C WORLDWIDE LONG/SHORT GLOBAL AS OF 31 JULY 2018
NET OF FEES IN EUR
STRATEGY
The objective of the Fund is to generate competitive risk adjusted returns. To achieve this result the manager will seek to exploit the Fund's investment flexibility by focusing on downside protection and by creating positive returns from both long and short positions in the portfolio.
EXPOSURE
| % of NAV | Beta | |
| Long positions | 63.5 | 60.2 |
| Short positions | 41.5 | 40.8 |
| Gross exposure | 105.0 | 101.0 |
| Net exposure | 21.9 | 19.4 |
INVESTMENT RETURNS
|
|
Portfolio |
RETURN & RISK
| May | Jun | Jul | YTD | 1 Y | 3 Y | 5 Y | 10 Y | Lifetime | P.A. | |
| Portfolio (%) | 0.6 | 0.2 | 0.4 | -1.7 | -1.5 | -5.7 | 26.4 | 67.1 | 198.6 | 7.5 |
| 3 Months Euribor (%) | 0.0 | 0.0 | 0.0 | -0.2 | -0.3 | -0.8 | -0.5 | 5.7 | 23.7 | 1.4 |
| MSCI AC World (%) | 3.6 | -0.6 | 2.8 | 5.3 | 11.8 | 22.1 | 74.9 | 144.6 | 207.8 | 7.7 |
| 3 Y | 5 Y | 10 Y | Lifetime | P.A. | ||||||
| Std. dev. portfolio (%) | 4.1 | 6.2 | 10.3 | 9.6 | 9.6 | |||||
| Std. dev. MSCI AC World (%) | 11.1 | 9.9 | 12.2 | 11.9 | 11.9 | |||||
| Correlation to MSCI AC World | 0.4 | 0.5 | 0.7 | 0.7 | 0.7 | |||||
| Sharpe ratio portfolio | -0.4 | 0.8 | 0.4 | 0.6 | 0.6 | |||||
| Downside deviation (%) | 3.4 | 3.7 | 7.2 | 6.5 | 6.5 | |||||
| Positive months (%) | 52.8 | 61.7 | 62.5 | 65.9 | - | |||||
GEOGRAPHIC DIVERSIFICATION
MONTHLY RETURNS
STD DEV 1Y DAILY VALUES
| C WorldWide Long/Short Global | 4.4 |
| MSCI AC World | 10.4 |
FACTS
| Security identifier (ISIN): | LU0171715930 |
| Launch date: | 24 June 2003 |
| Investment Management fee: | 1.00% p.a. |
| Administration fee: | 0.22% p.a. |
| Performance fee: | 20% |
| Dealing frequency: | Monthly |
| Minimum investment: | EUR 10,000 |
| Benchmark: | 3 Months Euribor |
| NAV at month end: | 298.93 |
| Fund AUM: | 27.51 million |
| Investment Manager: | C WorldWide Asset Management |
| Portfolio Manager: | David Rindegren |
DISCLAIMER
The fact sheet is for information purposes only. The fact sheet does not constitute, and shall not be considered as, an offer or invitation to purchase or sell any fund. The information, calculations etc. shall not be considered investment advice or requests to engage in investment operations.
All reasonable precautions have been taken to ensure the correctness and accuracy of the fact sheet. However, the correctness and accuracy is not guaranteed and C WorldWide Asset Management Fondsmaeglerselskab A/S accepts no liability for any errors, spelling mistakes or omissions.
All figures are based on past performance. Past performance is not a reliable indicator of future performance. The currency is EUR. The return may increase or decrease as a result of currency fluctuations.
The figures are net of fees. Other fees, incurred by the investor, such as custody fees and transaction costs, are not included.