Fact sheet: GAM Diversity

Fund information
Fund name
GAM Diversity Open NOK
Fund manager company
GAM Fund Management Ltd
Fund type
OEIC
Fund managers
  • GAM Investment Committeesince 01/02/2014
Fund objective
Capital appreciation with diversification of risk.
Benchmark
  • HFRX Global Hedge Fund Index USD
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
4.8%
1 Year rank in sector
24/136
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£128m (£284m 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.
102
Top in this sector
Fund name1 Year
H2O MultiStrategies28.1%
Castellain Value24.1%
GLG Mkt Neutral23.2%
Pictet PAF Distressed16.9%
LFIS VisionPremiaOpps16.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%0.6%2.5%4.8%3.7%17.9%
Sector-0.5%0.5%0.6%0.3%3.5%6.3%
Rank within sector68 / 14364 / 15439 / 14424 / 13644 / 9022 / 71
Quartile2nd2nd2nd1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund1.3%-0.3%-1.5%1.9%11.8%
Sector0.5%-0.5%-0.6%5.1%1.4%
Rank within sector52 / 15372 / 12771 / 10455 / 8616 / 75
Quartile2nd3rd3rd3rd1st
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.
-0.86
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.
1.17
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%.
4.19
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.
3.41
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.
-0.21
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.
0.35
Price movement
52 week high1195.95
52 week low1131.71
Current bid price-
Current offer price-
Current mid price1188.5
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1GEMSSTOCK8.5%
2AUTONOMY GLOBAL7.2%
3MW LIQUID ALPHA UCITS6.7%
4TILDEN PARK LIQUID MORTGAGE6.6%
5LAURION CAPITAL6.5%
6JEFFERIES SYSTEMATIC6.3%
7TWO SIGMA AR MACRO ENHANCED6.2%
8PGIM FIXED INCOME US LIQUIDITY RELATIVE VALUE6.1%
9EUREKA 2X5.9%
Management
Fund manager group
GAM
Fund manager company
GAM Fund Management Ltd
Fund type
OEIC
Fund objective
Capital appreciation with diversification of risk.
Benchmark
  • HFRX Global Hedge Fund Index USD
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
GAM Investment Committee01/02/2014
Compliance
Transparent for Swiss Tax, UCITS III Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bulgaria, Bahrain, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Lebanon, Liechtenstein, Luxembourg, Macau, Netherlands, Norway, Offshore, Peru, Portugal, Singapore, Sweden, Taiwan - Province Of China, United Arab Emirates, Virgin Islands - British
GAM Diversity M Open USD
Initial charge5%
Annual charge1.35%
Min single investment£25,000
Min regular saving£12,500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.29
CurrencyUSD
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQ129
GAM Diversity Open CHF
Initial charge5%
Annual charge1.61%
Min single investment£32,500
Min regular saving£16,250
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.22
CurrencyCHF
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG301
GAM Diversity Open EUR
Initial charge5%
Annual charge1.61%
Min single investment£25,000
Min regular saving£12,500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price683.89
CurrencyEUR
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGL12
GAM Diversity Open GBP
Initial charge5%
Annual charge1.61%
Min single investment£15,000
Min regular saving£7,500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.78%
Bid price-
Offer price-
Mid price787.48
CurrencyGBP
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGL13
GAM Diversity Open NOK
Initial charge5%
Annual charge1.76%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1188.5
CurrencyNOK
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG582
GAM Diversity Open SGD
Initial charge5%
Annual charge1.61%
Min single investment£42,500
Min regular saving£21,250
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.77
CurrencySGD
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBLI4
GAM Diversity Open USD
Initial charge5%
Annual charge1.61%
Min single investment£25,000
Min regular saving£12,500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.78%
Bid price-
Offer price-
Mid price745.86
CurrencyUSD
Price updated10/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGG15
Data provided by

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