Othania

Othania Allokering Verden

Strategy Description

Othania Allokering VERDEN  uses a proprietary investment model to allocate capital either into equity or bond exchange-traded funds (ETFs) on a monthly basis. The investment model uses indicators on economic activity, interest rates, and stock market movements to determine whether to allocate the assets under management to equity or bond ETFs. Othania Allokering VERDEN focuses ETFs that have an environmental, social and governance (ESG) focus and expects +90 percent of the portfolio to be invested in this way. The fund aims to generate absolute and risk-adjusted returns that exceed the global equity market as expressed by the MSCI World.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileDenmark
Minimum Investment100 DKK
AUM505M DKK
Inception DateNov 2018
Management Fee1.35%
Performance Fee0.00%

Company Information

CompanyOthania
PrincipalVincent Dilling-Larsen
Investor RelationsChristian Steen 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 4.07 4.91 3.88 13.42
2023 1.14 0.38 -0.42 0.07 1.08 0.83 1.92 -0.52 -1.93 -1.60 1.59 3.53 6.10
2022 -6.49 -1.16 -2.29 -0.85 -1.98 -6.41 2.88 -2.52 -1.79 -1.44 -1.37 -7.61 -27.35
2021 0.58 1.92 5.28 1.31 -0.05 4.04 1.62 2.75 -2.25 6.16 0.34 3.49 27.92
2020 -0.12 -8.51 2.79 0.37 -1.19 -0.24 -1.66 5.87 -1.24 -2.81 9.08 1.55 2.88
2019 0.61 2.65 2.15 2.87 -4.30 3.40 3.24 -1.76 3.03 0.09 3.42 1.24 17.59
2018 0.87 0.38 1.26

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 -27.35% 12 0 01/2022 -
2 -8.62% 2 9 01/2020 11/2020
3 -4.30% 1 2 05/2019 07/2019
4 -2.25% 1 1 09/2021 10/2021
5 -1.76% 1 1 08/2019 09/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return4.29%2.71%1.46%-0.13%0.10%
% Positive100.00%83.33%75.00%50.00%52.78%
Avg. Pos. Period4.29%3.60%2.43%2.19%2.42%
Avg. Neg. Period - -1.60%-1.35%-2.37%-2.39%
Sharpe Ratio33.284.332.38-0.110.17
Sortino Ratio0.0014.356.85-0.210.15
Monthly Volatility0.45%2.18%2.17%2.96%3.08%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.08%-8.51%0.54%0.58%3.88%60.00%
3 Months 13.42%-10.19%1.44%1.99%13.42%65.08%
6 Months 21.11%-17.87%2.36%3.30%17.37%60.00%
1 Year 36.44%-27.35%4.04%3.82%19.03%62.96%
2 Years 33.10%-23.88%8.40%14.64%-3.18%61.90%
3 Years 54.74%-4.39%14.98%6.15%3.63%86.67%
5 Years 28.25%14.85%21.26%21.34%28.25%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 Allokering VERDEN  uses a proprietary investment model to allocate capital either into equity or bond exchange-traded funds (ETFs) on a monthly basis. The investment model uses indicators on economic activity, interest rates, and stock market movements to determine whether to allocate the assets under management to equity or bond ETFs. Othania Allokering VERDEN focuses ETFs that have an environmental, social and governance (ESG) focus and expects +90 percent of the portfolio to be invested in this way. The fund aims to generate absolute and risk-adjusted returns that exceed the global equity market as expressed by the MSCI World.

Fund Information

General Information

NHX CategoryMulti-strategy
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileDenmark
Minimum Investment100 DKK
AUM505M DKK
Inception DateNov 2018
Management Fee1.35%
Performance Fee0.00%

Company Information

CompanyOthania
PrincipalVincent Dilling-Larsen
Investor RelationsChristian Steen 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 4.07 4.91 3.88 13.42
2023 1.14 0.38 -0.42 0.07 1.08 0.83 1.92 -0.52 -1.93 -1.60 1.59 3.53 6.10
2022 -6.49 -1.16 -2.29 -0.85 -1.98 -6.41 2.88 -2.52 -1.79 -1.44 -1.37 -7.61 -27.35
2021 0.58 1.92 5.28 1.31 -0.05 4.04 1.62 2.75 -2.25 6.16 0.34 3.49 27.92
2020 -0.12 -8.51 2.79 0.37 -1.19 -0.24 -1.66 5.87 -1.24 -2.81 9.08 1.55 2.88
2019 0.61 2.65 2.15 2.87 -4.30 3.40 3.24 -1.76 3.03 0.09 3.42 1.24 17.59
2018 0.87 0.38 1.26

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).

Return Statistics

Last Month Return 3.88%
3 Month Return 13.42%
Year to Date Return 13.42%
12 Month Return 19.03%
36 Month Return 3.63%
Total Return Annualized 5.98%
Winning Months (%) 60.00%
Average Winning Month 2.50%
Average Losing Month -2.40%
Total Return Cumulative 37.00%

Risk Statistics (12M)

1 Year
Sharpe Ratio2.38
Sortino Ratio6.85
Sterling1.36
Calmar4.76
Skewness-0.01
Kurtosis-0.60
Maximum Drawdown-4.00%
Correlation vs S&P 5000.63
Annualized Volatility7.50%
Annualized Down. Deviation2.09%

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 -27.35% 12 0 01/2022 -
2 -8.62% 2 9 01/2020 11/2020
3 -4.30% 1 2 05/2019 07/2019
4 -2.25% 1 1 09/2021 10/2021
5 -1.76% 1 1 08/2019 09/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return4.29%2.71%1.46%-0.13%0.10%
% Positive100.00%83.33%75.00%50.00%52.78%
Avg. Pos. Period4.29%3.60%2.43%2.19%2.42%
Avg. Neg. Period - -1.60%-1.35%-2.37%-2.39%
Sharpe Ratio33.284.332.38-0.110.17
Sortino Ratio0.0014.356.85-0.210.15
Monthly Volatility0.45%2.18%2.17%2.96%3.08%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.08%-8.51%0.54%0.58%3.88%60.00%
3 Months 13.42%-10.19%1.44%1.99%13.42%65.08%
6 Months 21.11%-17.87%2.36%3.30%17.37%60.00%
1 Year 36.44%-27.35%4.04%3.82%19.03%62.96%
2 Years 33.10%-23.88%8.40%14.64%-3.18%61.90%
3 Years 54.74%-4.39%14.98%6.15%3.63%86.67%
5 Years 28.25%14.85%21.26%21.34%28.25%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.