Fact sheet: Invesco GlbEqtMrktNtr

Fund information
Fund name
Invesco Global Equity Market Neutral Z Acc EUR
Fund manager company
Invesco Management S.A.
Fund type
Offshore Fund
Fund managers
  • Alexander Tavernarosince 17/06/2015
  • Alexander Uhlmannsince 17/06/2015
Fund objective
The Fund aims to achieve a positive total return over a market cycle with very low correlation to global equities. The Fund seeks to achieve its objective via a long/short market neutral allocation to global equities
Benchmark
  • EURIBOR 3M
Investment style
Market Neutral
Investment method
Equity
Quick stats
1 Year return
-5.2%
1 Year rank in sector
106/118
Sector
FO Hedge/Stru Prod - Equity
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.
0.98%
Fund size
£46m (£64m 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.
43
Top in this sector
Fund name1 Year
Stratton Street Japan Syn Warrant85.4%
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Candriam GFUS Eq Opp32.4%
MontLake ToscaMiCaUCITS31.4%
FundLogic MS DltnAsPfcUCITS21.9%
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Performance snapshot

Holdings snapshot

  • Canada-0%
    USA-0.5%
    Germany-1.6%
    UK-1.7%
    Japan-2.4%
  • Information Technology2.8%
    Telecommunications1.3%
    Energy0.6%
    Consumer Staples0.5%
    Health Care-0.2%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1%-2.1%3.3%-5.2%--
Sector0.2%1.6%1.3%2.6%4.4%11.6%
Rank within sector108 / 122125 / 13438 / 132106 / 118--
Quartile4th4th2nd4th
Calendar performance
 YTD - 20172016201520142013
Fund-2.1%-6.8%---
Sector1.5%-2%2.7%2.5%7.1%
Rank within sector126 / 13488 / 112---
Quartile4th4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high10.29
52 week low9.24
Current bid price-
Current offer price-
Current mid price9.76
Region
1Canada-0.03%
2USA-0.5%
3Germany-1.6%
4UK-1.72%
5Japan-2.36%
Industry sector
1Information Technology2.77%
2Telecommunications1.3%
3Energy0.56%
4Consumer Staples0.54%
5Health Care-0.24%
6Industrials-0.49%
7Consumer Discretionary-0.75%
8Financials-0.92%
9Utilities-1.99%
Asset type
No data available.
Individual holdings
1CABOT CORP3.2%
2CISCO SYSTEMS INC3.2%
3MIXI. INC3.2%
4HP INC3.1%
5QINETIQ GROUP3%
6PEUGEOT2.9%
7WELLCARE HEALTH PLANS INC2.8%
8GILEAD SCIENCES INC2.7%
9Valero Energy Corp.2.7%
Management
Fund manager group
No data available.
Fund manager company
Invesco Management S.A.
Fund type
Offshore Fund
Fund objective
The Fund aims to achieve a positive total return over a market cycle with very low correlation to global equities. The Fund seeks to achieve its objective via a long/short market neutral allocation to global equities
Benchmark
  • EURIBOR 3M
Investment style
Market Neutral
Investment method
Equity
Fund managers
NameSinceBiography
Alexander Tavernaro17/06/2015Based in Frankfurt, Alexander is a member of the Portfolio Management Team and is responsible for business development, risk control and investment communication. He started his investment career in 1994 at ABN AMRO in Frankfurt before moving in 2004 to Feri in Bad Homburg. He joined our company in 2004. He holds a “Diplom Kaufmann” degree from Fernuniversitaet Hagen and holds the Chartered Financial Analyst® (CFA®) designation and is a member of the German CFA Society.
Alexander Uhlmann17/06/2015Based in Frankfurt, Alexander is a member of the Portfolio Management Team and is responsible for business development, risk control and investment communication. He started his investment career when he joined our company in 1997. He holds a “Diplom Betriebswirt (FH)” degree from Frankfurt School of Finance and Management, and is a CFA Charterholder and a member of the German CFA Society.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, UCIS, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Greece, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
Invesco Global Equity Market Neutral A Acc EUR
Initial charge5.26%
Annual charge1.4%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.65
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFU2G
Invesco Global Equity Market Neutral A Dis EUR
Initial charge5.26%
Annual charge1.4%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.31
CurrencyEUR
Price updated28/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE5LN
Invesco Global Equity Market Neutral A Hedged Acc CHF
Initial charge5.26%
Annual charge1.4%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.52
CurrencyCHF
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFU2I
Invesco Global Equity Market Neutral C Acc EUR
Initial charge5.26%
Annual charge0.9%
Min single investment£800,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.73
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFU2J
Invesco Global Equity Market Neutral C Hedged Acc GBP
Initial charge5.26%
Annual charge0.9%
Min single investment£600,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10
CurrencyGBP
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV9C
Invesco Global Equity Market Neutral C Hedged Acc USD
Initial charge5.26%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.3
CurrencyUSD
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0SB
Invesco Global Equity Market Neutral E Acc EUR
Initial charge3.09%
Annual charge1.9%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.75
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7UB
Invesco Global Equity Market Neutral R Acc EUR
Initial charge-
Annual charge1.4%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.38%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0SC
Invesco Global Equity Market Neutral S Acc EUR
Initial charge-
Annual charge0.7%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.89%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.78
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFU2K
Invesco Global Equity Market Neutral Z Acc EUR
Initial charge5.26%
Annual charge0.7%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.98%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.76
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFU2L
Invesco Global Equity Market Neutral Z Hedged Acc GBP
Initial charge5.26%
Annual charge0.7%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.98%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.04
CurrencyGBP
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFV9D
Data provided by

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