Fact sheet: Natixis ASG Managed Futures

Fund information
Fund name
Natixis ASG Managed Futures Q/A
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
High total investment return through a combination of income and capital appreciation
Benchmark
  • Credit Suisse Managed Futures Liquid Index
Investment style
Absolute Return,Managed Futures
Investment method
Mixed
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£54m (£54m last year)
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Fixed Interest98.1%
    US Fixed Interest76.3%
    International Equities32.4%
    US Equities21.9%
    Cash & Cash Equivalents11.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%-5.8%----
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector33 / 121125 / 143----
Quartile2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector-1.3%-0.6%5.1%1.4%1.9%
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.
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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 high102.11
52 week low92.58
Current bid price-
Current offer price-
Current mid price94.25
Region
No data available.
Industry sector
No data available.
Asset type
1Global Fixed Interest98.1%
2US Fixed Interest76.3%
3International Equities32.4%
4US Equities21.9%
5Cash & Cash Equivalents11.3%
6Commodity & Energy6.8%
7Global Emerging Market Equities4.9%
8Money Market-246.7%
Individual holdings
No data available.
Management
Fund manager group
Natixis Global Asset Mgmt
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
Offshore Fund
Fund objective
High total investment return through a combination of income and capital appreciation
Benchmark
  • Credit Suisse Managed Futures Liquid Index
Investment style
Absolute Return,Managed Futures
Investment method
Mixed
Fund manager
No data available.
Compliance
UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Chile, Germany, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden
Natixis ASG Managed Futures I/A
Initial charge4%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price93.67
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN97V
Natixis ASG Managed Futures Q/A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price94.25
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN97Y
Natixis ASG Managed Futures R/A
Initial charge4%
Annual charge-
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price93.33
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN97W
Natixis ASG Managed Futures S/A
Initial charge4%
Annual charge-
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price93.8
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN97X
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.