Fact sheet: IKOS FX

Fund information
Fund name
IKOS FX USD
Fund manager company
IKOS
Fund type
No data available.
Fund manager
No data available.
Fund objective
To seek returns over timescales ranging from tick-by-tick, through medium-term technical, up to longer-term fundamental periods in an attempt to capture diversified opportunity types which make the fund more robust to changing market conditions.
Benchmark
No data available.
Investment style
Macro
Investment method
Money Market
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Currency
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
CGS FMS Gbl Evl EM Debt & FX8.5%
Principal GIF GblTmDivAbRt8.3%
Amundi Abst Mac For-0.2%
Blackpoint Nemrod Euro-1.4%
NB Diversified Curr-1.8%
...more in FO Hedge/Stru Prod - Currency

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector0%0.1%0.4%1%3.7%-4.2%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund--19.4%-9.4%-7.5%
Sector1.1%0.4%2.2%-6.5%-1.6%
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.
5.45
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.
0.18
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.
0.18
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%.
9.46
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.
9.53
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.
0.42
Price movement
52 week high-
52 week low-
Current bid price-
Current offer price-
Current mid price17.81
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
IKOS
Fund manager company
IKOS
Fund type
No data available.
Fund objective
To seek returns over timescales ranging from tick-by-tick, through medium-term technical, up to longer-term fundamental periods in an attempt to capture diversified opportunity types which make the fund more robust to changing market conditions.
Benchmark
No data available.
Investment style
Macro
Investment method
Money Market
Fund manager
No data available.
Compliance
Qualified Investor Schemes
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
IKOS FX EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.11
CurrencyEUR
Price updated31/12/2013
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A0E
IKOS FX USD
Initial charge-
Annual charge2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price17.81
CurrencyUSD
Price updated27/02/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIXJ2
Data provided by

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This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.