Fact sheet: LGT Captl Cwn Mgd Fts UCITS

Fund information
Fund name
LGT Capital Crown Managed Futures UCITS B USD
Fund manager company
LGT Capital Partners Limited
Fund type
No data available.
Fund manager
  • LGT Capital Partners (Ireland) Ltd.since 09/07/2010
Fund objective
The investment objective of the fund is to provide long-term capital appreciation and diversification benefits, regardless of market conditions, via exposure to the performance of the Crown Managed Futures Index. This index consists of transparent managed accounts which invest in a variety of asset classes, including equity, fixed income, currency and commodity markets around the world using only very liquid exchange traded futures, OTC derivatives and cash securities.
Benchmark
  • Crown Managed Futures Index
Investment style
Passive/Tracking,Managed Futures
Investment method
Mixed, Synthetic
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£318m
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.
128
Top in this sector
Fund name1 Year
Veritas Global Real Return27.3%
Nordea 1 Alpha 1524.3%
La Fayette Holdings22%
Nordea 1 Multi-Asset15.7%
Avia Altus15.5%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector-0.4%1.1%0.3%-0.8%5.7%6.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund--5.5%15%0.6%-3.2%
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector-95 / 11511 / 9551 / 8666 / 77
Quartile4th1st3rd4th
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.
4.54
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.
-0.59
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%.
11.51
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.
11.91
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.
0.04
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.
0.01
Price movement
52 week high1100.52
52 week low1100.52
Current bid price-
Current offer price-
Current mid price1100.52
Region
1International100%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
LGT Capital Partners Limited
Fund manager company
LGT Capital Partners Limited
Fund type
No data available.
Fund objective
The investment objective of the fund is to provide long-term capital appreciation and diversification benefits, regardless of market conditions, via exposure to the performance of the Crown Managed Futures Index. This index consists of transparent managed accounts which invest in a variety of asset classes, including equity, fixed income, currency and commodity markets around the world using only very liquid exchange traded futures, OTC derivatives and cash securities.
Benchmark
  • Crown Managed Futures Index
Investment style
Passive/Tracking,Managed Futures
Investment method
Mixed, Synthetic
Fund manager
NameSinceBiography
LGT Capital Partners (Ireland) Ltd.09/07/2010LGT Capital Partners is a leading provider for alternative investments, with companies in Pfäffikon, New York, London, Dublin, Hong Kong, Tokyo and Beijing. Overall, assets of over USD 25 billion are managed in hedge funds and private equity funds. The international team includes 190 experts from 35 countries.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Ireland, Liechtenstein
LGT Capital Crown Managed Futures UCITS B USD
Initial charge2%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.64%
Bid price-
Offer price-
Mid price1100.52
CurrencyUSD
Price updated30/09/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05SH
LGT Capital Crown Managed Futures UCITS D GBP
Initial charge2%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.66%
Bid price-
Offer price-
Mid price1041.07
CurrencyGBP
Price updated30/09/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05SG
Data provided by

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