Fact sheet: Kestrel Global Portfolio

Fund information
Fund name
Kestrel Global Portfolio B GBP
Fund manager company
Kestrel Investment Partners
Fund type
No data available.
Fund managers
  • John Ricciardisince 31/05/2012
  • Gustaf Hagerudsince 01/03/2015
Fund objective
The objective of the Fund is to achieve capital growth by investing in a diversified portfolio of asset classes across global markets.
Benchmark
  • Bloomberg Global Asset Allocation Active Index
Investment style
Balanced,Growth
Investment method
None
Quick stats
1 Year return
6.3%
1 Year rank in sector
85/149
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.
1.77%
Fund size
£90m (£167m 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.
58
Top in this sector
Fund name1 Year
Investec EmrgMktsMA31%
HSBC Pfl World Seltn 429%
Smith & Williamson Mid-OceanWdInv27%
Northstar Mgd Stg25.9%
Baring Dynamic Emg Mkts23.2%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities49%
    Asia Pacific Equities12%
    Global Government Fixed Interest12%
    Hedge10%
    Private Equity8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%5.2%6.4%6.3%14.3%-
Sector0.3%3.5%4.4%5.6%11%27.2%
Rank within sector58 / 16439 / 16548 / 15885 / 149--
Quartile2nd1st2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.9%0.2%7%14.5%-
Sector3.3%-0.1%5%6.8%6.9%
Rank within sector80 / 15469 / 129---
Quartile3rd3rd
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.
0.18
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.
1.36
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.
0.3
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%.
7.6
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.
3.6
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
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.
0.83
Price movement
52 week high11.01
52 week low9.71
Current bid price-
Current offer price-
Current mid price10.9
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities49%
2Asia Pacific Equities12%
3Global Government Fixed Interest12%
4Hedge10%
5Private Equity8%
6Money Market4%
7Commodity & Energy3%
8Property Shares2%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD1003.54%
2UNITED STATES OF AMER TREAS NOTES 0% NTS 30/11/21 USD10003.53%
3UNITED STATES OF AMER TREAS BONDS 1.125% BDS 31/07/21 USD1003.52%
4ETFS ALL COMMODITIES USD3.04%
5ETFS ALL COMMODITIES USD3.04%
6SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 KRW5000(REG`S`/144A)2.2%
7BLACKSTONE GROUP LP1.58%
8AMGEN INC1.34%
9BLACKROCK EUROPEAN ABSOLUTE ALPHA D ACC1.25%
Management
Fund manager group
Kestrel Investment Partners
Fund manager company
Kestrel Investment Partners
Fund type
No data available.
Fund objective
The objective of the Fund is to achieve capital growth by investing in a diversified portfolio of asset classes across global markets.
Benchmark
  • Bloomberg Global Asset Allocation Active Index
Investment style
Balanced,Growth
Investment method
None
Fund managers
NameSinceBiography
John Ricciardi31/05/2012John has 28 years' experience as an investment strategist and director of research. His global quantitative models and market interpretations are core inputs into Iveagh’s top-down process. In 1978 he co-founded Cursitor Management, one of the first international firms to provide top-down, global asset allocation investment products, and in 2006 he founded RPMH LLP, a fund advisory partnership. He is also the former Head of Global Asset Allocation for Alliance Bernstein. He holds a BA from Rutgers College and attended graduate school in Economics at the University of London-Birkbeck College.
Gustaf Hagerud01/03/2015Prior head of Asset Management and Deputy CEO of Third Swedish National Pension Fund, AP3 with €30bn AUM (2008-2014). Gustaf previously spent 10 years working with global tactical asset allocation at Alecta and AP1. He holds a PhD in Finance and has 29 years of experience in the financial industry
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, France, United Kingdom, Ireland, Lebanon, Luxembourg, Offshore, Sweden
Kestrel Global Portfolio A CHF
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.9667
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIDBG
Kestrel Global Portfolio A EUR
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.2447
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIAGY
Kestrel Global Portfolio A GBP
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price13.5381
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG4XS
Kestrel Global Portfolio A SEK
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.9253
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKFV
Kestrel Global Portfolio A USD
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.3252
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGFXW
Kestrel Global Portfolio B GBP
Initial charge-
Annual charge1.25%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.77%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.8998
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKK2B
Kestrel Global Portfolio I EUR
Initial charge-
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.52%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.4046
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKKIR
Kestrel Global Portfolio I GBP
Initial charge-
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.52%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.2461
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG4XQ
Kestrel Global Portfolio I USD
Initial charge-
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.52%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.2011
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE4US
Data provided by

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