AIM Insurance Strategies Fund

AIM Capital Ltd

Strategy Description

AIM Insurance Strategies Fund invests in Insurance Linked Strategies (ILS) predominantly via externally-managed ILS funds. The fund seeks a reasonable return from a generally diversifying source. The fund has emphasis on peak perils of catastrophe reinsurance, but may also diversify to other re/insurance lines of business. Prudent diversification of tail risk is endeavored to the extent beneficial to investors.

Fund Information

General Information

Minimum Investment -
AUM -
Management Fee1.00%
Performance Fee0.00%
RT per Million -
Margin to Equity -
Legal StructurePublic Fund
Highwater MarkNo
Investment RestrictionNone
Inv. StyleArbitrage

Company Information

Minimum Investment -
AUM -
Management Fee1.00%
Performance Fee0.00%
RT per Million -
Margin to Equity -
Legal StructurePublic Fund
Highwater MarkNo
Investment RestrictionNone
Inv. StyleArbitrage

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -0.44 -0.25 -3.84 -3.65 -7.99
2017 -0.14 0.85 0.06 0.32 -0.15 0.07 0.03 -2.19 -11.09 1.00 -0.25 -4.08 -15.09
2016 0.51 0.29 -0.24 0.04 -0.01 -0.05 0.75 0.67 1.62 0.14 0.10 -0.30 3.56
2015 1.24 0.35 0.43 -0.46 0.18 0.33 0.81 1.18 1.95 1.33 0.96 -0.19 8.39
2014 0.44 0.26 0.27 0.05 0.25 -0.06 0.81 1.54 1.94 1.30 0.77 1.52 9.45
2013 1.02 0.54 0.54 0.36 -0.11 0.04 -0.04 2.04 1.69 0.47 0.51 0.33 7.62
2012 1.27 1.50 0.26 0.17 0.14 1.30 0.69 1.87 1.69 -0.63 -0.68 -0.33 7.45

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 -22.71% 12 0 05/2017 -
2 -1.63% 3 3 10/2012 03/2013
3 -0.46% 1 2 04/2015 06/2015
4 -0.44% 2 1 12/2016 02/2017
5 -0.26% 4 1 03/2016 07/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.59%-2.10%-2.12%-0.90%-0.41%
% Positive0.00%0.00%25.00%45.83%58.33%
Avg. Pos. Period - - 0.37%0.51%0.63%
Avg. Neg. Period-2.58%-2.09%-2.88%-2.03%-1.79%
Sharpe Ratio-5.42-4.06-2.24-1.16-0.58
Sortino Ratio-2.93-2.66-1.94-1.17-0.64
Monthly Volatility1.65%1.78%3.19%2.58%2.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.04%-11.09%0.15%0.31%-3.65%71.05%
3 Months 4.86%-13.01%0.58%1.02%-7.58%78.38%
6 Months 8.60%-16.33%1.43%2.60%-11.96%87.32%
1 Year 10.60%-22.71%4.01%6.47%-22.71%87.69%
2 Years 19.25%-19.57%10.96%14.30%-19.57%84.91%
3 Years 27.68%-13.65%18.65%23.52%-13.65%87.80%
5 Years 42.07%0.80%25.15%30.71%0.80%100.00%

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

AIM Insurance Strategies Fund invests in Insurance Linked Strategies (ILS) predominantly via externally-managed ILS funds. The fund seeks a reasonable return from a generally diversifying source. The fund has emphasis on peak perils of catastrophe reinsurance, but may also diversify to other re/insurance lines of business. Prudent diversification of tail risk is endeavored to the extent beneficial to investors.

Fund Information

General Information

Minimum Investment -
AUM -
Management Fee1.00%
Performance Fee0.00%
RT per Million -
Margin to Equity -
Legal StructurePublic Fund
Highwater MarkNo
Investment RestrictionNone
Inv. StyleArbitrage

Company Information

Minimum Investment -
AUM -
Management Fee1.00%
Performance Fee0.00%
RT per Million -
Margin to Equity -
Legal StructurePublic Fund
Highwater MarkNo
Investment RestrictionNone
Inv. StyleArbitrage

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 -0.44 -0.25 -3.84 -3.65 -7.99
2017 -0.14 0.85 0.06 0.32 -0.15 0.07 0.03 -2.19 -11.09 1.00 -0.25 -4.08 -15.09
2016 0.51 0.29 -0.24 0.04 -0.01 -0.05 0.75 0.67 1.62 0.14 0.10 -0.30 3.56
2015 1.24 0.35 0.43 -0.46 0.18 0.33 0.81 1.18 1.95 1.33 0.96 -0.19 8.39
2014 0.44 0.26 0.27 0.05 0.25 -0.06 0.81 1.54 1.94 1.30 0.77 1.52 9.45
2013 1.02 0.54 0.54 0.36 -0.11 0.04 -0.04 2.04 1.69 0.47 0.51 0.33 7.62
2012 1.27 1.50 0.26 0.17 0.14 1.30 0.69 1.87 1.69 -0.63 -0.68 -0.33 7.45

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return -7.58%
Year to Date Return -7.99%
12 Month Return -22.71%
36 Month Return -13.65%
Total Return Annualized 1.66%
Winning Months (%) 71.05%
Average Winning Month 0.76%
Average Losing Month -1.33%
Total Return Cumulative 11.00%

Risk Statistics (12M)

1 Year
Sharpe Ratio-2.24
Sortino Ratio-1.94
Sterling-0.69
Calmar-1.00
Skewness-2.28
Kurtosis6.30
Maximum Drawdown-22.71%
Correlation vs S&P 5000.07
Annualized Volatility11.06%
Annualized Down. Deviation11.44%

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 -22.71% 12 0 05/2017 -
2 -1.63% 3 3 10/2012 03/2013
3 -0.46% 1 2 04/2015 06/2015
4 -0.44% 2 1 12/2016 02/2017
5 -0.26% 4 1 03/2016 07/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-2.59%-2.10%-2.12%-0.90%-0.41%
% Positive0.00%0.00%25.00%45.83%58.33%
Avg. Pos. Period - - 0.37%0.51%0.63%
Avg. Neg. Period-2.58%-2.09%-2.88%-2.03%-1.79%
Sharpe Ratio-5.42-4.06-2.24-1.16-0.58
Sortino Ratio-2.93-2.66-1.94-1.17-0.64
Monthly Volatility1.65%1.78%3.19%2.58%2.25%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.04%-11.09%0.15%0.31%-3.65%71.05%
3 Months 4.86%-13.01%0.58%1.02%-7.58%78.38%
6 Months 8.60%-16.33%1.43%2.60%-11.96%87.32%
1 Year 10.60%-22.71%4.01%6.47%-22.71%87.69%
2 Years 19.25%-19.57%10.96%14.30%-19.57%84.91%
3 Years 27.68%-13.65%18.65%23.52%-13.65%87.80%
5 Years 42.07%0.80%25.15%30.71%0.80%100.00%

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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