Fact sheet: NN (L) MltAssFctOpp

Fund information
Fund name
NN (L) Multi Asset Factor Opportunities I Hedged Cap GBP
Fund manager company
NN Investment Partners (LUX)
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The Sub-Fund aims to provide long term capital appreciation by investing in a set of factors (like momentum, value, carry and volatility) which are captured with rule-based long/short strategies.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£118m
Top in this sector
Fund name1 Year
Castellain Value24.1%
H2O MultiStrategies23.9%
GLG Mkt Neutral23.2%
Garraway Fn Trds19.6%
LFIS VisionPremiaOpps16.5%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%-----
Sector-0.1%0.8%0.6%0.6%3.5%6.5%
Rank within sector10 / 148-----
Quartile1st
Calendar performance
 YTD - 20172016201520142013
Fund-----
Sector0.6%-0.5%-0.6%5.1%1.4%
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.
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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.
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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%.
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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.
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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.
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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.
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Price movement
52 week high99.88
52 week low97.5
Current bid price-
Current offer price-
Current mid price98.08
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
ING
Fund manager company
NN Investment Partners (LUX)
Fund type
Offshore Fund
Fund objective
The Sub-Fund aims to provide long term capital appreciation by investing in a set of factors (like momentum, value, carry and volatility) which are captured with rule-based long/short strategies.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Luxembourg, Offshore
NN (L) Multi Asset Factor Opportunities I Cap USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price5959.1
CurrencyUSD
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE88I
NN (L) Multi Asset Factor Opportunities I Hedged Cap GBP
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 price98.08
CurrencyGBP
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC4ZB
NN (L) Multi Asset Factor Opportunities Z Hedged Cap EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.23%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price5885.5
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE84W
NN (L) Multi Asset Factor Opportunities Z Hedged Cap EUR USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.23%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price6392.83
CurrencyUSD
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE84X
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.