Anna Asset Management AS

Anna Fund

Strategy Description

Anna Fund is a quantitative long/short algorithmic fund with a strategy rooted in behavioral finance specialized in Bitcoin (BTC) derivatives. The fund targets price movements in either direction making performance independent of long-term value of crypto.

Fund Information

General Information

NHX CategoryCTA
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment500,000 NOK
AUM164M NOK
Inception DateJul 2023
Management Fee2.00%
Performance Fee20.00%

Company Information

CompanyAnna Asset Management AS
PrincipalOle Christian Wendel
Address Sørkedalsveien 6
Oslo, 0369
Phone
E-mail[email protected]
Websitewww.anna.fund
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -7.39 63.51 20.33 40.54 156.07
2023 -7.48 16.70 -5.57 -2.37 5.78 9.82 15.63

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 -7.81% 2 2 09/2023 12/2023
2 -7.48% 1 1 07/2023 08/2023
3 -7.39% 1 1 01/2024 02/2024
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return40.36%19.92% - - -
% Positive100.00%83.33% - - -
Avg. Pos. Period41.46%28.00% - - -
Avg. Neg. Period - -7.39% - - -
Sharpe Ratio8.143.24 - - -
Sortino Ratio0.0022.88 - - -
Monthly Volatility17.64%23.61% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 63.51%-7.48%13.39%7.80%40.54%60.00%
3 Months 176.51%-2.48%44.13%10.50%176.51%87.50%
6 Months 197.47%15.63%79.54%62.17%197.47%100.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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

Anna Fund is a quantitative long/short algorithmic fund with a strategy rooted in behavioral finance specialized in Bitcoin (BTC) derivatives. The fund targets price movements in either direction making performance independent of long-term value of crypto.

Fund Information

General Information

NHX CategoryCTA
NHX CountryNorway
Legal StructureAlternative Investment Fund
Fund DomicileNorway
Minimum Investment500,000 NOK
AUM164M NOK
Inception DateJul 2023
Management Fee2.00%
Performance Fee20.00%

Company Information

CompanyAnna Asset Management AS
PrincipalOle Christian Wendel
Address Sørkedalsveien 6
Oslo, 0369
Phone
E-mail[email protected]
Websitewww.anna.fund
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -7.39 63.51 20.33 40.54 156.07
2023 -7.48 16.70 -5.57 -2.37 5.78 9.82 15.63

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 40.54%
3 Month Return 176.51%
Year to Date Return 156.07%
12 Month Return -
36 Month Return -
Total Return Annualized 267.91%
Winning Months (%) 60.00%
Average Winning Month 26.11%
Average Losing Month -5.70%
Total Return Cumulative 196.11%

Risk Statistics (12M)

1 Year
Sharpe Ratio -
Sortino Ratio -
Sterling -
Calmar -
Skewness -
Kurtosis -
Maximum Drawdown -
Correlation vs S&P 500 -
Annualized Volatility -
Annualized Down. Deviation -

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 -7.81% 2 2 09/2023 12/2023
2 -7.48% 1 1 07/2023 08/2023
3 -7.39% 1 1 01/2024 02/2024
4 - - - - -
5 - - - - -

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return40.36%19.92% - - -
% Positive100.00%83.33% - - -
Avg. Pos. Period41.46%28.00% - - -
Avg. Neg. Period - -7.39% - - -
Sharpe Ratio8.143.24 - - -
Sortino Ratio0.0022.88 - - -
Monthly Volatility17.64%23.61% - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 63.51%-7.48%13.39%7.80%40.54%60.00%
3 Months 176.51%-2.48%44.13%10.50%176.51%87.50%
6 Months 197.47%15.63%79.54%62.17%197.47%100.00%
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

CORRELATION (12 MONTH ROLLING)

Chart not applicable - performance history is less than 12 months

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.