Fact sheet: Natixis H2O Allegro

Fund information
Fund name
Natixis H2O Allegro H R C USD
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
No data available.
Fund manager
No data available.
Fund objective
The fund's objective is to achieve a performance superior to the EONIA daily, through management that will implement strategic and tactical positions and trade-offs across all fixed income markets and international currency, its minimum recommended investment after deduction of operating costs and management.
Benchmark
  • EONIA
Investment style
Macro
Investment method
Fixed Interest
Quick stats
1 Year return
3.2%
1 Year rank in sector
12/23
Sector
FO Hedge/Stru Prod - Fixed Int
Yield
-
Fund size
£238m (£210m last year)
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.
188
Top in this sector
Fund name1 Year
TCA Global Credit LP8.6%
III Relative Val Credit Strats6.2%
Prestige Alternative Finance5%
Lyxor European Senior Debt4.8%
ML IS BeachPtDivCrUCTS4.3%
...more in FO Hedge/Stru Prod - Fixed Int

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Government Fixed Interest78.8%
    Money Market10.9%
    Global Corporate Fixed Interest7.1%
    Global Emerging Market Fixed Interest3.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.1%10.8%11.8%3.2%--
Sector0.6%1%1.2%1%-12.6%-12.2%
Rank within sector1 / 191 / 231 / 2312 / 23--
Quartile1st1st1st3rd
Calendar performance
 YTD - 20162015201420132012
Fund4.2%24.5%---
Sector1.4%-14.4%0.6%-5.7%6.2%
Rank within sector9 / 231 / 21---
Quartile2nd1st
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 high12546.66
52 week low9120.94
Current bid price-
Current offer price-
Current mid price12532.85
Region
No data available.
Industry sector
No data available.
Asset type
1Global Government Fixed Interest78.8%
2Money Market10.9%
3Global Corporate Fixed Interest7.1%
4Global Emerging Market Fixed Interest3.2%
Individual holdings
No data available.
Management
Fund manager group
Natixis Global Asset Mgmt
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
No data available.
Fund objective
The fund's objective is to achieve a performance superior to the EONIA daily, through management that will implement strategic and tactical positions and trade-offs across all fixed income markets and international currency, its minimum recommended investment after deduction of operating costs and management.
Benchmark
  • EONIA
Investment style
Macro
Investment method
Fixed Interest
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, France, United Kingdom, Offshore, Singapore
Natixis H2O Allegro H I
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 price274.76
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code12DR
Natixis H2O Allegro H R C USD
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 price12532.85
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKZWW
Natixis H2O Allegro H R SGD
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 price135.26
CurrencySGD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKMWC
Natixis H2O Allegro I
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 price105523.67
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNLE5
Natixis H2O Allegro R
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 price20716.92
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNLE4
Data provided by

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