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
-1.1%
1 Year rank in sector
62/105
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£58m (£0m 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.
73
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS20.8%
BlackRock SF Asia Extnn18.8%
Income Partners AllSeasnAsCred18.7%
Ennismore Eurpn Smallar Cos18.4%
Majedie Tortoise17.1%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%1.7%1.2%-1.1%--
Sector0.6%1.8%1.4%-0.6%5.4%15.6%
Rank within sector64 / 12252 / 12150 / 11562 / 105--
Quartile3rd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-1.3%1.1%---
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector55 / 11160 / 98---
Quartile2nd3rd
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 high101.32
52 week low96.65
Current bid price-
Current offer price-
Current mid price99.67
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1LM WA MACRO OPPORT BD-PAUSD10.47%
2LYXOR/TIEDMNN ARB ST-I USD9.7%
3NOMURA FUNDS IRELAND - US HIGH YIELD BOND FUND -I- USD9.17%
4CHINAAMC CHINA GROWTH FD-I8.93%
5HENDERSON GART-UK A R-IUSDAH8.55%
6GFS UCITS FUND PLC U ACCESS ELECTRON GBL UTILITY T USD8.54%
7SCHRODER GAIA PAUL MER A-C7.07%
8PICTET TOT RET-AGORA-HIUSD6.73%
9RF CAPITAL-SIERRA EUROPE-I U6.69%
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 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 price91.08
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFU9M
JSS Alternative Multi-Strategy C Hedged Acc EUR
Initial charge-
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 price100.88
CurrencyEUR
Price updated23/09/2016
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)0.96%
Bid price-
Offer price-
Mid price100.45
CurrencyUSD
Price updated23/09/2016
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 price99.67
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP4T
JSS Alternative Multi-Strategy P Hedged Acc 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 price95.4
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFV4Y
JSS Alternative Multi-Strategy Y Acc EUR
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.69
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTYW
JSS Alternative Multi-Strategy Y Acc USD
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 price100.11
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTYV
JSS Alternative Multi-Strategy Y Hedged Acc CHF
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 price93.09
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTYX
Data provided by

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