Othania Invest A/S

Othania

Fund Family:

Company Programs
Othania Allokering Verden - Othania Balanceret Makro - Othania Stabil Investering - Othania Globale Aktier

Strategy Description

Othania Invest A/S employs a proprietary algorithm executing a tactical allocation between US stocks and US bonds on a monthly basis. The investment strategy uses leading indicators on economic activity, interest rates and stock market movements to calculate the risk for the next month. If the risk level is positive the strategy allocates 100% to US stocks and if the risk level is negative the strategy allocates 100% to US bonds. Othania Invest A/S aims to generate absolute and risk-adjusted returns that exceed the S&P 500 Index.

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment750,000 DKK
AUM126M DKK
Inception DateApr 2016
Management Fee0.25%
Performance Fee15% over 5%
SFDR Classification -

Company Information

CompanyOthania
Investor RelationsChristian Mørup-Larsen
AddressDronninggårds Allé 140
Holte, 2840
Phone+45 31 26 62 53
E-mail[email protected]
Websitewww.othania.dk
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.00 4.98 4.35 -4.71 4.09 0.97 2.30 0.98 1.21 -1.23 6.15 -5.44 16.01
2023 0.74 -3.14 0.11 0.81 -4.05 2.79 3.05 -1.53 -4.22 -1.66 2.48 4.37 -0.72
2022 -5.66 -0.60 -2.34 -1.62 0.49 -8.85 0.83 -2.28 -2.24 -0.49 0.95 -5.51 -24.54
2021 -1.46 6.13 3.56 3.93 0.23 -1.49 0.28 1.97 -4.05 5.78 -3.18 4.46 16.64
2020 -0.46 -9.97 5.91 1.07 -1.91 -0.12 5.51 5.94 -3.87 -2.57 10.17 2.93 11.57
2019 -0.12 2.96 1.46 3.75 -6.56 6.48 1.18 -2.33 1.82 1.61 2.92 2.20 15.83
2018 5.02 -3.62 -2.87 0.07 1.77 -0.36 3.54 2.56 -1.58 -7.16 0.18 0.83 -2.21
2017 1.44 2.38 -0.47 0.26 -0.84 0.26 -0.39 -0.01 1.84 1.91 2.36 0.89 10.00
2016 0.33 1.41 0.26 3.44 -0.18 -0.35 -2.47 7.31 1.49 11.47

Portfolio Managers

Vincent Dilling-Larsen (pictured left), CIO and Co-Founder of Othania, is responsible for the investment strategies across the Othania funds. Vincent Dilling-Larsen has been working in the asset Mmanagement industry since 2009. He holds a Master’s Degree in Finance and Accounting from Copenhagen Business School (CBS).

 

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 -29.96% 22 0 01/2022 -
2 -10.39% 2 6 01/2020 08/2020
3 -8.63% 2 9 09/2018 07/2019
4 -6.39% 2 5 02/2018 08/2018
5 -6.34% 2 1 09/2020 11/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.29%0.60%1.25%0.59%-0.39%
% Positive33.33%66.67%75.00%66.67%52.78%
Avg. Pos. Period6.15%2.66%3.00%2.59%2.30%
Avg. Neg. Period-3.33%-3.33%-3.79%-3.25%-3.27%
Sharpe Ratio-0.120.651.310.69-0.34
Sortino Ratio-0.310.922.050.99-0.50
Monthly Volatility4.79%3.51%3.46%3.21%3.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.17%-9.97%0.49%0.74%-5.44%60.00%
3 Months 14.23%-10.18%1.50%1.63%-0.86%59.22%
6 Months 27.64%-17.47%2.98%2.52%3.66%65.00%
1 Year 33.77%-24.54%5.64%7.47%16.01%69.15%
2 Years 44.14%-29.16%8.81%10.35%15.17%76.83%
3 Years 50.73%-17.34%14.32%15.24%-13.09%70.00%
5 Years 74.59%0.68%29.76%21.43%13.10%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.

Strategy Description

Othania Invest A/S employs a proprietary algorithm executing a tactical allocation between US stocks and US bonds on a monthly basis. The investment strategy uses leading indicators on economic activity, interest rates and stock market movements to calculate the risk for the next month. If the risk level is positive the strategy allocates 100% to US stocks and if the risk level is negative the strategy allocates 100% to US bonds. Othania Invest A/S aims to generate absolute and risk-adjusted returns that exceed the S&P 500 Index.

