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|