beta yields embedded in equity and volatility markets, as well as in interest rate, inflation, credit and currency markets with a focus on developed markets. In actively managing the fund’s portfolio, the management team applies a flexible and dynamic allocation and invests in alternative beta strategies that seek to take advantage of both positive and negative market movements, as well as other market opportunities, while mitigating downside risk during adverse market conditions. The fund may use derivatives for hedging and efficient portfolio management, as well as for investment purposes.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileLuxembourg
Minimum Investment -
AUM776M EUR
Inception DateAug 2022
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyDanske Bank
AddressBernstorffsgade 40
København V, 1577
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.45 0.47 0.22 0.06 0.63 0.69 0.41 0.97 -0.29 0.91 1.05 5.70
2023 0.49 0.41 1.14 0.65 0.02 -0.28 0.54 0.43 -0.01 0.82 1.37 0.82 6.58
2022 -0.76 0.75 1.47 1.47 0.33 3.29

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 -0.76% 1 2 08/2022 10/2022
2 -0.29% 1 1 09/2024 10/2024
3 -0.28% 1 1 06/2023 07/2023
4 -0.01% 1 1 09/2023 10/2023
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.56%0.62%0.53%0.51% -
% Positive66.67%83.33%91.67%87.50% -
Avg. Pos. Period0.98%0.81%0.61%0.61% -
Avg. Neg. Period-0.29%-0.29%-0.29%-0.19% -
Sharpe Ratio3.224.704.844.25 -
Sortino Ratio11.5918.3422.1521.61 -
Monthly Volatility0.60%0.46%0.38%0.42% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.47%-0.76%0.54%0.51%1.05%85.71%
3 Months 3.73%0.28%1.68%1.64%1.68%100.00%
6 Months 5.42%1.35%3.26%3.08%3.79%100.00%
1 Year 7.66%5.01%6.45%6.57%6.57%100.00%
2 Years 15.31%13.03%13.86%13.50%13.03%100.00%
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

Danske Invest Global Alternative Opportunities targets alternative beta yields embedded in equity and volatility markets, as well as in interest rate, inflation, credit and currency markets with a focus on developed markets. In actively managing the fund’s portfolio, the management team applies a flexible and dynamic allocation and invests in alternative beta strategies that seek to take advantage of both positive and negative market movements, as well as other market opportunities, while mitigating downside risk during adverse market conditions. The fund may use derivatives for hedging and efficient portfolio management, as well as for investment purposes.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileLuxembourg
Minimum Investment -
AUM776M EUR
Inception DateAug 2022
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyDanske Bank
AddressBernstorffsgade 40
København V, 1577
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.45 0.47 0.22 0.06 0.63 0.69 0.41 0.97 -0.29 0.91 1.05 5.70
2023 0.49 0.41 1.14 0.65 0.02 -0.28 0.54 0.43 -0.01 0.82 1.37 0.82 6.58
2022 -0.76 0.75 1.47 1.47 0.33 3.29

Portfolio Managers

     
No data filled

Return Statistics

Last Month Return 1.05%
3 Month Return 1.68%
Year to Date Return 5.70%
12 Month Return 6.57%
36 Month Return -
Total Return Annualized 6.71%
Winning Months (%) 85.71%
Average Winning Month 0.69%
Average Losing Month -0.33%
Total Return Cumulative 16.36%

Risk Statistics (12M)

1 Year
Sharpe Ratio4.84
Sortino Ratio22.15
Sterling0.64
Calmar22.81
Skewness-0.76
Kurtosis0.83
Maximum Drawdown-0.29%
Correlation vs S&P 5000.37
Annualized Volatility1.32%
Annualized Down. Deviation0.00%

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 -0.76% 1 2 08/2022 10/2022
2 -0.29% 1 1 09/2024 10/2024
3 -0.28% 1 1 06/2023 07/2023
4 -0.01% 1 1 09/2023 10/2023
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.56%0.62%0.53%0.51% -
% Positive66.67%83.33%91.67%87.50% -
Avg. Pos. Period0.98%0.81%0.61%0.61% -
Avg. Neg. Period-0.29%-0.29%-0.29%-0.19% -
Sharpe Ratio3.224.704.844.25 -
Sortino Ratio11.5918.3422.1521.61 -
Monthly Volatility0.60%0.46%0.38%0.42% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.47%-0.76%0.54%0.51%1.05%85.71%
3 Months 3.73%0.28%1.68%1.64%1.68%100.00%
6 Months 5.42%1.35%3.26%3.08%3.79%100.00%
1 Year 7.66%5.01%6.45%6.57%6.57%100.00%
2 Years 15.31%13.03%13.86%13.50%13.03%100.00%
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.