Fact sheet: GAM Star Kyns Quant Strat

Fund information
Fund name
GAM Star Keynes Quantitative Strategies Inst GBP
Fund manager company
GAM Fund Management Ltd
Fund type
No data available.
Fund manager
  • Dr. Sushil Wadhwanisince 05/04/2010
Fund objective
To produce strong, consistent returns that are uncorrelated to global bond and equity markets.
Benchmark
  • LIBOR 3 month GBP
Investment style
Quantitative
Investment method
Mixed
Quick stats
1 Year return
-4.6%
1 Year rank in sector
-
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.
1.75%
Fund size
£290m (£236m 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.
66
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.5%-5.6%-4.4%-4.6%8.8%11.3%
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund-3.6%0.5%9.4%-1.3%7.2%
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector-----
Quartile
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.
-0.23
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.
2.55
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%.
8.85
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.
7.78
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.
0.14
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 high12.14
52 week low10.82
Current bid price-
Current offer price-
Current mid price11.01
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
GAM
Fund manager company
GAM Fund Management Ltd
Fund type
No data available.
Fund objective
To produce strong, consistent returns that are uncorrelated to global bond and equity markets.
Benchmark
  • LIBOR 3 month GBP
Investment style
Quantitative
Investment method
Mixed
Fund manager
NameSinceBiography
Dr. Sushil Wadhwani05/04/2010Dr Sushil Wadhwani, CBE, is the founder and CEO of Wadhwani Asset Management LLP, a London-based specialist quantitative macro asset management company. He is responsible for managing a systematic strategy investing in equity and fi xed income markets for GAM. Sushil was a full-time member of the Monetary Policy Committee at the Bank of England from 1999 to 2002. Prior to this, his roles included director of research, head of systems trading and a partner at the Tudor Group, and director of equity strategy at Goldman Sachs International Ltd. Sushil began his career as an academic in the Economics Department of the London School of Economics where he is still a governor and a visiting professor. He is also a visiting professor at City University Business School and a Governor of the National Institute of Economic and Social Research. Sushil has held various advisory roles and published numerous articles in academic journals. He holds a PhD in Economics from the London School of Economics and was recognised as a Commander of the British Empire in the Queen's Birthday Honours List in 2002.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Distributor Status, 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, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
GAM Star Keynes Quantitative Strategies A Acc EUR
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.49%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price10.54
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJYE4
GAM Star Keynes Quantitative Strategies A GBP
Initial charge5%
Annual charge1.75%
Min single investment£6,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.49%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price10.3878
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLEX6
GAM Star Keynes Quantitative Strategies A SEK
Initial charge5%
Annual charge1.75%
Min single investment£70,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.49%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price106.29
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code10CM
GAM Star Keynes Quantitative Strategies A USD
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.49%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price10.25
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL7O3
GAM Star Keynes Quantitative Strategies Acc EUR
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price10.8767
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ1S8
GAM Star Keynes Quantitative Strategies Acc GBP
Initial charge5%
Annual charge1.75%
Min single investment£6,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price11.2063
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIZP8
GAM Star Keynes Quantitative Strategies Acc USD
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price11.1549
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeITA8
GAM Star Keynes Quantitative Strategies Inc GBP
Initial charge5%
Annual charge1.75%
Min single investment£6,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price11.2107
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIZP9
GAM Star Keynes Quantitative Strategies Inst EUR
Initial charge5%
Annual charge1.5%
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.74%
Bid price-
Offer price-
Mid price10.621
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGW2A
GAM Star Keynes Quantitative Strategies Inst GBP
Initial charge5%
Annual charge1.5%
Min single investment£12,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.74%
Bid price-
Offer price-
Mid price11.006
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNBT7
GAM Star Keynes Quantitative Strategies Inst Hedged Acc CHF
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.1647
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN3SK
GAM Star Keynes Quantitative Strategies Inst USD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.9792
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3NN
GAM Star Keynes Quantitative Strategies W Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.1033
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMGWQ
GAM Star Keynes Quantitative Strategies W Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4006
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMVUZ
GAM Star Keynes Quantitative Strategies W Inc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.3072
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMW7F
Data provided by

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