Capital Four Structured Credit Opportunities Fund

Capital Four Management

Strategy Description

Capital Four Structured Credit Opportunities Fund invests in structured credit opportunities, mainly in Collateralised Loan Obligations (CLOs). The fund pursues an active investment strategy founded on a bottom-up security selection based on fundamental credit analysis of the structure of the credit investments and of the underlying collateral and a review of manager dynamics and structural features. Its investments may be listed or unlisted, rated or unrated and are not constrained by reference to sector or geography. Capital Four Structured Credit Opportunities Fund will follow a predominantly long-only strategy. The investment approach is tactically deployed via directional, structured, or new-issue trades. The fund may use leverage in order to enhance returns and can use financing transactions and derivatives for hedging purposes.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureICAV
Fund DomicileIreland
Minimum Investment100,000 EUR
AUM119M EUR
Inception DateMay 2020
Management Fee1.00%
Performance Fee15% over €STR+7%
SFDR Classification -

Company Information

CompanyCapital Four Management
AddressPer Henrik Lings Allé 2, 8th floor
Copenhagen, 2100
Phone+45 3525 6100
E-mail[email protected]
Websitewww.capital-four.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 4.35 2.26 0.88 7.65
2023 5.22 2.78 -1.52 1.27 1.42 1.07 1.71 3.64 3.62 0.37 2.66 5.04 30.70
2022 1.94 -7.65 2.23 1.34 -14.56 -9.40 8.94 4.36 -9.16 8.98 6.62 4.85 -5.01
2021 3.73 0.86 0.35 1.67 1.19 1.05 1.02 0.59 0.44 0.91 0.05 0.55 13.09
2020 2.89 3.20 -0.51 1.02 3.16 -0.68 6.30 4.94 21.97

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 -25.94% 5 8 02/2022 02/2023
2 -1.52% 1 2 03/2023 05/2023
3 -0.68% 1 1 10/2020 11/2020
4 -0.51% 1 1 07/2020 08/2020
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.49%2.58%2.35%1.38%1.02%
% Positive100.00%100.00%100.00%83.33%86.11%
Avg. Pos. Period2.50%2.59%2.36%3.57%2.68%
Avg. Neg. Period - - - -8.66%-8.46%
Sharpe Ratio6.065.335.680.980.84
Sortino Ratio0.000.000.001.191.00
Monthly Volatility1.43%1.69%1.44%5.42%4.69%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.98%-14.56%1.40%1.42%0.88%85.11%
3 Months 21.83%-21.55%4.16%3.72%7.65%86.67%
6 Months 29.75%-24.50%8.16%9.95%16.51%78.57%
1 Year 47.12%-21.78%13.89%20.72%32.11%75.00%
2 Years 40.73%-2.31%14.25%10.25%38.87%91.67%
3 Years 45.24%36.42%41.47%41.28%43.96%100.00%
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

Capital Four Structured Credit Opportunities Fund invests in structured credit opportunities, mainly in Collateralised Loan Obligations (CLOs). The fund pursues an active investment strategy founded on a bottom-up security selection based on fundamental credit analysis of the structure of the credit investments and of the underlying collateral and a review of manager dynamics and structural features. Its investments may be listed or unlisted, rated or unrated and are not constrained by reference to sector or geography. Capital Four Structured Credit Opportunities Fund will follow a predominantly long-only strategy. The investment approach is tactically deployed via directional, structured, or new-issue trades. The fund may use leverage in order to enhance returns and can use financing transactions and derivatives for hedging purposes.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureICAV
Fund DomicileIreland
Minimum Investment100,000 EUR
AUM119M EUR
Inception DateMay 2020
Management Fee1.00%
Performance Fee15% over €STR+7%
SFDR Classification -

Company Information

CompanyCapital Four Management
AddressPer Henrik Lings Allé 2, 8th floor
Copenhagen, 2100
Phone+45 3525 6100
E-mail[email protected]
Websitewww.capital-four.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 4.35 2.26 0.88 7.65
2023 5.22 2.78 -1.52 1.27 1.42 1.07 1.71 3.64 3.62 0.37 2.66 5.04 30.70
2022 1.94 -7.65 2.23 1.34 -14.56 -9.40 8.94 4.36 -9.16 8.98 6.62 4.85 -5.01
2021 3.73 0.86 0.35 1.67 1.19 1.05 1.02 0.59 0.44 0.91 0.05 0.55 13.09
2020 2.89 3.20 -0.51 1.02 3.16 -0.68 6.30 4.94 21.97

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return 7.65%
Year to Date Return 7.65%
12 Month Return 32.11%
36 Month Return 43.96%
Total Return Annualized 16.90%
Winning Months (%) 85.11%
Average Winning Month 2.74%
Average Losing Month -6.21%
Total Return Cumulative 84.35%

Risk Statistics (12M)

1 Year
Sharpe Ratio5.68
Sortino Ratio0.00
Sterling3.21
Calmar -
Skewness0.58
Kurtosis-0.40
Maximum Drawdown0.00%
Correlation vs S&P 500-0.05
Annualized Volatility4.98%
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 -25.94% 5 8 02/2022 02/2023
2 -1.52% 1 2 03/2023 05/2023
3 -0.68% 1 1 10/2020 11/2020
4 -0.51% 1 1 07/2020 08/2020
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return2.49%2.58%2.35%1.38%1.02%
% Positive100.00%100.00%100.00%83.33%86.11%
Avg. Pos. Period2.50%2.59%2.36%3.57%2.68%
Avg. Neg. Period - - - -8.66%-8.46%
Sharpe Ratio6.065.335.680.980.84
Sortino Ratio0.000.000.001.191.00
Monthly Volatility1.43%1.69%1.44%5.42%4.69%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.98%-14.56%1.40%1.42%0.88%85.11%
3 Months 21.83%-21.55%4.16%3.72%7.65%86.67%
6 Months 29.75%-24.50%8.16%9.95%16.51%78.57%
1 Year 47.12%-21.78%13.89%20.72%32.11%75.00%
2 Years 40.73%-2.31%14.25%10.25%38.87%91.67%
3 Years 45.24%36.42%41.47%41.28%43.96%100.00%
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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