Annual Performance

Fund Information

General Information

NHX CategoryDiversified
NHX CountryDenmark
Legal StructureAlternative Investment Fund
Fund DomicileDenmark
Minimum Investment750,000 DKK
AUM126M DKK
Inception DateApr 2016
Management Fee0.25%
Performance Fee15% over 5%
SFDR Classification -

Company Information

CompanyOthania
Investor RelationsChristian Mørup-Larsen
AddressDronninggårds Allé 140
Holte, 2840
Phone+45 31 26 62 53
E-mail[email protected]
Websitewww.othania.dk
Social Media

Portfolio Managers

Vincent Dilling-Larsen (pictured left), CIO and Co-Founder of Othania, is responsible for the investment strategies across the Othania funds. Vincent Dilling-Larsen has been working in the asset Mmanagement industry since 2009. He holds a Master’s Degree in Finance and Accounting from Copenhagen Business School (CBS).

 

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.00 4.98 4.35 -4.71 4.09 0.97 2.30 0.98 1.21 -1.23 6.15 -5.44 16.01
2023 0.74 -3.14 0.11 0.81 -4.05 2.79 3.05 -1.53 -4.22 -1.66 2.48 4.37 -0.72
2022 -5.66 -0.60 -2.34 -1.62 0.49 -8.85 0.83 -2.28 -2.24 -0.49 0.95 -5.51 -24.54
2021 -1.46 6.13 3.56 3.93 0.23 -1.49 0.28 1.97 -4.05 5.78 -3.18 4.46 16.64
2020 -0.46 -9.97 5.91 1.07 -1.91 -0.12 5.51 5.94 -3.87 -2.57 10.17 2.93 11.57
2019 -0.12 2.96 1.46 3.75 -6.56 6.48 1.18 -2.33 1.82 1.61 2.92 2.20 15.83
2018 5.02 -3.62 -2.87 0.07 1.77 -0.36 3.54 2.56 -1.58 -7.16 0.18 0.83 -2.21
2017 1.44 2.38 -0.47 0.26 -0.84 0.26 -0.39 -0.01 1.84 1.91 2.36 0.89 10.00
2016 0.33 1.41 0.26 3.44 -0.18 -0.35 -2.47 7.31 1.49 11.47

Return Statistics

Last Month Return -5.44%
3 Month Return -0.86%
Year to Date Return 16.01%
12 Month Return 16.01%
36 Month Return -13.09%
Total Return Annualized 5.30%
Winning Months (%) 60.00%
Average Winning Month 2.63%
Average Losing Month -2.71%
Total Return Cumulative 57.08%

Risk Statistics (12M)

1 Year
Sharpe Ratio1.31
Sortino Ratio2.05
Sterling1.04
Calmar2.94
Skewness-0.86
Kurtosis0.68
Maximum Drawdown-5.44%
Correlation vs S&P 5000.94
Annualized Volatility11.99%
Annualized Down. Deviation6.37%

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 -29.96% 22 0 01/2022 -
2 -10.39% 2 6 01/2020 08/2020
3 -8.63% 2 9 09/2018 07/2019
4 -6.39% 2 5 02/2018 08/2018
5 -6.34% 2 1 09/2020 11/2020

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.29%0.60%1.25%0.59%-0.39%
% Positive33.33%66.67%75.00%66.67%52.78%
Avg. Pos. Period6.15%2.66%3.00%2.59%2.30%
Avg. Neg. Period-3.33%-3.33%-3.79%-3.25%-3.27%
Sharpe Ratio-0.120.651.310.69-0.34
Sortino Ratio-0.310.922.050.99-0.50
Monthly Volatility4.79%3.51%3.46%3.21%3.39%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 10.17%-9.97%0.49%0.74%-5.44%60.00%
3 Months 14.23%-10.18%1.50%1.63%-0.86%59.22%
6 Months 27.64%-17.47%2.98%2.52%3.66%65.00%
1 Year 33.77%-24.54%5.64%7.47%16.01%69.15%
2 Years 44.14%-29.16%8.81%10.35%15.17%76.83%
3 Years 50.73%-17.34%14.32%15.24%-13.09%70.00%
5 Years 74.59%0.68%29.76%21.43%13.10%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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