Fact sheet: JSS Alt Multi-Strategy

Fund information
Fund name
JSS Alternative Multi-Strategy P Acc USD
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund managers
  • Wei Zhusince 01/03/2015
Fund objective
JSS Alternative Multi-Strategy Fund (the Fund) seeks, to achieve stable, long-term capital growth by investing in UCITS or UCIs that follow alternative investment strategies.
Benchmark
  • No Specified Index
Investment style
Equity-Multi Strategy
Investment method
Equity
Quick stats
1 Year return
2.2%
1 Year rank in sector
59/107
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£48m (£1m last year)
Top in this sector
Fund name1 Year
Stratton Street Japan Syn Warrant60.6%
Income Partners AllSeasnAsCred38.6%
MontLake ToscaMiCaUCITS38.6%
FundLogic MS DltnAsPfcUCITS35.9%
FMG Rising 622.9%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.4%2.6%0.1%2.2%--
Sector0.9%2.1%1.7%4%5.1%12.9%
Rank within sector37 / 12345 / 12580 / 12059 / 107--
Quartile2nd2nd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2%-3.2%1.1%--
Sector1.5%-2%2.7%2.5%7.1%
Rank within sector44 / 12265 / 10755 / 88--
Quartile2nd3rd3rd
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.
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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%.
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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.
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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.
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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 high99.67
52 week low97.15
Current bid price-
Current offer price-
Current mid price99.65
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1LM WA MACRO OPPORT BD-PAUSD12.77%
2CHINAAMC CHINA GROWTH FD-I10.83%
3HENDERSON GART-UK A R-IUSDAH10.66%
4F&C GLOBAL EQUITY MARKET NEUTRAL 3 ACC10.6%
5GFS UCITS FUND PLC U ACCESS ELECTRON GBL UTILITY T USD10.02%
6HELIUM FUND SELECTION-S EUR8.97%
7HADRON ALPHA SELECT FND-USDA8.47%
8PICTET TOT RET-AGORA-HIUSD8.44%
9SCHRODER GAIA PAUL MER A-C8.19%
Management
Fund manager group
Sarasin
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund objective
JSS Alternative Multi-Strategy Fund (the Fund) seeks, to achieve stable, long-term capital growth by investing in UCITS or UCIs that follow alternative investment strategies.
Benchmark
  • No Specified Index
Investment style
Equity-Multi Strategy
Investment method
Equity
Fund managers
NameSinceBiography
Wei Zhu01/03/2015
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, France, United Kingdom, Ireland, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Sweden
JSS Alternative Multi-Strategy C Hedged Acc CHF
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price90.26
CurrencyCHF
Price updated10/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFU9M
JSS Alternative Multi-Strategy C Hedged Acc EUR
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.16
CurrencyEUR
Price updated10/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7VU
JSS Alternative Multi-Strategy I Acc USD
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.19%
Bid price-
Offer price-
Mid price100.56
CurrencyUSD
Price updated10/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFP4U
JSS Alternative Multi-Strategy P Acc USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.65
CurrencyUSD
Price updated10/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP4T
JSS Alternative Multi-Strategy P Hedged Acc EUR
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.61
CurrencyEUR
Price updated10/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFV4Y
JSS Alternative Multi-Strategy P Hedged Acc GBP
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.95
CurrencyGBP
Price updated10/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC12G
JSS Alternative Multi-Strategy Y Acc EUR
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.05
CurrencyEUR
Price updated10/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTYW
JSS Alternative Multi-Strategy Y Acc USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.24
CurrencyUSD
Price updated10/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTYV
JSS Alternative Multi-Strategy Y Hedged Acc CHF
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.27
CurrencyCHF
Price updated10/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTYX
Data provided by

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