Othania

Othania Globale Aktier

Strategy Description

Othania Globale Aktier uses in-house-developed investment model TIGER to automatically adjust the risk in the portfolio once a month either in an “offensive” or “defensive” mode. When the TIGER model is positive on equities, Othania Globale Aktier will invest 100 percent in a portfolio of global equity ETFs tilted towards several risk-on factors such as momentum, quality, sustainability, value. When the TIGER model is negative on equities – when fluctuations in the stock market typically increase by 70 percent – then the fund invests 100 percent in a multi-factor global ETF equity portfolio consisting of factors such as low volatility, minimum volatility, long volatility and other defensive sectors. When the TIGER model goes risk-off, Othania Globale Aktier also maintains a 20% allocation to VIX exchange traded products with the underlying exposure in short term and mid term VIX futures.

Fund Information

General Information

NHX CategoryEquities
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileDenmark
Minimum Investment100 DKK
AUM36M DKK
Inception DateJun 2022
Management Fee1.00%
Performance Fee0.00%

Company Information

CompanyOthania
PrincipalVincent Dilling-Larsen
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 5.08 6.13 3.86 -2.68 2.41 15.44
2023 -5.10 0.02 -0.67 0.24 0.95 -1.88 1.86 -0.22 -1.74 -0.88 0.03 3.52 -4.05
2022 1.81 3.34 0.34 -3.60 -0.42 -1.90 -6.95 -7.49

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 -18.81% 14 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 Return1.16%3.01%1.25%0.10% -
% Positive66.67%83.33%58.33%54.17% -
Avg. Pos. Period3.13%4.20%3.27%2.28% -
Avg. Neg. Period-2.68%-2.68%-1.48%-2.37% -
Sharpe Ratio1.483.751.590.17 -
Sortino Ratio2.599.553.930.17 -
Monthly Volatility2.80%2.82%2.81%3.03% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.13%-6.95%0.15%0.03%2.41%54.17%
3 Months 15.83%-13.38%0.19%-0.21%3.51%40.91%
6 Months 19.50%-16.83%-0.94%-0.85%19.50%42.11%
1 Year 17.87%-16.63%-3.10%-11.75%16.09%38.46%
2 Years 2.46%2.46%2.46%2.46%2.46%100.00%
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.

Strategy Description

Othania Globale Aktier uses in-house-developed investment model TIGER to automatically adjust the risk in the portfolio once a month either in an “offensive” or “defensive” mode. When the TIGER model is positive on equities, Othania Globale Aktier will invest 100 percent in a portfolio of global equity ETFs tilted towards several risk-on factors such as momentum, quality, sustainability, value. When the TIGER model is negative on equities – when fluctuations in the stock market typically increase by 70 percent – then the fund invests 100 percent in a multi-factor global ETF equity portfolio consisting of factors such as low volatility, minimum volatility, long volatility and other defensive sectors. When the TIGER model goes risk-off, Othania Globale Aktier also maintains a 20% allocation to VIX exchange traded products with the underlying exposure in short term and mid term VIX futures.

Fund Information

General Information

NHX CategoryEquities
NHX CountryDenmark
Legal StructureUCITS
Fund DomicileDenmark
Minimum Investment100 DKK
AUM36M DKK
Inception DateJun 2022
Management Fee1.00%
Performance Fee0.00%

Company Information

CompanyOthania
PrincipalVincent Dilling-Larsen
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 5.08 6.13 3.86 -2.68 2.41 15.44
2023 -5.10 0.02 -0.67 0.24 0.95 -1.88 1.86 -0.22 -1.74 -0.88 0.03 3.52 -4.05
2022 1.81 3.34 0.34 -3.60 -0.42 -1.90 -6.95 -7.49

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 2.41%
3 Month Return 3.51%
Year to Date Return 15.44%
12 Month Return 16.09%
36 Month Return -
Total Return Annualized 1.22%
Winning Months (%) 54.17%
Average Winning Month 2.28%
Average Losing Month -2.37%
Total Return Cumulative 2.46%

Risk Statistics (12M)

1 Year
Sharpe Ratio1.59
Sortino Ratio3.93
Sterling1.25
Calmar5.59
Skewness0.29
Kurtosis-0.76
Maximum Drawdown-2.88%
Correlation vs S&P 5000.44
Annualized Volatility9.72%
Annualized Down. Deviation2.95%

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 -18.81% 14 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 Return1.16%3.01%1.25%0.10% -
% Positive66.67%83.33%58.33%54.17% -
Avg. Pos. Period3.13%4.20%3.27%2.28% -
Avg. Neg. Period-2.68%-2.68%-1.48%-2.37% -
Sharpe Ratio1.483.751.590.17 -
Sortino Ratio2.599.553.930.17 -
Monthly Volatility2.80%2.82%2.81%3.03% -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.13%-6.95%0.15%0.03%2.41%54.17%
3 Months 15.83%-13.38%0.19%-0.21%3.51%40.91%
6 Months 19.50%-16.83%-0.94%-0.85%19.50%42.11%
1 Year 17.87%-16.63%-3.10%-11.75%16.09%38.46%
2 Years 2.46%2.46%2.46%2.46%2.46%100.00%
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.