Fact sheet: Aurum Multi Strategy

Fund information
Fund name
Aurum Multi Strategy GBP
Fund manager company
Aurum Funds
Fund type
No data available.
Fund manager
No data available.
Fund objective
The Aurum Multi Strategy Fund is a global multi-strategy fund that is exposed to a number of alternative strategies including global macro, systematic, long/short equity, and multi-strategy. The Fund aims to provide investors with attractive risk adjusted returns over the long term investment horizon with minimal correlation to traditional asset classes.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
1.6%
1 Year rank in sector
38/127
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£40m (£56m last year)
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.
19
Top in this sector
Fund name1 Year
Pimco GIS Stk Pl23.7%
LFIS VisionPremiaOpps21.5%
H2O MultiStrategies20.5%
Avia Altus17.5%
Castellain Value17%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%2.3%1.6%11.5%24.9%
Sector0.4%0.7%-0.2%-0.1%3.8%7.2%
Rank within sector-86 / 14237 / 13938 / 12720 / 8310 / 65
Quartile3rd2nd2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund-1.6%4.7%4.8%6.5%
Sector0.3%-0.5%-0.6%5.1%1.4%
Rank within sector-40 / 12616 / 10136 / 8225 / 71
Quartile2nd1st2nd2nd
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.
3.04
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.
0.46
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.
0.04
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%.
2.73
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.
2.81
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.
0.82
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.
0.12
Price movement
52 week high144.38
52 week low138.88
Current bid price-
Current offer price-
Current mid price144.01
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Aurum Funds
Fund type
No data available.
Fund objective
The Aurum Multi Strategy Fund is a global multi-strategy fund that is exposed to a number of alternative strategies including global macro, systematic, long/short equity, and multi-strategy. The Fund aims to provide investors with attractive risk adjusted returns over the long term investment horizon with minimal correlation to traditional asset classes.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
Bermuda, United Kingdom, Offshore, Singapore
Aurum Multi Strategy EUR
Initial charge-
Annual charge-
Min single investment£25,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price135.7858
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQ038
Aurum Multi Strategy GBP
Initial charge-
Annual charge-
Min single investment£15,000
Min regular saving£7,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price144.0115
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQ037
Aurum Multi Strategy USD
Initial charge-
Annual charge-
Min single investment£25,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price142.1135
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQ039
Data provided by

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