Fact sheet: Liontrust GFEurpnStgcEq

Fund information
Fund name
Liontrust GF European Strategic Equity C3 Hedged Inst Acc GBP
Fund manager company
Liontrust Global Funds plc
Fund type
OEIC
Fund managers
  • James Inglis-Jonessince 15/02/2012
  • Samantha Gleavesince 10/09/2012
Fund objective
The investment objective of the Fund is to achieve a positive absolute return over the long term for investors through a portfolio of long, synthetic long and synthetic short investments primarily in European equities and equity related derivatives.
Benchmark
  • No Specified Index
Investment style
Market Neutral
Investment method
Equity
Quick stats
1 Year return
1%
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Equity
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.
1.75%
Fund size
£32m (£22m last year)
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS21.8%
Ennismore Eurpn Smallar Cos19.3%
Income Partners AllSeasnAsCred18.7%
Majedie Tortoise16.8%
BlackRock SF Asia Extnn15.8%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • Money Market68.8%
    UK15.1%
    Switzerland13.4%
    Denmark8.8%
    Sweden4.9%
  • Money Market68.8%
    Materials13.5%
    Financials8.2%
    Consumer Staples8.2%
    Consumer Discretionary5.5%
  • Money Market68.8%
    Alternative Investment Strategies29.3%
    US Equities1.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%3.7%4.4%1%--
Sector0.5%1.3%1.3%-1%5.4%15.9%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund3.1%----
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector-----
Quartile
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 high11.9
52 week low11.2
Current bid price-
Current offer price-
Current mid price11.86
Region
1Money Market68.79%
2UK15.09%
3Switzerland13.41%
4Denmark8.77%
5Sweden4.93%
6Spain1.58%
7USA0.26%
8Netherlands0.14%
9Europe-0.34%
Industry sector
1Money Market68.79%
2Materials13.49%
3Financials8.19%
4Consumer Staples8.17%
5Consumer Discretionary5.46%
6Industrials3.73%
7Energy3.63%
8Utilities1.6%
9Derivatives-0.34%
Asset type
1Money Market68.79%
2Alternative Investment Strategies29.29%
3US Equities1.92%
Individual holdings
1AMG ADVANCED METALLURGICAL GROUP NV3.09%
2ORIFLAME HLDG LTD2.97%
3KARDEX2.65%
4NNIT A/S2.53%
5EXPERIAN PLC2.38%
6VESTAS WIND SYSTEMS2.35%
7CENTAMIN PLC2.33%
8SVG CAPITAL PLC2.24%
9BURFORD CAPITAL LIMITED ORD NPV2.23%
Management
Fund manager group
Liontrust
Fund manager company
Liontrust Global Funds plc
Fund type
OEIC
Fund objective
The investment objective of the Fund is to achieve a positive absolute return over the long term for investors through a portfolio of long, synthetic long and synthetic short investments primarily in European equities and equity related derivatives.
Benchmark
  • No Specified Index
Investment style
Market Neutral
Investment method
Equity
Fund managers
NameSinceBiography
James Inglis-Jones15/02/2012James graduated in 1990 with a First Class Honours Degree in Modern History from York University. He went on to gain a D.Phil in Modern History from Christ Church, Oxford. James joined Fleming Investment Management in 1997, assuming responsibility for the management of UK equity portfolios in 1999. Between 1999 and 2002 he worked on JP Morgan Fleming’s institutional investment process and managed a wide range of retail and institutional funds as a senior portfolio manager within their European equity group. James joined Liontrust in 2006 to develop and manage the Cashflow Solution investment process.
Samantha Gleave10/09/2012Samantha graduated from Aberdeen University in 1995 with an MA Honours degree in Economics & Management. She began her career at Sutherlands Ltd as a Consumer Analyst before moving on to Fleming Investment Management as senior Investment Analyst covering Pan Europe where she worked with James Inglis-Jones. Samantha moved to Credit Suisse First Boston (Europe) Ltd in 2000 and was in a No 1 ranked equity research sector team (Extel & Institutional Investor Surveys). In 2005 she moved to Bank of America Merrill Lynch and became a Senior Equity Analyst and Director and won awards for Top Stock Pick and Earnings Estimates. Samantha joined Liontrust in 2012 as Fund Manager to work with James in managing the Cashflow Solution investment process.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Guernsey, Ireland, Italy, Jersey, Luxembourg, Malta, Netherlands, Norway, Offshore, Singapore, Sweden
Liontrust GF European Strategic Equity A Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.5%
Bid price-
Offer price-
Mid price9.5821
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0RK8
Liontrust GF European Strategic Equity A3 Inst Acc
Initial charge5%
Annual charge1%
Min single investment£5,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.3404
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN3JY
Liontrust GF European Strategic Equity A4 Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.5277
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKL1G
Liontrust GF European Strategic Equity B Hedged Acc USD
Initial charge5%
Annual charge1.5%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.5%
Bid price-
Offer price-
Mid price9.7308
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0RK9
Liontrust GF European Strategic Equity C3 Hedged Inst Acc GBP
Initial charge5%
Annual charge1%
Min single investment£5,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.864
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMD1L
Liontrust GF European Strategic Equity C4 Hedged Acc GBP
Initial charge5%
Annual charge1.5%
Min single investment£25,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.5957
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKL1J
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.