Pacific Fonder AB

Pacific Multi Asset

Strategy Description

Pacific Multi Asset is a multi-asset, multi-strategy fund within the liquid alternatives sector with a targeted absolute return approach. The yearly return target is OMRXTBILL plus 5%. The fund’s main strategies are fixed income, commodities, long/short equity. The normal allocation is 15%, 30%, and 55% but the manager uses an unconstrained tactical allocation between them and underlying sub-strategies - commodities: gold and softs; equity: a) long – real assets, green future, millennium trends; b) short – country or sector indices. The fund mitigates issuer risks to a bare minimum and uses currency hedges to either protect or to enhance returns. Volatility is aimed to be six percent with a soft interval between 4-8 and a hard interval between 2-10. The risk classification shall thereby be able to vary between 3 and 4 but normally be 4. The fund has a concentrated portfolio in very liquid holdings (~40-60) and in markets with large capacity which enables strategies and return potential to be independent of the fund’s future size as well as inconstant market environments. Being a Swedish UCITS fund, all aspects of security, costs and transparency are optimized.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 SEK
AUM -
Inception DateFeb 2016
Management Fee0.50%
Performance Fee15.00%

Company Information

CompanyPacific Fonder AB
Principal -
AddressSveavägen 47
Stockholm, 113 59
Phone+46 8 106069
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 2.21 -5.94 -12.92 -16.28
2019 4.13 1.12 -1.21 -0.41 -1.49 5.57 1.52 2.33 -1.79 1.43 -0.79 4.15 15.20
2018 -0.26 -0.10 0.60 2.52 -0.56 -0.15 -1.73 1.28 -2.48 -1.09 1.28 -1.97 -2.75
2017 2.84 2.15 -0.89 -0.76 0.57 -1.82 -0.56 -0.10 1.32 1.62 0.67 -0.19 4.85
2016 0.40 -0.90 2.61 0.99 2.98 2.83 -2.13 1.60 -1.26 -1.59 -1.04 4.40

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 -18.09% 2 0 02/2020 -
2 -5.36% 8 6 05/2018 06/2019
3 -4.38% 5 2 08/2016 02/2017
4 -3.52% 6 7 03/2017 03/2018
5 -1.79% 1 3 09/2019 12/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-5.75%-2.16%-0.63%-0.28%-0.16%
% Positive33.33%50.00%50.00%45.83%44.44%
Avg. Pos. Period2.21%2.60%2.87%2.50%2.02%
Avg. Neg. Period-9.43%-6.55%-3.89%-2.50%-1.82%
Sharpe Ratio-3.11-1.18-0.37-0.20-0.13
Sortino Ratio-2.43-1.28-0.52-0.31-0.22
Monthly Volatility6.18%5.82%4.73%3.62%3.00%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.57%-12.92%0.09%-0.10%-12.92%48.00%
3 Months 9.67%-16.28%0.95%1.22%-16.28%62.50%
6 Months 9.18%-12.26%1.98%2.04%-12.26%75.56%
1 Year 15.20%-7.29%3.35%3.11%-7.29%74.36%
2 Years 14.81%-6.43%5.75%7.37%-6.43%92.59%
3 Years 17.47%-5.54%9.31%10.72%-5.54%93.33%
5 Years ------

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

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

Pacific Multi Asset is a multi-asset, multi-strategy fund within the liquid alternatives sector with a targeted absolute return approach. The yearly return target is OMRXTBILL plus 5%. The fund’s main strategies are fixed income, commodities, long/short equity. The normal allocation is 15%, 30%, and 55% but the manager uses an unconstrained tactical allocation between them and underlying sub-strategies - commodities: gold and softs; equity: a) long – real assets, green future, millennium trends; b) short – country or sector indices. The fund mitigates issuer risks to a bare minimum and uses currency hedges to either protect or to enhance returns. Volatility is aimed to be six percent with a soft interval between 4-8 and a hard interval between 2-10. The risk classification shall thereby be able to vary between 3 and 4 but normally be 4. The fund has a concentrated portfolio in very liquid holdings (~40-60) and in markets with large capacity which enables strategies and return potential to be independent of the fund’s future size as well as inconstant market environments. Being a Swedish UCITS fund, all aspects of security, costs and transparency are optimized.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 SEK
AUM -
Inception DateFeb 2016
Management Fee0.50%
Performance Fee15.00%

Company Information

CompanyPacific Fonder AB
Principal -
AddressSveavägen 47
Stockholm, 113 59
Phone+46 8 106069
E-mail[email protected]
Website -
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 2.21 -5.94 -12.92 -16.28
2019 4.13 1.12 -1.21 -0.41 -1.49 5.57 1.52 2.33 -1.79 1.43 -0.79 4.15 15.20
2018 -0.26 -0.10 0.60 2.52 -0.56 -0.15 -1.73 1.28 -2.48 -1.09 1.28 -1.97 -2.75
2017 2.84 2.15 -0.89 -0.76 0.57 -1.82 -0.56 -0.10 1.32 1.62 0.67 -0.19 4.85
2016 0.40 -0.90 2.61 0.99 2.98 2.83 -2.13 1.60 -1.26 -1.59 -1.04 4.40

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -16.28%
Year to Date Return -16.28%
12 Month Return -7.29%
36 Month Return -5.54%
Total Return Annualized 0.63%
Winning Months (%) 48.00%
Average Winning Month 2.03%
Average Losing Month -1.70%
Total Return Cumulative 2.67%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.37
Sortino Ratio-0.52
Sterling-0.26
Calmar-0.40
Skewness-1.74
Kurtosis4.35
Maximum Drawdown-18.09%
Correlation vs S&P 5000.84
Annualized Volatility16.38%
Annualized Down. Deviation15.34%

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 -18.09% 2 0 02/2020 -
2 -5.36% 8 6 05/2018 06/2019
3 -4.38% 5 2 08/2016 02/2017
4 -3.52% 6 7 03/2017 03/2018
5 -1.79% 1 3 09/2019 12/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-5.75%-2.16%-0.63%-0.28%-0.16%
% Positive33.33%50.00%50.00%45.83%44.44%
Avg. Pos. Period2.21%2.60%2.87%2.50%2.02%
Avg. Neg. Period-9.43%-6.55%-3.89%-2.50%-1.82%
Sharpe Ratio-3.11-1.18-0.37-0.20-0.13
Sortino Ratio-2.43-1.28-0.52-0.31-0.22
Monthly Volatility6.18%5.82%4.73%3.62%3.00%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.57%-12.92%0.09%-0.10%-12.92%48.00%
3 Months 9.67%-16.28%0.95%1.22%-16.28%62.50%
6 Months 9.18%-12.26%1.98%2.04%-12.26%75.56%
1 Year 15.20%-7.29%3.35%3.11%-7.29%74.36%
2 Years 14.81%-6.43%5.75%7.37%-6.43%92.59%
3 Years 17.47%-5.54%9.31%10.72%-5.54%93.33%
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.