OPM Multi Hedge

Optimized Portfolio Management Stockholm AB

Strategy Description

OPM Multi Hedge is a fund of funds that invests in a portfolio of international UCITS-regulated hedge funds. The fund predominantly invests in leading European and American hedge fund teams that developed UCITS versions of successful existing hedge funds. OPM Multi Hedge aims to invest in hedge funds that are expected to provide low long-term correlation to equity markets, that is, the fund favors investments in global macro strategies, equity market-neutral funds, and managed futures funds.

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment50,000,000 SEK
AUM -
Inception DateJun 2018
Management Fee0.60%
Performance Fee10.00%

Company Information

CompanyOptimized Portfolio Management Stockholm AB
AddressKungsgatan 4a
Stockholm, 111 43
Phone+46852463660
E-mail[email protected]
Websitewww.optimized.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -1.70 -0.50 -3.63 1.54 -4.29
2019 0.37 -0.27 -0.95 0.87 -1.54 0.63 0.12 -0.38 0.52 0.42 -0.41 0.13 -0.52
2018 0.44 -0.14 -0.70 -0.12 -1.72 -2.17 0.43 -3.94

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 -10.32% 21 0 07/2018 -
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-0.89%-0.77%-0.41% - -
% Positive33.33%33.33%50.00% - -
Avg. Pos. Period1.54%0.84%0.56% - -
Avg. Neg. Period-2.07%-1.56%-1.36% - -
Sharpe Ratio-1.41-1.65-1.06 - -
Sortino Ratio-1.45-1.62-1.12 - -
Monthly Volatility2.13%1.60%1.30% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.54%-3.63%-0.38%-0.14%1.54%43.48%
3 Months 0.56%-5.74%-1.26%-0.85%-2.64%28.57%
6 Months 0.90%-5.61%-2.13%-1.49%-4.56%16.67%
1 Year -0.22%-5.42%-3.56%-4.38%-4.79%0.00%
2 Years ------
3 Years ------
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

OPM Multi Hedge is a fund of funds that invests in a portfolio of international UCITS-regulated hedge funds. The fund predominantly invests in leading European and American hedge fund teams that developed UCITS versions of successful existing hedge funds. OPM Multi Hedge aims to invest in hedge funds that are expected to provide low long-term correlation to equity markets, that is, the fund favors investments in global macro strategies, equity market-neutral funds, and managed futures funds.

Fund Information

General Information

NHX CategoryMulti-Manager
NHX CountrySweden
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment50,000,000 SEK
AUM -
Inception DateJun 2018
Management Fee0.60%
Performance Fee10.00%

Company Information

CompanyOptimized Portfolio Management Stockholm AB
AddressKungsgatan 4a
Stockholm, 111 43
Phone+46852463660
E-mail[email protected]
Websitewww.optimized.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2020 -1.70 -0.50 -3.63 1.54 -4.29
2019 0.37 -0.27 -0.95 0.87 -1.54 0.63 0.12 -0.38 0.52 0.42 -0.41 0.13 -0.52
2018 0.44 -0.14 -0.70 -0.12 -1.72 -2.17 0.43 -3.94

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return -2.64%
Year to Date Return -4.29%
12 Month Return -4.79%
36 Month Return -
Total Return Annualized -4.55%
Winning Months (%) 43.48%
Average Winning Month 0.55%
Average Losing Month -1.09%
Total Return Cumulative -8.54%

Risk Statistics (12M)

1 Year
Sharpe Ratio-1.06
Sortino Ratio-1.12
Sterling-0.30
Calmar-0.77
Skewness-1.35
Kurtosis3.11
Maximum Drawdown-6.24%
Correlation vs S&P 5000.84
Annualized Volatility4.51%
Annualized Down. Deviation3.98%

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 -10.32% 21 0 07/2018 -
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-0.89%-0.77%-0.41% - -
% Positive33.33%33.33%50.00% - -
Avg. Pos. Period1.54%0.84%0.56% - -
Avg. Neg. Period-2.07%-1.56%-1.36% - -
Sharpe Ratio-1.41-1.65-1.06 - -
Sortino Ratio-1.45-1.62-1.12 - -
Monthly Volatility2.13%1.60%1.30% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 1.54%-3.63%-0.38%-0.14%1.54%43.48%
3 Months 0.56%-5.74%-1.26%-0.85%-2.64%28.57%
6 Months 0.90%-5.61%-2.13%-1.49%-4.56%16.67%
1 Year -0.22%-5.42%-3.56%-4.38%-4.79%0.00%
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.