Fact sheet: GAM Star Bclys Alt Rsk Prma

Fund information
Fund name
GAM Star Barclays Alternative Risk Premia USD
Fund manager company
GAM Fund Management Ltd
Fund type
No data available.
Fund managers
  • GAM ARP Investment Teamsince 09/03/2012
Fund objective
To provide consistent absolute returns with a low long-term correlation to traditional asset classes such as equities and bonds.
Benchmark
  • 3 Month Libor in EUR
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
3.7%
1 Year rank in sector
15/124
Sector
FO Hedge/Stru Prod - Mixed
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.
0.95%
Fund size
£145m (£163m 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.
88
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Garraway Garr FT16.8%
Castellain Value16.6%
Avia Altus14.6%
Nordea 1 Alpha 1512.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Foreign Exchange27.5%
    International Equities26.1%
    Global Fixed Interest22.9%
    Others15.7%
    Commodity & Energy7.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%-2.2%0.7%3.7%9.1%-
Sector-0.1%-1.5%-0.5%-1.7%3.3%6.6%
Rank within sector82 / 12092 / 14147 / 13815 / 12419 / 83-
Quartile3rd3rd2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund3.9%0.5%3.3%7.3%-
Sector-1.5%-0.6%5.1%1.4%1.9%
Rank within sector19 / 12537 / 10846 / 8923 / 81-
Quartile1st2nd3rd2nd
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.
1.7
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.
0.99
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%.
3.95
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.
3.37
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.
0.49
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.
0.27
Price movement
52 week high11.49
52 week low10.75
Current bid price-
Current offer price-
Current mid price11.23
Region
No data available.
Industry sector
No data available.
Asset type
1Foreign Exchange27.5%
2International Equities26.1%
3Global Fixed Interest22.9%
4Others15.7%
5Commodity & Energy7.8%
Individual holdings
1GAM GLOBAL TACTICAL ASSET ALLOCATION BASKET20.6%
2CURRENCY VALUE - PPP CONVERGENCE14.3%
3FX TREND - GAM FX TREND13.5%
4JPM GAM MERGER ARBITRAGE BASKET12%
5BOND MOMENTUM – DEVELOPED MARKET BOND TREND11.7%
6EQUITY VALUE - LOW VOLATILITY US VALUE STOCKS HEDGED10.7%
7GAM DEVELOPED MARKETS MINIMUM VARIANCE10.5%
8MACQUARIE COMMODITY TREND (1X)10%
9SGI BOSS USD 10% INDEX7.8%
Management
Fund manager group
GAM
Fund manager company
GAM Fund Management Ltd
Fund type
No data available.
Fund objective
To provide consistent absolute returns with a low long-term correlation to traditional asset classes such as equities and bonds.
Benchmark
  • 3 Month Libor in EUR
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
GAM ARP Investment Team09/03/2012
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Japan, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
GAM Star Barclays Alternative Risk Premia Acc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.0641
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUEL
GAM Star Barclays Alternative Risk Premia C Acc
Initial charge5%
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.99
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKXAB
GAM Star Barclays Alternative Risk Premia EUR
Initial charge5%
Annual charge0.75%
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price11.2804
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10P6
GAM Star Barclays Alternative Risk Premia GBP
Initial charge-
Annual charge0.75%
Min single investment£12,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.97%
Bid price-
Offer price-
Mid price11.5232
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10P8
GAM Star Barclays Alternative Risk Premia JPY
Initial charge5%
Annual charge0.75%
Min single investment£2,200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price1125.96
CurrencyJPY
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG2AK
GAM Star Barclays Alternative Risk Premia SEK
Initial charge-
Annual charge0.75%
Min single investment£140,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.97%
Bid price-
Offer price-
Mid price114.8411
CurrencySEK
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10P7
GAM Star Barclays Alternative Risk Premia USD
Initial charge5%
Annual charge1.2%
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.98%
Bid price-
Offer price-
Mid price11.2252
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0Z6O
GAM Star Barclays Alternative Risk Premia Z Acc USD
Initial charge5%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.0621
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMPSW
Data provided by

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