Danske Invest SICAV - SIF

Global Cross Asset Volatility Class C p

Funds promoting environmental or social characteristics - ISIN: LU1807292328
Documents
Factsheet
Key Information Document (PRIIPs)
Articles of incorporation
Prospectus
Sustainability-related disclosure
Complaints procedure
Investor rights

133.39

NAV as of 18.07.2024

+0.05%

Return 1 day

+1.45%

Return 1 month

+7.68%

Return (year-to-date)

Objectives and investment policy

Objectives

The objective of this alternative investment fund is to achieve investment growth in any type of market conditions (absolute return). The share class is accumulating.

Investment policy

The fund seeks exposure to volatility risk premia embedded in equities, fixed income, credit, currencies and money market instruments from anywhere in the world with a focus on developed markets. The volatility-based strategies are implemented using derivatives such as options, futures and swaps. The fund may also, for a short period of time, invest directly, or via UCITS or UCIs, into such underlying securities. The fund will invest its remaining assets in UCITS (including UCITS ETFs), UCIs, high credit quality debt instruments, such as bonds issued by governments and credit institutions, money market instruments and/or short-term deposits.

The fund may use derivatives for hedging and efficient portfolio management, as well as for investment purposes. Expected leverage is 800% to 1,000% with an expected maximum of 4,000%.

The fund is categorised as article 8 under SFDR and promotes environmental and/or social characteristics, as well as good governance practices, through screening, exclusions, investment analysis and decision-making as well as active ownership. The fund follows Danske Invest's responsible investment policy.

Recommendation: The fund may not be appropriate for investors who plan to redeem their money within 3 years.

Funds promoting environmental or social characteristics (Article 8)
This type of fund promotes environmental (E) or social (S) conditions and ensures good governance practices (G). Depending on the fund's investment strategy, this may be done through screening, exclusion, inclusion and active ownership. The funds may partially invest in sustainable investments, but making sustainable investments is not their goal.
Funds that promote environmental or social characteristics are subject to the disclosure requirements set out in Article 8 of the EU's regulation on sustainability-related disclosures in the financial services sector.

Return

Global Cross Asset Volatility Class C p
Return
Monthly return
Annual return
Return (12 M rolling)
Monthly excess return compared to benchmark
1 year
3 years
5 years
Since launch

to
Compare with other fund ...
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Past performance is not a reliable indicator of future results. Future returns may be negative. The return may increase and decrease as a result of currency fluctuations if the fund is issued in a currency other than the currency used in the country in which you are domiciled.

Monthly return

  2018 2019 2020 2021 2022 2023 2024
January   – 0.60 + 1.16 – 2.09 – 2.97 + 1.23 + 1.27
February   + 0.60 – 1.32 + 2.28 + 0.22 – 1.83 + 1.99
March   + 1.23 – 1.77 + 3.64 + 1.09 + 1.19 + 0.72
April   + 0.18 + 1.92 + 1.60 – 1.21 + 2.40 – 0.04
May   + 0.51 + 0.16 + 0.68 – 1.32 – 0.11 + 2.10
June – 1.74 – 0.09 + 1.63 + 0.85 + 2.94 + 2.11 + 0.86
July – 0.11 + 0.01 + 0.51 – 0.62 + 0.74 + 0.41  
August + 1.64 – 1.27 + 0.87 – 0.29 + 0.03 + 0.63  
September – 0.13 + 0.02 + 0.54 + 0.74 + 0.98 + 1.40  
October – 3.24 + 1.24 – 0.07 + 1.34 – 0.48 + 1.09  
November – 1.32 + 2.25 + 1.19 – 0.64 – 0.92 + 2.13  
December + 0.48 – 0.82 + 1.13 + 0.40 + 0.33 – 0.70  

Risk indicator

Lower risk

Higher risk

Typically lower return

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The summary risk indicator is a guide to the level of risk of this product compared to other products. It shows how likely it is that the product will lose money because of movements in the markets or because we are not able to pay you.

