Fact sheet: LGT Alp Generix Lg Volatility

Fund information
Fund name
LGT Alpha Generix Long Volatility B
Fund manager company
LGT Capital Partners (Irl) Ltd
Fund type
No data available.
Fund managers
  • Sudheer Arorasince 01/02/2010
  • Francesco Valentisince 30/04/2009
  • Stefan A. Muehlemannsince 30/04/2009
Fund objective
LGT a generix Long Volatility SF is a sub-fund of Crown A GENERIX plc, a Qualifying Investor Alternative Investment Fund QIAIF based in Ireland. The objective is to generate capital gains primarily in phases of elevated uncertainty across financial markets while preserving capital under normal market conditions. It follows a continuously researched rule-based strategy designed to pursue the objective.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
2.1%
1 Year rank in sector
66/151
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£178m (£58m 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.
94
Top in this sector
Fund name1 Year
Aria Absolut Inc Prtd UCITs23.2%
HSBC Pfl World Seltn 421.8%
Northstar Mgd Stg19.1%
Oasis Crescent Global Inc19%
Investec EmrgMktsMA18.9%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.3%-5.9%-5.1%2.1%--
Sector-0.1%-1.6%1.5%0.9%8%22%
Rank within sector147 / 165157 / 167155 / 16166 / 151--
Quartile4th4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund1.2%1.2%---
Sector1.6%-0.1%5%6.8%6.9%
Rank within sector87 / 15156 / 127---
Quartile3rd2nd
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 high1142.69
52 week low1014.66
Current bid price-
Current offer price-
Current mid price1027.76
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
LGT Capital Partners (Irl)
Fund manager company
LGT Capital Partners (Irl) Ltd
Fund type
No data available.
Fund objective
LGT a generix Long Volatility SF is a sub-fund of Crown A GENERIX plc, a Qualifying Investor Alternative Investment Fund QIAIF based in Ireland. The objective is to generate capital gains primarily in phases of elevated uncertainty across financial markets while preserving capital under normal market conditions. It follows a continuously researched rule-based strategy designed to pursue the objective.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Fund managers
NameSinceBiography
Sudheer Arora01/02/2010Portfolio Manager, 13 years of relevant experience, with LGT since 2010, Indian/British citizen, Deep expertise in trading and risk management and on evaluation of market micro structure and arbitrage opportunities; combines a solid theoretical background in finance and engineering with a strong sense of rigor. Previous senior trader in equity index derivatives at Morgan Stanley, London; software engineer in algorithms at EMC Corp, USA; MBA in finance from New York University, bachelor degree in electrical engineering from Indian Institute of Technology, Kanpur, India.
Francesco Valenti30/04/2009Portfolio Manager, 14 years of relevant experience, with LGT since 2008, Italian citizen Combines several years of proprietary trading experience in quantitative investment strategies with strong analytical skills and deep knowledge of financial instruments and Previous proprietary trader with Abaxbank, Milan and consultant in finance & risk management with Bain Consulting; master degree in finance from Bocconi University, Milan.
Stefan A. Muehlemann30/04/2009CE, 20 years of relevant experience, with LG since 2001, Swiss citizen Combines deep experience in fundamental research on hedge fund strategies globally, portfolio management and SAA/TAA with emphasis on quality management, consistency & governance .Member of LG’s princely portfolio GIM investment committee, previous head of hedge fund portfolio management LG Capital Partners; hedge fund analyst with Julius Baer NY; master degree in economics from University of St. Galle.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Ireland, Liechtenstein
LGT Alpha Generix Long Volatility A
Initial charge-
Annual charge-
Min single investment£15,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1097.82
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3YT
LGT Alpha Generix Long Volatility B
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1027.76
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3YU
LGT Alpha Generix Long Volatility D
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price998.93
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE2KZ
LGT Alpha Generix Long Volatility E 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 price920.75
CurrencyCHF
Price updated02/12/2016
Type-
Institutional or retail classInstitutional
Domicile-
Citi codeND7Z
Data provided by

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