Nordea

Nordea 1 – Heracles Long/Short MI Fund

Strategy Description

Nordea 1 – Heracles Long/Short MI Fund aims to take advantage of climbing and falling prices across a wide range of equity, fixed income, and currency markets worldwide. This is done via an innovative, prognosis-free quantitative system based on mathematical algorithms. These indicate, on a daily basis, how many long or short positions should be taken in various markets, relying on recent price trends. As a result, positive returns can be achieved under any market conditions, independently from forecasts or market opinions, and with risk tempered by diversification across several different markets. The fund’s investment strategy can be broadly categorized as a managed futures strategy.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureUnknown
Fund DomicileLuxembourg
Minimum Investment00 EUR
AUM25M EUR
Inception DateOct 2008
Management Fee2.00%
Performance Fee20.00%

Company Information

CompanyNordea
PrincipalJohan Palmborg
AddressRegeringsgatan 59
Stockholm, SE-105 71
Phone+46857942217
E-mail[email protected]
Websitehttp://funds.nordea.com/eng/services/funds/performance.asp
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -4.63 -0.72 5.32 0.44 2.18 -0.30 2.04
2018 4.47 -8.26 -5.15 -0.64 -2.70 -1.42 -1.19 1.66 -4.19 -2.14 -3.97 4.23 -18.33
2017 0.00 2.37 -0.24 -0.62 1.86 -2.27 2.41 -0.03 -0.39 3.12 0.46 -0.05 6.68
2016 5.62 2.34 -5.47 -2.29 -2.09 7.46 0.64 -0.99 1.33 -5.24 -0.99 1.42 0.92
2015 5.10 1.90 2.60 -2.20 -1.30 -5.30 -1.94 -5.68 0.71 -4.27 0.65 -3.50 -13.01
2014 -6.26 4.01 -1.58 0.02 4.31 1.66 0.66 3.59 -1.24 -0.39 3.81 0.30 8.70
2013 4.13 0.58 1.86 2.30 -1.52 -5.22 1.05 -1.19 0.13 3.84 2.94 1.84 10.87
2012 -1.62 -1.18 -0.70 0.02 1.13 -2.10 3.86 -1.51 0.09 -1.60 3.01 2.08 1.27
2011 -1.97 -0.40 -2.81 1.63 -3.03 -2.90 -0.82 4.17 5.16 -6.29 2.63 1.31 -3.87
2010 -1.50 0.31 3.26 0.64 -1.50 0.80 -1.72 2.49 -0.46 -0.50 -1.30 1.60 1.99
2009 0.18 0.32 -1.27 -2.12 -1.47 -0.02 0.17 0.43 2.04 -0.72 0.70 1.45 -0.39
2008 0.00 2.65 -0.32 2.32

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 -34.08% 47 0 04/2015 -
2 -10.55% 11 18 09/2010 01/2013
3 -6.80% 4 4 05/2013 12/2013
4 -6.26% 1 4 01/2014 05/2014
5 -4.80% 4 9 03/2009 03/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.77%0.34%-0.32%-0.53%-0.44%
% Positive66.67%50.00%41.67%37.50%38.89%
Avg. Pos. Period1.31%2.65%2.77%2.70%2.28%
Avg. Neg. Period-0.30%-1.88%-2.45%-2.39%-2.20%
Sharpe Ratio2.580.44-0.31-0.51-0.48
Sortino Ratio15.360.61-0.50-0.70-0.64
Monthly Volatility1.04%3.01%3.09%3.23%2.88%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.46%-8.26%0.00%0.00%-0.30%49.61%
3 Months 9.88%-13.54%-0.04%0.42%2.32%55.12%
6 Months 14.76%-18.06%-0.25%0.52%2.04%55.65%
1 Year 24.48%-25.44%-0.26%-0.25%-3.81%47.46%
2 Years 24.13%-19.41%0.55%-1.73%-12.01%43.40%
3 Years 38.92%-22.97%1.95%-0.35%-14.59%48.94%
5 Years 29.70%-19.25%7.52%9.69%-16.63%77.14%

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

Nordea 1 – Heracles Long/Short MI Fund aims to take advantage of climbing and falling prices across a wide range of equity, fixed income, and currency markets worldwide. This is done via an innovative, prognosis-free quantitative system based on mathematical algorithms. These indicate, on a daily basis, how many long or short positions should be taken in various markets, relying on recent price trends. As a result, positive returns can be achieved under any market conditions, independently from forecasts or market opinions, and with risk tempered by diversification across several different markets. The fund’s investment strategy can be broadly categorized as a managed futures strategy.

