Global Assets AS

Global Assets Dynamic

Strategy Description

Global Assets Dynamic combines a quant-driven long-only equities strategy and a continuous but dynamic exposure to VIX futures designed to protect against sharp market drawdowns. The fund’s overall objective is to perform better than its benchmark MSCI World All Cap Net Index (converted to NOK). The fund strives to achieve a long-term positive return while keeping the risk in the fund lower than that in a traditional equity fund. Global Assets Dynamic’s investment strategy is based on a model based on factor analysis, with the fund aiming to capture so-called factor momentum. The fund has no investment restrictions regarding certain industries or geographical areas, and, as a whole, should be considered a global fund.

Fund Information

General Information

NHX CategoryEquities
NHX CountryNorway
Legal StructureMutual Fund
Fund DomicileSweden
Minimum Investment100 NOK
AUM -
Inception DateSep 2022
Management Fee1.69%
Performance Fee20% above MSCI World All Cap Net Index

Company Information

CompanyGlobal Assets AS
Principal -
AddressBankplassen 1A
Oslo, 0151
Phone+47 21014050
E-mail[email protected]
Websitewww.globalassets.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.38 -3.79 0.98 2.43 -2.53 1.94 -1.19 0.44 -3.40 1.91 -1.36 -0.54
2022 -2.98 -0.77 -0.97 -3.95 -8.43

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 -9.39% 13 0 09/2022 -
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.97%-0.30%-0.38% - -
% Positive33.33%50.00%50.00% - -
Avg. Pos. Period1.91%1.43%2.01% - -
Avg. Neg. Period-2.38%-1.98%-2.70% - -
Sharpe Ratio-1.50-0.50-0.45 - -
Sortino Ratio-1.60-0.65-0.64 - -
Monthly Volatility2.19%1.91%2.64% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.38%-3.95%-0.59%-0.97%-1.36%40.00%
3 Months 1.78%-5.61%-1.52%-1.12%-2.89%30.77%
6 Months 3.21%-8.04%-2.05%-2.36%-1.76%20.00%
1 Year -4.09%-6.61%-5.34%-5.33%-4.46%0.00%
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

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

Global Assets Dynamic combines a quant-driven long-only equities strategy and a continuous but dynamic exposure to VIX futures designed to protect against sharp market drawdowns. The fund’s overall objective is to perform better than its benchmark MSCI World All Cap Net Index (converted to NOK). The fund strives to achieve a long-term positive return while keeping the risk in the fund lower than that in a traditional equity fund. Global Assets Dynamic’s investment strategy is based on a model based on factor analysis, with the fund aiming to capture so-called factor momentum. The fund has no investment restrictions regarding certain industries or geographical areas, and, as a whole, should be considered a global fund.

Fund Information

General Information

NHX CategoryEquities
NHX CountryNorway
Legal StructureMutual Fund
Fund DomicileSweden
Minimum Investment100 NOK
AUM -
Inception DateSep 2022
Management Fee1.69%
Performance Fee20% above MSCI World All Cap Net Index

Company Information

CompanyGlobal Assets AS
Principal -
AddressBankplassen 1A
Oslo, 0151
Phone+47 21014050
E-mail[email protected]
Websitewww.globalassets.no
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.38 -3.79 0.98 2.43 -2.53 1.94 -1.19 0.44 -3.40 1.91 -1.36 -0.54
2022 -2.98 -0.77 -0.97 -3.95 -8.43

Portfolio Managers

No data filled

Return Statistics

Last Month Return -1.36%
3 Month Return -2.89%
Year to Date Return -0.53%
12 Month Return -4.46%
36 Month Return -
Total Return Annualized -7.20%
Winning Months (%) 40.00%
Average Winning Month 2.01%
Average Losing Month -2.33%
Total Return Cumulative -8.92%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.45
Sortino Ratio-0.64
Sterling-0.29
Calmar-0.86
Skewness0.15
Kurtosis-0.66
Maximum Drawdown-5.21%
Correlation vs S&P 5000.55
Annualized Volatility9.13%
Annualized Down. Deviation3.83%

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 -9.39% 13 0 09/2022 -
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return-0.97%-0.30%-0.38% - -
% Positive33.33%50.00%50.00% - -
Avg. Pos. Period1.91%1.43%2.01% - -
Avg. Neg. Period-2.38%-1.98%-2.70% - -
Sharpe Ratio-1.50-0.50-0.45 - -
Sortino Ratio-1.60-0.65-0.64 - -
Monthly Volatility2.19%1.91%2.64% - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.38%-3.95%-0.59%-0.97%-1.36%40.00%
3 Months 1.78%-5.61%-1.52%-1.12%-2.89%30.77%
6 Months 3.21%-8.04%-2.05%-2.36%-1.76%20.00%
1 Year -4.09%-6.61%-5.34%-5.33%-4.46%0.00%
2 Years ------
3 Years ------
5 Years ------

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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