Fact sheet: AHFM Defined Returns

Fund information
Fund name
AHFM Defined Returns B
Fund manager company
Atlantic House Fund Management
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Fund aims to generate medium to long-term growth via exposure to a diversified portfolio of defined return investments linked to global equity indices. It will invest primarily in a mixture of transferable securities, financial derivative instruments and hold government bonds (currently UK gilts) to gain this exposure. At outset, a defined return investment will only be eligible for inclusion if it provides for a long-term positive return in anything but the bleakest of market conditions.
Benchmark
No data available.
Investment style
None
Investment method
Mixed
Quick stats
1 Year return
6.3%
1 Year rank in sector
15/109
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£169m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
80
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS24.8%
Majedie Tortoise24.8%
Income Partners AllSeasnAsCred18.5%
Ennismore Eurpn Smallar Cos16.7%
DNB ECO Abs Rt15.4%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.4%1.2%6.3%6.3%17.1%-
Sector-0.1%0.1%0.5%-2.6%3%14.3%
Rank within sector18 / 11233 / 12716 / 12015 / 10915 / 72-
Quartile1st2nd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund8%4.4%3.3%--
Sector-2.1%2.7%2.5%7.1%3.9%
Rank within sector14 / 11038 / 9436 / 74--
Quartile1st2nd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high1.18
52 week low0.96
Current bid price-
Current offer price-
Current mid price1.17
Region
1Others36.82%
2Europe ex UK21.55%
3UK20.48%
4North America9.03%
5Switzerland7.59%
6Money Market3.43%
7Japan0.96%
8Canada0.09%
9Asia0.05%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1GILT BACKED FTSE/SPX/SX5E DEF AUTOCALL (9.00%)4.98%
2GILT BACKED FTSE/SPX/SMI DEF AUTOCALL (8.73%)4.86%
3GILT BACKED FTSE/SX5E/NKY/ SMI DEF AUTOCALL (9.60%)4.83%
4GILT BACKED FTSE/SPX/NKY/SMI DEF AUTOCALL (9.60%)4.77%
Management
Fund manager group
No data available.
Fund manager company
Atlantic House Fund Management
Fund type
OEIC
Fund objective
The Fund aims to generate medium to long-term growth via exposure to a diversified portfolio of defined return investments linked to global equity indices. It will invest primarily in a mixture of transferable securities, financial derivative instruments and hold government bonds (currently UK gilts) to gain this exposure. At outset, a defined return investment will only be eligible for inclusion if it provides for a long-term positive return in anything but the bleakest of market conditions.
Benchmark
No data available.
Investment style
None
Investment method
Mixed
Fund manager
No data available.
Compliance
Reporting Fund Status
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
AHFM Defined Returns B
Initial charge-
Annual charge0.55%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.78%
Bid price-
Offer price-
Mid price1.1738
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK9JX
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.