Fact sheet: Capital Strategy FxdInc Alctr

Fund information
Fund name
Capital Strategy Fixed Income Allocator A USD
Fund manager company
Capital Strategy Fds Sicav plc
Fund type
Offshore Fund
Fund managers
  • Marc Sormanisince 12/11/2010
  • Ilias El Bahraouisince 12/11/2010
Fund objective
The Fund's objective is to achieve above average risk adjusted returns with below market volatility using a proprietary trading approach across fixed income based assets. The Fund will allocate the assets either directly or indirectly through other collective investments schemes amongst various categories within the fixed income markets. The Fund will be exposed to Money Market Instruments and Transferable Securities including but not limited to: short and long dated treasury securities, emerging markets sovereign debt, high grade corporate debt, high yield debt, convertible securities, fixed or floating rate bonds and notes, debentures, commercial paper, certificates of deposits, structured securities, Exchange Traded Funds, Collective Investment Schemes, Closed End Funds.
Benchmark
  • No Specified Index
Investment style
Absolute Return,High Yield
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - Global
Yield
-
Fund size
£0m
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.
62
Top in this sector
Fund name1 Year
Capital Group GHIOL33.4%
Aberdeen Global II GlGovtBd27.9%
Russell Gbl Bd27.7%
Dodge & Cox Global Bond26.9%
Baring Intl Bd26.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector-0.1%2.4%4.3%5.8%8.5%17%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund--1.8%1.8%4.3%6.5%
Sector6.2%-1.6%3.7%-1.6%8.2%
Rank within sector-176 / 276164 / 23719 / 20499 / 170
Quartile3rd3rd1st3rd
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.
0.49
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.
-0.14
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%.
2.41
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.
3.78
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.
-0.77
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.
0.02
Price movement
52 week high116.07
52 week low113.17
Current bid price-
Current offer price-
Current mid price113.55
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
Capital Strategy Fds Sicav plc
Fund type
Offshore Fund
Fund objective
The Fund's objective is to achieve above average risk adjusted returns with below market volatility using a proprietary trading approach across fixed income based assets. The Fund will allocate the assets either directly or indirectly through other collective investments schemes amongst various categories within the fixed income markets. The Fund will be exposed to Money Market Instruments and Transferable Securities including but not limited to: short and long dated treasury securities, emerging markets sovereign debt, high grade corporate debt, high yield debt, convertible securities, fixed or floating rate bonds and notes, debentures, commercial paper, certificates of deposits, structured securities, Exchange Traded Funds, Collective Investment Schemes, Closed End Funds.
Benchmark
  • No Specified Index
Investment style
Absolute Return,High Yield
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Marc Sormani12/11/2010
Ilias El Bahraoui12/11/2010
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
France, United Kingdom, Malta, Offshore
Capital Strategy Fixed Income Allocator A USD
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.55
CurrencyUSD
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0A
Capital Strategy Fixed Income Allocator B EUR
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.51
CurrencyEUR
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0B
Capital Strategy Fixed Income Allocator C CHF
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.25
CurrencyCHF
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0C
Capital Strategy Fixed Income Allocator D TRY
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price150.93
CurrencyTRY
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0D
Capital Strategy Fixed Income Allocator E GBP
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.63
CurrencyGBP
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0E
Capital Strategy Fixed Income Allocator F AUD
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price115.7
CurrencyAUD
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0F
Capital Strategy Fixed Income Allocator G SGD
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.73
CurrencySGD
Price updated14/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGY0G
Data provided by

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