Fact sheet: CG Capital Value

Fund information
Fund name
CG Capital Value V
Fund manager company
CG Asset Management Ltd
Fund type
OEIC
Fund managers
  • Alastair Laingsince 03/01/2011
  • Peter Spillersince 03/06/2010
Fund objective
To achieve absolute returns through active asset allocation across equities, bonds and commodities. Equity investments are made in quoted closed ended trusts and other collective investment vehicles.
Benchmark
  • LIBOR 3 month GBP
Investment style
Cautious
Investment method
None
Quick stats
1 Year return
11.8%
1 Year rank in sector
5/89
Sector
FO Mixed Asset - Cautious
Yield
-
Fund size
£278m
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.
29
Top in this sector
Fund name1 Year
SEI GblMtiAtInc23.7%
HSBC Pfl World Seltn 123.1%
Towry A455012.8%
SEI Core12.2%
CG Capital Value11.8%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Index Linked36%
    Others31%
    Preference Shares21%
    Money Market6%
    Global Government Fixed Interest5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.4%2%8.7%11.8%25.2%36.5%
Sector-1.1%-1.1%1.5%1.3%6.3%18.1%
Rank within sector66 / 937 / 936 / 915 / 893 / 6511 / 54
Quartile3rd1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund10.9%5.8%7.9%0%6.2%
Sector2.6%-0.7%4.3%4.2%6.1%
Rank within sector8 / 893 / 8211 / 6655 / 6131 / 54
Quartile1st1st1st4th3rd
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.
6.62
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.
0.45
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.
0.91
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%.
4.64
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.
4.76
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.
1.07
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 high147.94
52 week low129.77
Current bid price-
Current offer price-
Current mid price145.21
Region
No data available.
Industry sector
No data available.
Asset type
1Global Index Linked36%
2Others31%
3Preference Shares21%
4Money Market6%
5Global Government Fixed Interest5%
6Commodity & Energy1%
Individual holdings
1UK I/L 1.25% 22/11/20196.1%
2TREASURY 1.25% IDX-LKD GILT 22/11/17 GBP0.015.8%
3NTH ATLANTIC ORD GBP0.054.5%
4UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/07/21 USD1004%
5UK TRSY 0.125% IL 03/243.7%
6US I/L 0.125% 15/01/20233.1%
7JPEL PRIVATE EQUITY USD1.9%
8PROSPECT JAPAN FUND LTD ORD USD0.011.9%
9F&C INVESTMENT TRUST1.5%
Management
Fund manager group
CG Asset Management
Fund manager company
CG Asset Management Ltd
Fund type
OEIC
Fund objective
To achieve absolute returns through active asset allocation across equities, bonds and commodities. Equity investments are made in quoted closed ended trusts and other collective investment vehicles.
Benchmark
  • LIBOR 3 month GBP
Investment style
Cautious
Investment method
None
Fund managers
NameSinceBiography
Alastair Laing03/01/2011Alastair has managed the fund since joining CGAM in 2011. Alastair joined CGAM from HgCapital LLP (a pan- European private equity fund) and previously worked with the mergers and acquisitions team at Deloi e LLP. Alastair was educated at Edinburgh University and was an MBA scholar at the London Business School. He is a member of the Chartered Institute of Accountants of Scotland.
Peter Spiller03/06/2010Peter founded CGAM in 2001 and has managed the fund since inception. Prior to founding CGAM Peter was a partner and strategy director for Cazenove Capital Management and a US equity investor at Capel Cure & Myers. Peter was educated at Wellington College and Christ Church, Oxford.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
CG Capital Value V
Initial charge1%
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price145.21
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIUS0
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.