Fact sheet: Garraway Garr FT

Fund information
Fund name
Garraway Financial Trends B USD
Fund manager company
Garraway Capital Management LL
Fund type
No data available.
Fund manager
  • Darran Goodwinsince 20/09/2012
Fund objective
The Fund seeks to provide capital appreciation over the medium term with a target annualised volatility of 15%. It aims to perform independently of traditional stock and bond investments, thereby providing valuable diversification benefits and improving the risk/reward profile of a traditional portfolio. The investment manager employs a systematic, proprietary, trend following strategy which currently trades across 36 UCITS eligible exchange traded financial futures.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Futures
Quick stats
1 Year return
9%
1 Year rank in sector
10/125
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.
3.5%
Fund size
£12m (£12m 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.
134
Top in this sector
Fund name1 Year
Veritas Global Real Return26.2%
Nordea 1 Alpha 1523.1%
La Fayette Holdings22%
Avia Altus15.5%
Nordea 1 Multi-Asset14.8%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.5%9.8%5.1%9%40.8%-
Sector-0.5%0.9%0.1%-1%5.6%6.1%
Rank within sector118 / 1335 / 14416 / 14110 / 1253 / 83-
Quartile4th1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund18.1%-4%20.4%-7.1%-
Sector-0.4%-0.6%5.1%1.4%1.9%
Rank within sector4 / 13389 / 1158 / 9579 / 86-
Quartile1st4th1st4th
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.
5.56
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.
3.44
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.
0.53
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%.
16.02
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.
15.18
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.
0.64
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.
0.19
Price movement
52 week high1341.47
52 week low1027.44
Current bid price-
Current offer price-
Current mid price1260.02
Region
No data available.
Industry sector
1Foreign Exchange56%
2Fixed Interest34%
3Equities10%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Garraway Capital Management LL
Fund type
No data available.
Fund objective
The Fund seeks to provide capital appreciation over the medium term with a target annualised volatility of 15%. It aims to perform independently of traditional stock and bond investments, thereby providing valuable diversification benefits and improving the risk/reward profile of a traditional portfolio. The investment manager employs a systematic, proprietary, trend following strategy which currently trades across 36 UCITS eligible exchange traded financial futures.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Futures
Fund manager
NameSinceBiography
Darran Goodwin20/09/2012Darran Goodwin manages Garraway Financial Trends, a systematic trend following strategy trading global financial markets.Darran launched his first successful systematic trend following strategy in 2008. In September 2012 a new pure UCITS strategy was introduced utilising similar models and research. This is the strategy employed by Garraway Financial Trends. Darran was Managing Director at Bear Stearns International and Vice President at investment bank Fox-Pitt Kelton. He started his career in investment banking in 1997 as a Sales Trader at Butterfield Securities.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, United Kingdom, Ireland, Offshore
Garraway Financial Trends A Hedged GBP
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£10,000
Available in ISAYes
Ongoing charge (OCF)3%
Total expense ratio (TER)3%
Bid price-
Offer price-
Mid price1183.3335
CurrencyGBP
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI2VK
Garraway Financial Trends A USD
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£10,000
Available in ISAYes
Ongoing charge (OCF)3%
Total expense ratio (TER)3%
Bid price-
Offer price-
Mid price1161.0136
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMD8G
Garraway Financial Trends B Hedged GBP
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£1,000
Available in ISAYes
Ongoing charge (OCF)3.5%
Total expense ratio (TER)3.5%
Bid price-
Offer price-
Mid price992.1728
CurrencyGBP
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMD8J
Garraway Financial Trends B USD
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£1,000
Available in ISAYes
Ongoing charge (OCF)3.5%
Total expense ratio (TER)3.5%
Bid price-
Offer price-
Mid price1260.0154
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI2VL
Data provided by

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