Fact sheet: CF Eclectica Absol Macro

Fund information
Fund name
CF Eclectica Absolute Macro A GBP
Fund manager company
CF Eclectica Asset Management
Fund type
OEIC
Fund managers
  • Hugh Hendrysince 01/02/2009
Fund objective
The Sub-fund may use contracts for difference and other derivatives, forward transactions, hedging and other investment techniques (to establish long and short positions) for investment and EPM purposes.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-3.6%
1 Year rank in sector
58/72
Sector
UT Targeted Absolute Return
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.68%
Fund size
£26m (£30m 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.
69
Mid price
102.96
Top in this sector
Fund name1 Year
Majedie Tortoise22%
Jupiter Absolute Return11.2%
Threadneedle Tgt Rtn10.2%
CF Ruffer Absolute Return9.9%
Newton Mgd Tgtd Rtn7.8%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities32%
    Global Fixed Interest30%
    Foreign Exchange28%
    Commodity & Energy10%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%2.8%1.4%-3.6%4.9%3.9%
Sector-1%-0.3%0.8%0.1%5.5%15%
Rank within sector7 / 735 / 7435 / 7258 / 7232 / 5845 / 47
Quartile1st1st2nd4th3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund-4.2%4.4%2.1%0.8%-0.4%
Sector-0%2.2%2.5%6.5%3.3%
Rank within sector59 / 7217 / 6740 / 5851 / 5342 / 47
Quartile4th2nd3rd4th4th
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.
-9.06
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.
4.57
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
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%.
10.99
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.
9.83
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.
-0.11
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.
0.5
Price movement
52 week high107.94
52 week low97.83
Current bid price-
Current offer price-
Current mid price102.96
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities32%
2Global Fixed Interest30%
3Foreign Exchange28%
4Commodity & Energy10%
Individual holdings
1USD INDEX FTRS68.5%
2SHORT CNH VS CFETS BASKET50.6%
3LONG GERMAN 10YR BUNDS49.2%
4EURODOLLAR PUT LADDER19.7%
5UK 10YR GILTS12.1%
6ETFS PHYSICAL GOLD GBP9.5%
7ETFS PHYSICAL GOLD GBP9.5%
8SOURCE PHYSICAL GOLD USD9.5%
9SOURCE PHYSICAL GOLD USD9.5%
Management
Fund manager group
Eclectica Asset Management
Fund manager company
CF Eclectica Asset Management
Fund type
OEIC
Fund objective
The Sub-fund may use contracts for difference and other derivatives, forward transactions, hedging and other investment techniques (to establish long and short positions) for investment and EPM purposes.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Fund managers
NameSinceBiography
Hugh Hendry01/02/2009Hugh is the principal portfolio manager and leads both the investment thinking and research teams. Hugh has over 20 years’ investment experience with Baillie Gifford, Credit Suisse Asset Management and Odey Asset Management. As partner at Odey Hugh managed a range of funds from $1bn of long-only European mandates to the Eclectica Fund.
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
CF Eclectica Absolute Macro A GBP
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.68%
Total expense ratio (TER)1.88%
Bid price-
Offer price-
Mid price102.96
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBYW7
CF Eclectica Absolute Macro A Hedged EUR
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.68%
Total expense ratio (TER)1.88%
Bid price-
Offer price-
Mid price1.3422
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBYW8
CF Eclectica Absolute Macro A Hedged USD
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.68%
Total expense ratio (TER)1.88%
Bid price-
Offer price-
Mid price1.4737
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC5K7
CF Eclectica Absolute Macro B Hedged Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJOII
CF Eclectica Absolute Macro B Hedged Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJOIJ
CF Eclectica Absolute Macro C GBP
Initial charge-
Annual charge1%
Min single investment£2,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)1.38%
Bid price-
Offer price-
Mid price107.2
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBG0
CF Eclectica Absolute Macro C Hedged EUR
Initial charge-
Annual charge1%
Min single investment£2,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)1.38%
Bid price-
Offer price-
Mid price1.4092
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBG1
CF Eclectica Absolute Macro C Hedged USD
Initial charge-
Annual charge1%
Min single investment£2,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)1.38%
Bid price-
Offer price-
Mid price1.5236
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC5K8
CF Eclectica Absolute Macro D Hedged Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJOIK
CF Eclectica Absolute Macro D Hedged Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJOIL
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.