Fund Information

General Information

NHX CategoryCTA
NHX CountrySweden
Legal StructureUnknown
Fund DomicileLuxembourg
Minimum Investment00 EUR
AUM25M EUR
Inception DateOct 2008
Management Fee2.00%
Performance Fee20.00%

Company Information

CompanyNordea
PrincipalJohan Palmborg
AddressRegeringsgatan 59
Stockholm, SE-105 71
Phone+46857942217
E-mail[email protected]
Websitehttp://funds.nordea.com/eng/services/funds/performance.asp
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2019 -4.63 -0.72 5.32 0.44 2.18 -0.30 2.04
2018 4.47 -8.26 -5.15 -0.64 -2.70 -1.42 -1.19 1.66 -4.19 -2.14 -3.97 4.23 -18.33
2017 0.00 2.37 -0.24 -0.62 1.86 -2.27 2.41 -0.03 -0.39 3.12 0.46 -0.05 6.68
2016 5.62 2.34 -5.47 -2.29 -2.09 7.46 0.64 -0.99 1.33 -5.24 -0.99 1.42 0.92
2015 5.10 1.90 2.60 -2.20 -1.30 -5.30 -1.94 -5.68 0.71 -4.27 0.65 -3.50 -13.01
2014 -6.26 4.01 -1.58 0.02 4.31 1.66 0.66 3.59 -1.24 -0.39 3.81 0.30 8.70
2013 4.13 0.58 1.86 2.30 -1.52 -5.22 1.05 -1.19 0.13 3.84 2.94 1.84 10.87
2012 -1.62 -1.18 -0.70 0.02 1.13 -2.10 3.86 -1.51 0.09 -1.60 3.01 2.08 1.27
2011 -1.97 -0.40 -2.81 1.63 -3.03 -2.90 -0.82 4.17 5.16 -6.29 2.63 1.31 -3.87
2010 -1.50 0.31 3.26 0.64 -1.50 0.80 -1.72 2.49 -0.46 -0.50 -1.30 1.60 1.99
2009 0.18 0.32 -1.27 -2.12 -1.47 -0.02 0.17 0.43 2.04 -0.72 0.70 1.45 -0.39
2008 0.00 2.65 -0.32 2.32

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 2.32%
Year to Date Return 2.04%
12 Month Return -3.81%
36 Month Return -14.59%
Total Return Annualized -0.46%
Winning Months (%) 49.61%
Average Winning Month 2.15%
Average Losing Month -2.18%
Total Return Cumulative -4.80%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.31
Sortino Ratio-0.50
Sterling-0.18
Calmar-0.34
Skewness0.33
Kurtosis-0.15
Maximum Drawdown-11.14%
Correlation vs S&P 500-0.38
Annualized Volatility10.69%
Annualized Down. Deviation5.77%

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 -34.08% 47 0 04/2015 -
2 -10.55% 11 18 09/2010 01/2013
3 -6.80% 4 4 05/2013 12/2013
4 -6.26% 1 4 01/2014 05/2014
5 -4.80% 4 9 03/2009 03/2010

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.77%0.34%-0.32%-0.53%-0.44%
% Positive66.67%50.00%41.67%37.50%38.89%
Avg. Pos. Period1.31%2.65%2.77%2.70%2.28%
Avg. Neg. Period-0.30%-1.88%-2.45%-2.39%-2.20%
Sharpe Ratio2.580.44-0.31-0.51-0.48
Sortino Ratio15.360.61-0.50-0.70-0.64
Monthly Volatility1.04%3.01%3.09%3.23%2.88%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.46%-8.26%0.00%0.00%-0.30%49.61%
3 Months 9.88%-13.54%-0.04%0.42%2.32%55.12%
6 Months 14.76%-18.06%-0.25%0.52%2.04%55.65%
1 Year 24.48%-25.44%-0.26%-0.25%-3.81%47.46%
2 Years 24.13%-19.41%0.55%-1.73%-12.01%43.40%
3 Years 38.92%-22.97%1.95%-0.35%-14.59%48.94%
5 Years 29.70%-19.25%7.52%9.69%-16.63%77.14%

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.