This classification may change and may not reliably indicate the future risk profile of the fund. The lowest category does not mean risk free.

This product does not include any protection from future market performance so you could lose some or all of your investment.
 

Value of
Click to change the amount

0 years
years
6 years
years

of which n/a € in dividends.
Total charges during the period:
n/a €. plus performance fee (if any).

Past performance is not a reliable indicator of future results. Future returns may be negative. The return may increase and decrease as a result of currency fluctuations if the fund is issued in a currency other than the currency used in the country in which you are domiciled.
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Value of EUR 100

PeriodeVærdi
1 year runningEUR 112.48
3 years runningEUR 118.38
5 years runningEUR 136.27
Past performance is not a reliable indicator of future results. Future returns may be negative. The return may increase and decrease as a result of currency fluctuations if the fund is issued in a currency other than the currency used in the country in which you are domiciled.
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Manager

Jacob Øland Jensen

Title: Chief Portfolio Manager
Background: M.Sc. in Economics
Years of experience: 17

Danske Bank Asset Management is an international asset manager and part of the Danske Bank Group.

Danske Bank Asset Management is Danske Invest’s main investment manager. Danske Bank Asset Management focuses its resources on selected core investment areas. These areas are Nordic equities, European equities, global equities, Nordic fixed income, European corporate bonds, global inflation-linked bonds, emerging markets debt as well as index based investments. Danske Bank Asset Management also manages hedge fund strategies within both equities and fixed income.

Awards

The hedge fund journal CTA and Discretionary Trader Awards 2023

Multi-Asset Volatility Arbitrage
(Hybrid Systematic and Discretionary)
Best Performing Fund over 2, 3 and 4 Years
Danske Invest Global Cross Asset Volatility
(Danske Bank Asset Management)

Charges

The charges you pay are used to cover the costs of running the fund, including marketing costs and distribution. These charges reduce the potential growth of your investment.

Charges taken from the fund over a year

One-off charges taken before or after you invest

Other charges *)

*) Other charges are charges which entirely or partially are included in the ongoing charges and/or one-off charges.
Global Cross Asset Volatility Class C p

Facts about the fund

  • Basic information

    Basic information

    ISIN code LU1807292328
    Listed on stock exchange No
    Sub-fund of Danske Invest SICAV - SIF
    Fund domicile Luxembourg
    Dividends No
    Management company Danske Invest Management A/S
    Man. company domicile Denmark
    Depositary J.P. Morgan
    Unit size 100
    Minimum initial investment 1,000 EUR
    Currency EUR
    Price method Single Price
    Legal type AIF
    Launch date 08.06.2018
    Bloomberg ticker DISGCPC LX
    Marketing permission (Well-informed retail investors) Finland, Luxembourg, Sweden, Denmark
    Marketing permission (Professional) Finland, Luxembourg, Sweden, Norway, Denmark
    Class of Global Cross Asset Volatility
    Other classes Global Cross Asset Volatility Class C-sek h p
    Global Cross Asset Volatility Class W p
    Global Cross Asset Volatility Class W-nok h p
    Global Cross Asset Volatility Class W-sek h p
  • Profile

    Profile

    Profile Actively managed
    Type Alternatives & other
    Investment area Global
    Benchmark The reference benchmark used for performance fee calculation is the Euro short-term rate. The fund is managed without any constraint related to the benchmark.
    Recommended investment horizon 3 years
  • Today's figures

    Today's figures

    Total assets, mill. EUR as of 18.07.2024 457.74
    Shareclass total assets, mill. EUR as of 18.07.2024 42.98
    Net asset value (NAV) EUR as of 18.07.2024 133.39
  • Risk key figures as of 28.06.2024

    Risk key figures as of 28.06.2024

      1 year 3 years 5 years 7 years 10 years
    Avg. annual return (%) 12.48 5.79 6.39
    Sharpe Ratio 0.90 1.19
    Volatility 4.32 4.46
    Tracking Error
    Information Ratio
    Calculation is based on end-of-month data.
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