DNB Asset Management S.A.

DNB Fund Multi Asset

Strategy Description

DNB Fund Multi Asset is a multi-asset fund that allocates capital to a number of investment strategies managed by different teams at DNB Asset Management. The fund thus seeks to give investors access to a broad set of investment strategies that are combined to construct a portfolio that depends less on traditional return drivers. The fund does not seek to be market neutral but aims for limited correlation and exposure to traditional asset classes over time. DNB Fund Multi Asset provides broad exposure across asset classes, markets and sectors worldwide.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountryNorway
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM58M EUR
Inception DateFeb 2020
Management Fee0.50%
Performance Fee15.00%

Company Information

CompanyDNB Asset Management S.A.
Principal -
AddressDronning Eufemias gate 30
Oslo, N-0191
Phone+ 47 22 47 40 00
E-mail[email protected]
Websitewww.dnbam.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.25 0.56 2.28 4.14
2023 0.49 -0.20 0.03 0.31 -0.77 1.03 1.20 0.58 0.64 0.63 1.46 0.69 6.24
2022 -1.91 -1.45 1.29 0.06 -0.16 -1.45 1.39 0.35 -0.11 0.72 -0.20 -0.24 -1.76
2021 -0.34 0.89 1.11 0.17 0.06 0.63 0.06 0.64 -0.45 0.89 0.02 0.44 4.18
2020 -1.70 -3.44 0.37 4.70 -0.06 -0.29 0.03 0.29 -0.59 0.61 0.10 -0.17

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 -5.08% 2 11 02/2020 02/2021
2 -3.61% 6 13 01/2022 07/2023
3 -0.45% 1 1 09/2021 10/2021
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.36%1.14%0.82%0.44%0.30%
% Positive100.00%100.00%91.67%70.83%72.22%
Avg. Pos. Period1.36%1.15%0.97%0.80%0.69%
Avg. Neg. Period - - -0.77%-0.45%-0.69%
Sharpe Ratio6.706.544.061.961.26
Sortino Ratio0.000.0012.774.362.10
Monthly Volatility0.71%0.61%0.70%0.78%0.84%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.70%-3.44%0.25%0.30%2.28%68.00%
3 Months 5.02%-4.73%0.82%0.61%4.14%79.17%
6 Months 7.06%-3.61%1.50%1.15%7.06%77.78%
1 Year 10.29%-2.06%2.40%2.54%10.29%79.49%
2 Years 11.01%0.30%3.39%2.35%11.01%100.00%
3 Years 11.39%2.29%6.73%7.20%11.39%100.00%
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

DNB Fund Multi Asset is a multi-asset fund that allocates capital to a number of investment strategies managed by different teams at DNB Asset Management. The fund thus seeks to give investors access to a broad set of investment strategies that are combined to construct a portfolio that depends less on traditional return drivers. The fund does not seek to be market neutral but aims for limited correlation and exposure to traditional asset classes over time. DNB Fund Multi Asset provides broad exposure across asset classes, markets and sectors worldwide.

Fund Information

General Information

NHX CategoryFund Of Funds
NHX CountryNorway
Legal StructureSICAV
Fund DomicileLuxembourg
Minimum Investment -
AUM58M EUR
Inception DateFeb 2020
Management Fee0.50%
Performance Fee15.00%

Company Information

CompanyDNB Asset Management S.A.
Principal -
AddressDronning Eufemias gate 30
Oslo, N-0191
Phone+ 47 22 47 40 00
E-mail[email protected]
Websitewww.dnbam.com
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.25 0.56 2.28 4.14
2023 0.49 -0.20 0.03 0.31 -0.77 1.03 1.20 0.58 0.64 0.63 1.46 0.69 6.24
2022 -1.91 -1.45 1.29 0.06 -0.16 -1.45 1.39 0.35 -0.11 0.72 -0.20 -0.24 -1.76
2021 -0.34 0.89 1.11 0.17 0.06 0.63 0.06 0.64 -0.45 0.89 0.02 0.44 4.18
2020 -1.70 -3.44 0.37 4.70 -0.06 -0.29 0.03 0.29 -0.59 0.61 0.10 -0.17

Portfolio Managers

No data filled

Return Statistics

Last Month Return 2.28%
3 Month Return 4.14%
Year to Date Return 4.14%
12 Month Return 10.29%
36 Month Return 11.39%
Total Return Annualized 2.99%
Winning Months (%) 68.00%
Average Winning Month 0.76%
Average Losing Month -0.84%
Total Return Cumulative 13.05%

Risk Statistics (12M)

1 Year
Sharpe Ratio4.06
Sortino Ratio12.77
Sterling0.96
Calmar13.36
Skewness-0.23
Kurtosis3.27
Maximum Drawdown-0.77%
Correlation vs S&P 5000.38
Annualized Volatility2.43%
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 -5.08% 2 11 02/2020 02/2021
2 -3.61% 6 13 01/2022 07/2023
3 -0.45% 1 1 09/2021 10/2021
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.36%1.14%0.82%0.44%0.30%
% Positive100.00%100.00%91.67%70.83%72.22%
Avg. Pos. Period1.36%1.15%0.97%0.80%0.69%
Avg. Neg. Period - - -0.77%-0.45%-0.69%
Sharpe Ratio6.706.544.061.961.26
Sortino Ratio0.000.0012.774.362.10
Monthly Volatility0.71%0.61%0.70%0.78%0.84%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.70%-3.44%0.25%0.30%2.28%68.00%
3 Months 5.02%-4.73%0.82%0.61%4.14%79.17%
6 Months 7.06%-3.61%1.50%1.15%7.06%77.78%
1 Year 10.29%-2.06%2.40%2.54%10.29%79.49%
2 Years 11.01%0.30%3.39%2.35%11.01%100.00%
3 Years 11.39%2.29%6.73%7.20%11.39%100.00%
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.