Fact sheet: LGBR Ascension

Fund information
Fund name
LGBR Ascension Ret GBP
Fund manager company
LGBR Capital LLP
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Ascension Fund (“The Fund”) aims to replicate as closely as possible the performance of Winton’s Diversified Program, which employs a computer-based system to engage in the speculative trading of approximately 120 international futures, options and forwards markets, government securities such as bonds, as well as certain over the counter ("OTC") instruments, such as FX and interest rate forward contracts and swaps.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Commodity/Energy, Futures
Quick stats
1 Year return
5.1%
1 Year rank in sector
17/125
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£8,004m
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.
61
Top in this sector
Fund name1 Year
Veritas Global Real Return26.2%
Nordea 1 Alpha 1523.1%
La Fayette Holdings22%
Avia Altus15.5%
Nordea 1 Multi-Asset14.8%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • No data available.
  • Fixed Interest34%
    Currency22%
    Equities20%
    Fishery, Agriculture & Forestry9%
    Other Metals6%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%0.7%1.1%5.1%17.7%11.3%
Sector-0.5%0.9%0.1%-1%5.6%6.1%
Rank within sector96 / 13382 / 14453 / 14117 / 12517 / 8325 / 69
Quartile3rd3rd2nd1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund2.6%-1.5%12%5.6%-4.9%
Sector-0.4%-0.6%5.1%1.4%1.9%
Rank within sector41 / 13371 / 11517 / 9536 / 8672 / 77
Quartile2nd3rd1st2nd4th
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.
3.58
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.
1.72
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.
0.44
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%.
7.92
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.
7.22
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.
0.67
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.
0.2
Price movement
52 week high1.27
52 week low1.18
Current bid price-
Current offer price-
Current mid price1.23
Region
No data available.
Industry sector
1Fixed Interest34%
2Currency22%
3Equities20%
4Fishery, Agriculture & Forestry9%
5Other Metals6%
6Precious Metals & Stones6%
7Energy2%
8Others1%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Matrix Alt Invest Strategies
Fund manager company
LGBR Capital LLP
Fund type
OEIC
Fund objective
The Ascension Fund (“The Fund”) aims to replicate as closely as possible the performance of Winton’s Diversified Program, which employs a computer-based system to engage in the speculative trading of approximately 120 international futures, options and forwards markets, government securities such as bonds, as well as certain over the counter ("OTC") instruments, such as FX and interest rate forward contracts and swaps.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Commodity/Energy, Futures
Fund manager
No data available.
Compliance
Non UCITS Retail Scheme, Reporting Fund Status
Domicile
No data available.
Fund for sale in
Bermuda, United Kingdom, Offshore
LGBR Ascension C 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 price1.1604
CurrencyUSD
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGZQK
LGBR Ascension Inst 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 price1.1567
CurrencyEUR
Price updated08/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG1SB
LGBR Ascension Inst GBP
Initial charge5%
Annual charge1.35%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price1.3237
CurrencyGBP
Price updated08/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF9R2
LGBR Ascension Inst USD
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.196
CurrencyUSD
Price updated08/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG1SC
LGBR Ascension Ret 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 price1.1293
CurrencyEUR
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIDAR
LGBR Ascension Ret GBP
Initial charge5%
Annual charge2.35%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.2%
Bid price-
Offer price-
Mid price1.2286
CurrencyGBP
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9R1
LGBR Ascension Ret SGD
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 price1.123
CurrencySGD
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ9WD
LGBR Ascension Ret USD
Initial charge5%
Annual charge2.35%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.1718
CurrencyUSD
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGTDX
Data provided by

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