Taking momentum as a basis, the investments are selected primarily from among equities in the Danish C25 share index, then from among the most liquid Danish large and midcap equities. We use risk-adjusted momentum to achieve lower draw downs and better long-term return. Since 2012, we have achieved 58% percentage points more in return than the comparative index, net after all costs.
Updated on close: 23. marts 2023
Return since Feb. 2012 449,6%
Annualized 16,9%
p.a.
This year 0,1%
Current market price Nasdaq Kbh
Current NAV 151,99 per 24. mar kl. 16:34
Falcon Danske Aktier Momentum was listed on 7 Sept. 2017. The return before this date is the actual net return achieved with the same investment strategy from February 2012 until the listing. In June 2018, the investment mandate was changed from the C25 index to the C25 index along with the most liquid Danish large and midcap equities, and the fund’s name was changed from Falcon C25 Momentum to Falcon Danske Aktier Momentum.
Disclaimer: Investment can carry a risk of loss, which cannot be determined beforehand. Historic returns are not a guarantee of future returns.
THE AIM of Falcon Danske Aktier Momentum is to deliver a better absolute and risk-adjusted return than the Danish OMX Copenhagen Large Cap GI share index.
THE PHILOSOPHY is to benefit from momentum, which is an academically respected investment factor, which has, in both theory and practice, given a higher return than the market return across geographical regions, asset classes and measuring methods.
THE STRATEGY is to continuously monitor the portfolio via risk-adjusted momentum, so that it achieves exposure to the most liquid Danish equities in the large and midcap segment, which gives the best risk-adjusted return.
THE ADVANTAGE of having Falcon Danske Aktier Momentum in the portfolio is that you get diversification at the strategy level as well as being able to gain from the higher returns, which, for long periods of time, momentum has given – both in academical results and in practice at Falcon Invest.
FALCON DANSKE AKTIER MOMENTUM
ISIN: DK0060854313
Bloomberg: FIIDKM DC
Reg. nr. with the Danish FSA: 11.202.002
RECOMENDED INVESTMENT HORIZON
+3 years
FEE-STRUCTURE
Fixed + high water mark. Please refer to the prospectus for more details
MANDATE
Shares in the Danish C25-index and the most liquid Danish large and midcap equities
No leverage
Long only / no shortselling
BASE CURRENCY
Danish Kroner (DKK)
UCITS
UCITS-compliant
FACTSHEET
Morningstar
Falcon Invest is a UCITS compliant mutual fund and is approved by the Danish FSA.
The fund advisor, Falcon Fondsmæglerselskab A/S, is a leading expert in systematic momentum strategies.
Falcon Invest
Badstuestræde 20
DK-1209 København K
Phone: +45 38 14 66 00
Email: [email protected]