Fact sheet: Old Mutual SystPstvSkw

Fund information
Fund name
Old Mutual Systematic Positive Skew I Acc USD
Fund manager company
Old Mutl Glbl Investors(UK)Ltd
Fund type
No data available.
Fund manager
  • Mark Greenwoodsince 31/01/2017
Fund objective
The investment objective of the Fund is to seek to deliver positive total returns on a rolling twelve month basis uncorrelated to bond and equity market conditions. Investors should be aware that their capital is at risk and that there is no guarantee that the positive total returns will be achieved over the rolling twelve months or any time period.
Benchmark
  • Overnight Interbank Average Rate (SONIA)
Investment style
Discretionary Macro
Investment method
Mixed
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£17m
Top in this sector
Fund name1 Year
H2O MultiStrategies26.1%
GLG Mkt Neutral25.4%
Castellain Value23.2%
LFIS VisionPremiaOpps19.4%
Pimco GIS Stk Pl17.9%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%-----
Sector-0.3%0.7%0.5%0.8%3.8%6.3%
Rank within sector12 / 150-----
Quartile1st
Calendar performance
 YTD - 20172016201520142013
Fund-----
Sector0.8%-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.
-
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%.
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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.
-
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 high10.42
52 week low10
Current bid price-
Current offer price-
Current mid price10.36
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Old Mutual
Fund manager company
Old Mutl Glbl Investors(UK)Ltd
Fund type
No data available.
Fund objective
The investment objective of the Fund is to seek to deliver positive total returns on a rolling twelve month basis uncorrelated to bond and equity market conditions. Investors should be aware that their capital is at risk and that there is no guarantee that the positive total returns will be achieved over the rolling twelve months or any time period.
Benchmark
  • Overnight Interbank Average Rate (SONIA)
Investment style
Discretionary Macro
Investment method
Mixed
Fund manager
NameSinceBiography
Mark Greenwood31/01/2017
Compliance
UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Old Mutual Systematic Positive Skew F Acc USD
Initial charge-
Annual charge0.5%
Min single investment£20,000,000
Min regular saving£10,000,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNOWZ
Old Mutual Systematic Positive Skew F Hedged Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6I
Old Mutual Systematic Positive Skew F Hedged Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£20,000,000
Min regular saving£10,000,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.3758
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6J
Old Mutual Systematic Positive Skew I Acc USD
Initial charge-
Annual charge1%
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.3601
CurrencyUSD
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6F
Old Mutual Systematic Positive Skew I Hedged Acc EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6G
Old Mutual Systematic Positive Skew R Hedged Acc GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6H
Old Mutual Systematic Positive Skew X Acc USD
Initial charge-
Annual charge-
Min single investment£20,000,000
Min regular saving£10,000,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.4417
CurrencyUSD
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNOX1
Old Mutual Systematic Positive Skew X Hedged Acc EUR
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 price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNQ6K
Old Mutual Systematic Positive Skew X Hedged Acc GBP
Initial charge-
Annual charge-
Min single investment£20,000,000
Min regular saving£10,000,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNOX0
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.