It is our firm belief that risk premiums exist in debt and interest rate markets. Our mission is to identify and isolate these into carefully hedged trades which only exposes the portfolio to risks for which it is properly rewarded. Using rigorous modelling, extensive market knowledge and a solid risk management framework, we apply controlled leverage to construct portfolios which deliver best-in-class returns both on an absolute and on a risk-adjusted basis.
The asgard funds - returns
|Fund||Date||Month End||YTD||Last 12M||LTD||Sharpe|
|Asgard Fixed Income Fund||30/12/2020||0.37||16.15||16.15||12.99||1.92|
|Asgard Fixed Income Risk Premia Fund*||30/12/2020||0.24||16.14||16.14||9.25||1.75|
|Asgard Credit Fund||18/12/2020||-0.65||-14.33||-14.33||2.14||0.15|
LTD is the annualized return since inception of the fund.
The calculations prior to the launch of the Asgard Fixed Income Risk Premia fund the 1st of October 2017, are based on the The Asgard Fixed Income Global fund, which was moved to the Asgard ICAV and combined with Asgard Risk Premia through a scheme of amalgamation approved by the Irish FSA in 2017. Hence the Asgard Fixed Income Risk Premia Fund retains the track record of the Asgard Fixed Income Global Fund which was moved in its entirety.