Fact sheet: Boost US Trses 10Y 5X Short Dly ETP

Fund information
Fund name
Boost US Treasuries 10Y 5X Short Daily ETP
Fund manager company
Boost Management Ltd
Fund type
No data available.
Fund manager
  • Boost Management Ltdsince 12/07/2015
Fund objective
Boost US Treasuries 10Y 5x Short Daily ETP is a fully collateralised, UCITS eligible Exchange-Traded Product. The ETP provides five times the inverse daily performance of the US Treasury Note 10Y Rolling Future Index, which tracks front-month 10-Year US Treasury Note futures, plus the interest revenue earned on the collateralised amount. 10-Year US Treasury Note futures are traded on CBOT and deliver US government bonds with 6.5-10 years to maturity.
Benchmark
  • US Treasury Note 10y Rolling Future
Investment style
Passive/Tracking
Investment method
Synthetic
Quick stats
1 Year return
-3.1%
1 Year rank in sector
4/4
Sector
FO Fixed Int - Other
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
HSBC GIF India Fix Income10%
Twelve Falcon Ins Opprtns8.8%
Franklin GCC Bond4.3%
Boost USTrses10Y3XShtDlyETP-1.2%
Boost US Treas 10Y 3x Levge Dly ETP-2.5%
...more in FO Fixed Int - Other

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund19.2%24%11.8%-3.1%--
Sector-1.9%0.8%4.2%6.1%11.5%18.6%
Rank within sector1 / 41 / 41 / 44 / 4--
Quartile1st1st1st4th
Calendar performance
 YTD - 20162015201420132012
Fund-6.8%----
Sector5.8%0.2%5.9%-1%6.1%
Rank within sector4 / 4----
Quartile4th
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.
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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%.
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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.
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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.
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Price movement
52 week high94
52 week low64.95
Current bid price-
Current offer price-
Current mid price86.15
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Boost ETP
Fund manager company
Boost Management Ltd
Fund type
No data available.
Fund objective
Boost US Treasuries 10Y 5x Short Daily ETP is a fully collateralised, UCITS eligible Exchange-Traded Product. The ETP provides five times the inverse daily performance of the US Treasury Note 10Y Rolling Future Index, which tracks front-month 10-Year US Treasury Note futures, plus the interest revenue earned on the collateralised amount. 10-Year US Treasury Note futures are traded on CBOT and deliver US government bonds with 6.5-10 years to maturity.
Benchmark
  • US Treasury Note 10y Rolling Future
Investment style
Passive/Tracking
Investment method
Synthetic
Fund manager
NameSinceBiography
Boost Management Ltd12/07/2015
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, United Kingdom, Ireland, Italy
Boost US Treasuries 10Y 5X Short Daily ETP
Initial charge-
Annual charge-
Min single investment£1
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)-
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price86.1463
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHBT
Data provided by

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