Danske Bank Asset Management

Danske Invest Fixed Income Global Value

Strategy Description

Danske Invest Fixed Income Global Value seeks to achieve investment growth in any type of market conditions (absolute return) by gaining investment exposure to bonds and money market instruments globally. The exposure can be outright long or short, or relative between instruments. The fund applies flexible and dynamic investment strategies, taking long and short positions (including both strategic and tactical) to take full advantage of market changes and opportunities within fixed-income markets. Specifically, Fixed Income Global Value invests in the bonds and other debt instruments issued or guaranteed by governments of an OECD country or OECD countries jointly, instruments issued by special credit institutions, and instruments issued by corporations and guaranteed by an EU Member State, its local authorities, a non-member state of the EEA or public international bodies.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureSpecialized Investment Fund
Fund DomicileLuxembourg
Minimum Investment1,000 EUR
AUM740M EUR
Inception DateJun 2018
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyDanske Bank Asset Management
PrincipalBerit Behring
AddressParallelvej 17
Kongens Lyngby, 2800
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 5.82 3.58 -1.34 2.47 0.53 3.89 2.20 0.41 0.49 0.61 2.45 23.01
2022 -0.98 -6.33 -0.21 -3.01 0.55 -8.22 0.15 1.23 -10.29 -0.78 12.35 3.96 -12.68
2021 1.88 0.45 0.71 1.21 0.15 0.19 -0.62 1.03 0.72 -1.24 -1.75 1.65 4.40
2020 1.12 -0.94 -9.62 0.65 7.44 4.15 2.41 1.93 1.16 1.61 2.35 0.77 12.84
2019 1.80 1.60 1.33 1.14 0.01 1.30 1.07 0.01 0.79 1.27 0.32 0.40 11.59
2018 0.59 2.37 0.23 0.27 0.31 -1.23 -0.27 2.26

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 -26.26% 13 9 10/2021 07/2023
2 -10.47% 2 3 02/2020 06/2020
3 -1.50% 2 1 11/2018 01/2019
4 -0.62% 1 1 07/2021 08/2021
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.18%1.67%2.07%0.37%0.34%
% Positive100.00%100.00%91.67%66.67%69.44%
Avg. Pos. Period1.18%1.68%2.40%2.65%1.98%
Avg. Neg. Period - - -1.34%-3.90%-3.16%
Sharpe Ratio4.574.513.740.360.38
Sortino Ratio0.000.0018.540.410.47
Monthly Volatility0.90%1.29%1.93%4.44%3.67%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.35%-10.29%0.61%0.68%2.45%77.27%
3 Months 23.60%-10.49%1.79%2.08%3.58%71.88%
6 Months 29.43%-18.59%3.58%4.39%10.43%73.77%
1 Year 40.24%-25.68%6.54%8.08%27.89%74.55%
2 Years 26.02%-19.50%9.61%15.36%9.19%72.09%
3 Years 34.52%-11.30%15.96%16.10%13.00%90.32%
5 Years 40.83%30.76%35.38%35.07%40.83%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

Danske Invest Fixed Income Global Value seeks to achieve investment growth in any type of market conditions (absolute return) by gaining investment exposure to bonds and money market instruments globally. The exposure can be outright long or short, or relative between instruments. The fund applies flexible and dynamic investment strategies, taking long and short positions (including both strategic and tactical) to take full advantage of market changes and opportunities within fixed-income markets. Specifically, Fixed Income Global Value invests in the bonds and other debt instruments issued or guaranteed by governments of an OECD country or OECD countries jointly, instruments issued by special credit institutions, and instruments issued by corporations and guaranteed by an EU Member State, its local authorities, a non-member state of the EEA or public international bodies.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountryDenmark
Legal StructureSpecialized Investment Fund
Fund DomicileLuxembourg
Minimum Investment1,000 EUR
AUM740M EUR
Inception DateJun 2018
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyDanske Bank Asset Management
PrincipalBerit Behring
AddressParallelvej 17
Kongens Lyngby, 2800
Phone+45 3914 9776
E-mail[email protected]
Websitewww.danskehedge.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 5.82 3.58 -1.34 2.47 0.53 3.89 2.20 0.41 0.49 0.61 2.45 23.01
2022 -0.98 -6.33 -0.21 -3.01 0.55 -8.22 0.15 1.23 -10.29 -0.78 12.35 3.96 -12.68
2021 1.88 0.45 0.71 1.21 0.15 0.19 -0.62 1.03 0.72 -1.24 -1.75 1.65 4.40
2020 1.12 -0.94 -9.62 0.65 7.44 4.15 2.41 1.93 1.16 1.61 2.35 0.77 12.84
2019 1.80 1.60 1.33 1.14 0.01 1.30 1.07 0.01 0.79 1.27 0.32 0.40 11.59
2018 0.59 2.37 0.23 0.27 0.31 -1.23 -0.27 2.26

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return 2.45%
3 Month Return 3.58%
Year to Date Return 23.01%
12 Month Return 27.89%
36 Month Return 13.00%
Total Return Annualized 6.91%
Winning Months (%) 77.27%
Average Winning Month 1.71%
Average Losing Month -3.12%
Total Return Cumulative 44.39%

Risk Statistics (12M)

1 Year
Sharpe Ratio3.74
Sortino Ratio18.54
Sterling2.46
Calmar20.81
Skewness0.17
Kurtosis0.29
Maximum Drawdown-1.34%
Correlation vs S&P 5000.24
Annualized Volatility6.70%
Annualized Down. Deviation0.00%

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 -26.26% 13 9 10/2021 07/2023
2 -10.47% 2 3 02/2020 06/2020
3 -1.50% 2 1 11/2018 01/2019
4 -0.62% 1 1 07/2021 08/2021
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.18%1.67%2.07%0.37%0.34%
% Positive100.00%100.00%91.67%66.67%69.44%
Avg. Pos. Period1.18%1.68%2.40%2.65%1.98%
Avg. Neg. Period - - -1.34%-3.90%-3.16%
Sharpe Ratio4.574.513.740.360.38
Sortino Ratio0.000.0018.540.410.47
Monthly Volatility0.90%1.29%1.93%4.44%3.67%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 12.35%-10.29%0.61%0.68%2.45%77.27%
3 Months 23.60%-10.49%1.79%2.08%3.58%71.88%
6 Months 29.43%-18.59%3.58%4.39%10.43%73.77%
1 Year 40.24%-25.68%6.54%8.08%27.89%74.55%
2 Years 26.02%-19.50%9.61%15.36%9.19%72.09%
3 Years 34.52%-11.30%15.96%16.10%13.00%90.32%
5 Years 40.83%30.76%35.38%35.07%40.83%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.