Ambrosia Asset Management AB

Ambrosia L

Strategy Description

Ambrosia L represents one of the three feeder funds of multi-strategy fund Ambrosia Master, which employs both traditional and more advanced strategies. Ambrosia Master’s portfolio construction mainly focuses on three areas: market risk premiums, macro/directional bets, and relative value. The multi-strategy fund is set up using a master-feeder structure with three different classes: Ambrosia L (minimum investment of 100,000 SEK); XL (10 million SEK); and XXL (300 million SEK). Ambrosia L’s objective is to generate an annual return in excess of the risk-free rate plus 5%, with a standard deviation of returns between 5% to 10%.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM157M SEK
Inception DateMar 2016
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyAmbrosia Asset Management AB
PrincipalAnte Nilsson
AddressRegeringsgatan 48
Stockholm, S-103 64
Phone+46 8 124 444 90
E-mail[email protected]
Websitehttp://www.ambrosiafonder.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.10 -2.04 -1.33 -0.25 0.89 -1.65 -0.66 -0.06 -4.92
2017 0.33 -0.39 0.46 -0.55 -0.40 0.26 0.13 -0.84 0.89 -0.24 -0.45 0.35 -0.46
2016 0.11 0.71 0.31 -0.60 0.89 0.47 -0.07 0.04 0.81 0.72 3.43

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 -5.74% 17 0 04/2017 -
2 -.60% 1 1 06/2016 07/2016
3 -.39% 1 1 02/2017 03/2017
4 -.07% 1 2 09/2016 11/2016
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.79%-0.51%-0.37%-0.17% -
% Positive0.00%16.67%33.33%45.83% -
Avg. Pos. Period - 0.89%0.56%0.45% -
Avg. Neg. Period-0.79%-0.79%-0.84%-0.69% -
Sharpe Ratio-4.17-2.11-1.45-0.76 -
Sortino Ratio-2.67-1.95-1.47-0.87 -
Monthly Volatility0.66%0.84%0.89%0.75% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month .89%-2.04%-.07%.07%-.06%53.33%
3 Months 1.87%-3.58%-.23%-.01%-2.36%46.43%
6 Months 2.89%-4.96%-.39%-.21%-3.04%40.00%
1 Year 3.73%-5.15%-.48%-.10%-4.41%47.37%
2 Years .95%-3.94%-1.60%-1.45%-3.94%14.29%
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

Ambrosia L represents one of the three feeder funds of multi-strategy fund Ambrosia Master, which employs both traditional and more advanced strategies. Ambrosia Master’s portfolio construction mainly focuses on three areas: market risk premiums, macro/directional bets, and relative value. The multi-strategy fund is set up using a master-feeder structure with three different classes: Ambrosia L (minimum investment of 100,000 SEK); XL (10 million SEK); and XXL (300 million SEK). Ambrosia L’s objective is to generate an annual return in excess of the risk-free rate plus 5%, with a standard deviation of returns between 5% to 10%.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM157M SEK
Inception DateMar 2016
Management Fee0.75%
Performance Fee20.00%

Company Information

CompanyAmbrosia Asset Management AB
PrincipalAnte Nilsson
AddressRegeringsgatan 48
Stockholm, S-103 64
Phone+46 8 124 444 90
E-mail[email protected]
Websitehttp://www.ambrosiafonder.se/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.10 -2.04 -1.33 -0.25 0.89 -1.65 -0.66 -0.06 -4.92
2017 0.33 -0.39 0.46 -0.55 -0.40 0.26 0.13 -0.84 0.89 -0.24 -0.45 0.35 -0.46
2016 0.11 0.71 0.31 -0.60 0.89 0.47 -0.07 0.04 0.81 0.72 3.43

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -2.36%
Year to Date Return -4.92%
12 Month Return -4.41%
36 Month Return -
Total Return Annualized -0.85%
Winning Months (%) 53.33%
Average Winning Month 0.47%
Average Losing Month -0.68%
Total Return Cumulative -2.12%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.45
Sortino Ratio-1.47
Sterling-0.29
Calmar-0.84
Skewness-0.49
Kurtosis0.18
Maximum Drawdown-5.25%
Correlation vs S&P 5000.63
Annualized Volatility3.08%
Annualized Down. Deviation2.40%

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 -5.74% 17 0 04/2017 -
2 -.60% 1 1 06/2016 07/2016
3 -.39% 1 1 02/2017 03/2017
4 -.07% 1 2 09/2016 11/2016
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.79%-0.51%-0.37%-0.17% -
% Positive0.00%16.67%33.33%45.83% -
Avg. Pos. Period - 0.89%0.56%0.45% -
Avg. Neg. Period-0.79%-0.79%-0.84%-0.69% -
Sharpe Ratio-4.17-2.11-1.45-0.76 -
Sortino Ratio-2.67-1.95-1.47-0.87 -
Monthly Volatility0.66%0.84%0.89%0.75% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month .89%-2.04%-.07%.07%-.06%53.33%
3 Months 1.87%-3.58%-.23%-.01%-2.36%46.43%
6 Months 2.89%-4.96%-.39%-.21%-3.04%40.00%
1 Year 3.73%-5.15%-.48%-.10%-4.41%47.37%
2 Years .95%-3.94%-1.60%-1.45%-3.94%14.29%
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.

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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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