Fact sheet: JSS Quant Prtf Gbl €

Fund information
Fund name
JSS Quant Portfolio - Global EUR P Dist EUR
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund manager
  • Cedric Willisince 30/09/2011
Fund objective
JSS Quant Portfolio - Global (EUR) (the "Fund") seeks to achieve long-term capital appreciation while preserving capital over the medium term through global equity and bond investments
Benchmark
  • 3 Month EUR LIBOR Plus 2%
Investment style
Flexible
Investment method
Mixed
Quick stats
1 Year return
2.4%
1 Year rank in sector
66/150
Sector
FO Mixed Asset - Flexible
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.
1.57%
Fund size
£131m (£102m 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
HSBC Pfl World Seltn 424%
Aria Absolut Inc Prtd UCITs21.5%
Investec EmrgMktsMA20.9%
Smith & Williamson Mid-OceanWdInv19.1%
Oasis Crescent Global Inc19%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • Not Specified50.5%
    Europe14.8%
    Switzerland9.9%
    USA9.9%
    Global Emerging Markets5%
  • Fixed Interest50.5%
    Equities49.5%
  • Global Fixed Interest50.5%
    European Equities14.8%
    Swiss Equities9.9%
    US Equities9.9%
    Global Emerging Market Equities5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%-2.6%0.8%2.4%7.2%21.1%
Sector0.2%-1.5%1.6%1.3%8.4%22.5%
Rank within sector96 / 164113 / 16688 / 16166 / 15062 / 10648 / 77
Quartile3rd3rd3rd2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.5%-0.4%4.1%5.6%6.8%
Sector2.1%-0.1%5%6.8%6.9%
Rank within sector74 / 15074 / 12669 / 10960 / 9544 / 78
Quartile2nd3rd3rd3rd3rd
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.
0.59
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.
0.57
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
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%.
3.75
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.
3.24
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.
-0.14
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.
0.57
Price movement
52 week high142.51
52 week low132.55
Current bid price-
Current offer price-
Current mid price138.62
Region
1Not Specified50.48%
2Europe14.77%
3Switzerland9.93%
4USA9.92%
5Global Emerging Markets5.01%
6Japan4.96%
7UK4.93%
Industry sector
1Fixed Interest50.48%
2Equities49.52%
Asset type
1Global Fixed Interest50.48%
2European Equities14.77%
3Swiss Equities9.93%
4US Equities9.92%
5Global Emerging Market Equities5.01%
6Japanese Equities4.96%
7UK Equities4.93%
Individual holdings
1NETHERLANDS(KINGDOM OF) 5.5% BDS 15/1/2028 EUR15.5%
2ITALY(REPUBLIC OF) 5.25% BDS 1/08/17 EUR10005.25%
3INSTITUTO DE CREDITO OFICIAL 4.875% NTS 30/07/17 EUR10004.88%
4HUTCHISON WHAMPOA 2.5% BDS 06/06/17 EUR1000002.5%
5SPAIN(KINGDOM OF) 2.1% BDS 30/04/17 EUR10002.1%
6FADE 1.875% NTS 17/09/17 EUR1000001.88%
7SANTANDER INTERNATIONAL DEBT SA 1.375% NTS 25/03/17 EUR1000001.38%
8ANHEUSER-BUSCH INBEV SA/NV 1.25% BDS 24/03/17 EUR10001.25%
9TOYOTA MOTOR CREDIT CORP 1.25% NTS 01/08/17 EUR10001.25%
Management
Fund manager group
Sarasin
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund objective
JSS Quant Portfolio - Global (EUR) (the "Fund") seeks to achieve long-term capital appreciation while preserving capital over the medium term through global equity and bond investments
Benchmark
  • 3 Month EUR LIBOR Plus 2%
Investment style
Flexible
Investment method
Mixed
Fund manager
NameSinceBiography
Cedric Willi30/09/2011
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, 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 Quant Portfolio - Global EUR C Acc EUR
Initial charge5%
Annual charge0.95%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price141.22
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJHS
JSS Quant Portfolio - Global EUR I Acc EUR
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.14%
Total expense ratio (TER)1.76%
Bid price-
Offer price-
Mid price148.72
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN1W9
JSS Quant Portfolio - Global EUR P Acc EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.38
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE51H
JSS Quant Portfolio - Global EUR P Dist EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.57%
Total expense ratio (TER)1.71%
Bid price-
Offer price-
Mid price138.62
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeSR81
JSS Quant Portfolio - Global EUR P Hedged Acc CHF
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.61
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE51O
JSS Quant Portfolio - Global EUR P Hedged Acc USD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.44
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE51P
Data provided by

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