Fact sheet: Natixis ASG Mgd Fut

Fund information
Fund name
Natixis ASG Managed Futures R/A
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The investment objective of ASG Managed Futures Fund is to seek positive absolute returns over time. The Fund will seek to achieve this investment objective primarily by taking long and short exposures to permitted assets whilst also seeking to manage volatility on an annualised basis.
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
£75m (£54m last year)
Top in this sector
Fund name1 Year
H2O MultiStrategies27.5%
GLG Mkt Neutral25.4%
Castellain Value23.2%
LFIS VisionPremiaOpps18.8%
Pictet PAF Distressed17.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Money Market74.9%
    Global Developed Equities50%
    Global Developed Market Fixed Interest46.4%
    US Equities29.2%
    Commodity & Energy9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%0.7%-1.6%---
Sector-0.3%0.6%0.3%0.6%3.6%6.2%
Rank within sector109 / 13382 / 154108 / 144---
Quartile4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.1%----
Sector0.7%-0.5%-0.6%5.1%1.4%
Rank within sector64 / 152----
Quartile2nd
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 high101.96
52 week low91.8
Current bid price-
Current offer price-
Current mid price95.69
Region
No data available.
Industry sector
No data available.
Asset type
1Money Market74.9%
2Global Developed Equities50%
3Global Developed Market Fixed Interest46.4%
4US Equities29.2%
5Commodity & Energy9%
6Global Emerging Market Equities7.4%
7Cash & Cash Equivalents4.2%
8US Fixed Interest-7.8%
9Global Fixed Interest-113.3%
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
The investment objective of ASG Managed Futures Fund is to seek positive absolute returns over time. The Fund will seek to achieve this investment objective primarily by taking long and short exposures to permitted assets whilst also seeking to manage volatility on an annualised basis.
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 H-I/A AUD
Initial charge4%
Annual charge-
Min single investment£150,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price-
CurrencyAUD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVP
Natixis ASG Managed Futures H-I/A CHF
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 price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVQ
Natixis ASG Managed Futures H-I/A EUR
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 price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVR
Natixis ASG Managed Futures H-I/A GBP
Initial charge4%
Annual charge-
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price95.84
CurrencyGBP
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVS
Natixis ASG Managed Futures H-N/A CHF
Initial charge4%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVT
Natixis ASG Managed Futures H-N/A EUR
Initial charge4%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVU
Natixis ASG Managed Futures H-N/A GBP
Initial charge4%
Annual charge-
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVV
Natixis ASG Managed Futures H-R/A CHF
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 price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNSVW
Natixis ASG Managed Futures H-R/A EUR
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 price98.61
CurrencyEUR
Price updated28/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNSVX
Natixis ASG Managed Futures H-R/A SEK
Initial charge4%
Annual charge-
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNSVY
Natixis ASG Managed Futures H-S/A GBP
Initial charge4%
Annual charge-
Min single investment£7,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price101.38
CurrencyGBP
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSVZ
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 price96.24
CurrencyUSD
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN97V
Natixis ASG Managed Futures N/A USD
Initial charge4%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNSW0
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 price97.2
CurrencyUSD
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
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 price95.69
CurrencyUSD
Price updated28/03/2017
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 price96.44
CurrencyUSD
Price updated28/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN97X
Data provided by

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