Fact sheet: OMW Insight Gbl Absol Rtn

Fund information
Fund name
OMW Insight Global Absolute Return Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund manager
  • Steve Waddingtonsince 11/02/2013
Underlying fund
Insight Global Absolute Rtn
Fund objective
To deliver positive returns on an annual basis with the prospect of attractive long-term capital growth.
Benchmark
  • LIBOR GBP 3 month
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
5.1%
1 Year rank in sector
393/530
Sector
PN Specialist
Yield
-
Fund size
£0m (£0m 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.
37
Bid price
102.4
Offer price
107.7
Top in this sector
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OMW Neptune Rus + Grtr Rus47.1%
ReAssure AL NptRu&GtrRus Pn46.6%
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...more in PN Specialist

Performance snapshot

Holdings snapshot

  • Not Specified26.2%
    USA15.4%
    Europe14.5%
    UK12.5%
    Global Emerging Markets12%
  • No data available.
  • Hedge12.3%
    Others9.3%
    Money Market7.6%
    US Equities6.8%
    European Equities6.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.7%0.7%5.1%5.7%-
Sector0.4%3%3.9%13.5%24.2%41.9%
Rank within sector378 / 559382 / 555407 / 550393 / 530332 / 397-
Quartile3rd3rd3rd3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund1.5%3.2%-2.4%3.7%-
Sector2.5%11.6%2%7.2%11%
Rank within sector354 / 555399 / 519400 / 455291 / 393-
Quartile3rd4th4th3rd
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.
-2.83
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.
0.67
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.
-0
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%.
4.91
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.
3.42
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.
-1.47
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.
0.67
Price movement
52 week high103.1
52 week low97.2
Current bid price102.4
Current offer price107.7
Current mid price-
Region
1Not Specified26.18%
2USA15.36%
3Europe14.47%
4UK12.54%
5Global Emerging Markets12%
6Money Market7.64%
7Asia3.37%
8Japan3.28%
9International1.92%
Industry sector
No data available.
Asset type
1Hedge12.29%
2Others9.32%
3Money Market7.64%
4US Equities6.75%
5European Equities6.61%
6UK Equities6.61%
7Global Emerging Market Equities6.39%
8Global Emerging Market Government Fixed Interest4.52%
9European High Yield Fixed Interest4.24%
Individual holdings
No data available.
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
To deliver positive returns on an annual basis with the prospect of attractive long-term capital growth.
Benchmark
  • LIBOR GBP 3 month
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Steve Waddington11/02/2013Steve joined Insight in January 2008 and is responsible for fundmanagement and investment selection for our diversified fund range. Before joining Insight he spent five years at BT Financial Group, Australia (formerly Rothschild Australia Asset Management), where from 2004 he was Head of External Investments, responsible for investment and manager research, due diligence, selection and portfolio construction. Steve started his career at Savills Commercial Ltd, where he was responsible for advising institutional and private company clients on commercial property investment and development.
Compliance
UCITS III Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Insight Global Absolute Return Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.27%
Bid price102.4
Offer price107.7
Mid price-
CurrencyGBX
Price updated23/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI8ZQ
OMW Insight Global Absolute Return SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.27%
Bid price-
Offer price-
Mid price111.1
CurrencyGBX
Price updated23/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI8ZR
Data provided by

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