Danske Invest Fund Management Ltd

Danske Invest Europe Long-Short Dynamic Class A-sek hp

Strategy Description

Danske Invest Europe Long-Short Dynamic is an absolute return fund investing predominantly in equities and equity-related securities in companies domiciled in or with main activity in Europe. The fund can invest a small portion of capital in securities domiciled in or traded on regulated markets in countries outside Europe. The fund’s objective is to generate an annual return of 4-8%, which depends to a high degree on the ability of portfolio managers to select the right equities.

Fund Information

General Information

NHX CategoryEquities
NHX CountryFinland
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 EUR
AUM258M EUR
Inception DateJan 2013
Management Fee1.80%
Performance Fee20.00%

Company Information

CompanyDanske Invest Fund Management Ltd
PrincipalMikko Komi
AddressHiililaiturinkuja 2
Helsinki, 00075
Phone+358 (0)10 546 6628
E-mail[email protected]
Websitehttp://www.danskeinvest.fi/en/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.35 -0.33 0.45 -1.09 0.01 -0.61 0.06 0.37 -0.55 -2.11 -1.42 -4.80
2017 0.77 0.19 0.00 -0.50 -0.80 -0.90 1.70 -0.20 0.30 -0.30 -1.20 -1.00 -1.96
2016 1.10 -0.77 -0.90 -1.99 1.36 -4.01 -0.88 2.47 -0.45 1.86 -4.10 -0.87 -7.18
2015 2.99 0.19 3.30 0.21 1.59 0.07 0.41 1.65 0.99 -1.18 0.97 1.89 13.79
2014 0.38 -1.04 -0.20 -1.28 2.64 -0.18 -0.94 0.71 2.41 -1.11 0.90 -0.89 1.31
2013 0.53 0.19 3.72 -2.89 1.72 -0.42 0.44 0.68 -0.16 -0.58 2.21 -0.82 4.56

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 -14.30% 34 0 02/2016 -
2 -2.93% 5 5 12/2013 09/2014
3 -2.89% 1 7 04/2013 11/2013
4 -1.18% 1 2 10/2015 12/2015
5 -1.11% 1 3 10/2014 01/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.36%-0.71%-0.49%-0.32%-0.35%
% Positive0.00%33.33%41.67%37.50%38.89%
Avg. Pos. Period - 0.22%0.25%0.47%0.92%
Avg. Neg. Period-1.36%-1.17%-1.02%-0.85%-1.19%
Sharpe Ratio-7.38-2.92-2.21-1.40-0.84
Sortino Ratio-3.14-2.27-1.92-1.49-0.99
Monthly Volatility0.64%0.84%0.77%0.79%1.38%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.72%-4.10%0.07%0.01%-1.42%50.70%
3 Months 6.59%-4.64%0.27%0.47%-4.03%52.17%
6 Months 8.59%-7.05%0.55%-0.15%-4.21%46.97%
1 Year 13.79%-7.48%1.26%-0.10%-5.75%50.00%
2 Years 16.43%-9.99%3.48%5.62%-7.47%58.33%
3 Years 21.23%-11.72%5.58%7.04%-11.72%75.00%
5 Years 9.70%-0.94%5.67%5.47%-0.94%91.67%

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

Danske Invest Europe Long-Short Dynamic is an absolute return fund investing predominantly in equities and equity-related securities in companies domiciled in or with main activity in Europe. The fund can invest a small portion of capital in securities domiciled in or traded on regulated markets in countries outside Europe. The fund’s objective is to generate an annual return of 4-8%, which depends to a high degree on the ability of portfolio managers to select the right equities.

Fund Information

General Information

NHX CategoryEquities
NHX CountryFinland
Legal StructureUCITS
Fund DomicileSweden
Minimum Investment00 EUR
AUM258M EUR
Inception DateJan 2013
Management Fee1.80%
Performance Fee20.00%

Company Information

CompanyDanske Invest Fund Management Ltd
PrincipalMikko Komi
AddressHiililaiturinkuja 2
Helsinki, 00075
Phone+358 (0)10 546 6628
E-mail[email protected]
Websitehttp://www.danskeinvest.fi/en/
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2018 0.35 -0.33 0.45 -1.09 0.01 -0.61 0.06 0.37 -0.55 -2.11 -1.42 -4.80
2017 0.77 0.19 0.00 -0.50 -0.80 -0.90 1.70 -0.20 0.30 -0.30 -1.20 -1.00 -1.96
2016 1.10 -0.77 -0.90 -1.99 1.36 -4.01 -0.88 2.47 -0.45 1.86 -4.10 -0.87 -7.18
2015 2.99 0.19 3.30 0.21 1.59 0.07 0.41 1.65 0.99 -1.18 0.97 1.89 13.79
2014 0.38 -1.04 -0.20 -1.28 2.64 -0.18 -0.94 0.71 2.41 -1.11 0.90 -0.89 1.31
2013 0.53 0.19 3.72 -2.89 1.72 -0.42 0.44 0.68 -0.16 -0.58 2.21 -0.82 4.56

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return -
3 Month Return -4.03%
Year to Date Return -4.80%
12 Month Return -5.75%
36 Month Return -11.72%
Total Return Annualized 0.74%
Winning Months (%) 50.70%
Average Winning Month 1.16%
Average Losing Month -1.08%
Total Return Cumulative 4.44%

Risk Statistics (12M)

1 Year
Sharpe Ratio-2.21
Sortino Ratio-1.92
Sterling-0.37
Calmar-1.00
Skewness-0.75
Kurtosis0.47
Maximum Drawdown-5.75%
Correlation vs S&P 5000.53
Annualized Volatility2.65%
Annualized Down. Deviation1.95%

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 -14.30% 34 0 02/2016 -
2 -2.93% 5 5 12/2013 09/2014
3 -2.89% 1 7 04/2013 11/2013
4 -1.18% 1 2 10/2015 12/2015
5 -1.11% 1 3 10/2014 01/2015

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-1.36%-0.71%-0.49%-0.32%-0.35%
% Positive0.00%33.33%41.67%37.50%38.89%
Avg. Pos. Period - 0.22%0.25%0.47%0.92%
Avg. Neg. Period-1.36%-1.17%-1.02%-0.85%-1.19%
Sharpe Ratio-7.38-2.92-2.21-1.40-0.84
Sortino Ratio-3.14-2.27-1.92-1.49-0.99
Monthly Volatility0.64%0.84%0.77%0.79%1.38%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.72%-4.10%0.07%0.01%-1.42%50.70%
3 Months 6.59%-4.64%0.27%0.47%-4.03%52.17%
6 Months 8.59%-7.05%0.55%-0.15%-4.21%46.97%
1 Year 13.79%-7.48%1.26%-0.10%-5.75%50.00%
2 Years 16.43%-9.99%3.48%5.62%-7.47%58.33%
3 Years 21.23%-11.72%5.58%7.04%-11.72%75.00%
5 Years 9.70%-0.94%5.67%5.47%-0.94%91.67%

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.