Fact sheet: PTR Diversified Alpha

Fund information
Fund name
PTR Diversified Alpha P EUR
Fund manager company
Pictet Asset Management (Europ
Fund type
Offshore Fund
Fund manager
  • Philippe de Wecksince 01/05/2014
Fund objective
The sub-fund invests primarily in market-neutral strategies managed by selected investment teams. The market-neutral long/short investment strategies have exposure to various financial assets (equities, bonds and other debt related securities, financial derivatives) globally. The objective of the compartment is to achieve long-term capital growth in absolute terms with a strong focus on capital preservation.
Benchmark
  • ML Swiss franc o/n libor
Investment style
Market Neutral,Capital Protection Targeted
Investment method
Mixed
Quick stats
1 Year return
0.6%
1 Year rank in sector
32/123
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
2.2%
Fund size
£1,674m (£885m last year)
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.8%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT11.8%
GLG Mkt Neutral9.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%-0%1.3%0.6%--
Sector-0.5%-1.3%-0.3%-2.2%2.9%6.7%
Rank within sector58 / 11756 / 14040 / 13732 / 123--
Quartile2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund0.5%3.4%---
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector43 / 12419 / 108---
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 high105.44
52 week low102.28
Current bid price-
Current offer price-
Current mid price104.85
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Pictet
Fund manager company
Pictet Asset Management (Europ
Fund type
Offshore Fund
Fund objective
The sub-fund invests primarily in market-neutral strategies managed by selected investment teams. The market-neutral long/short investment strategies have exposure to various financial assets (equities, bonds and other debt related securities, financial derivatives) globally. The objective of the compartment is to achieve long-term capital growth in absolute terms with a strong focus on capital preservation.
Benchmark
  • ML Swiss franc o/n libor
Investment style
Market Neutral,Capital Protection Targeted
Investment method
Mixed
Fund manager
NameSinceBiography
Philippe de Weck01/05/2014Philippe de Weck is a Senior Investment Manager in the Sector & Theme Funds team and manages the ‘Clean Energy’ fund. Previously he managed the PF(LUX)-Telecom fund from 2005-2007 achieving a five star rating from S&P. Philippe joined Pictet Asset Management as a buy-side technology analyst in 2004. Before joining Pictet, he worked for Credit Suisse First Boston in both New York and London as an Investment Banking Analyst from 1997-2003. Philippe holds a BA in Economics and a BA in International Relations from the University of Pennsylvania.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, France, United Kingdom, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
PTR Diversified Alpha HI CHF
Initial charge5%
Annual charge1.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.61%
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price127.35
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7R
PTR Diversified Alpha HI GBP
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-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7Q
PTR Diversified Alpha HI JPY
Initial charge5%
Annual charge1.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.58%
Total expense ratio (TER)2.99%
Bid price-
Offer price-
Mid price15076
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7S
PTR Diversified Alpha HI USD
Initial charge5%
Annual charge1.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.6%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price148.78
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7P
PTR Diversified Alpha HJ CHF
Initial charge5%
Annual charge1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price128.04
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7O
PTR Diversified Alpha HJ JPY
Initial charge-
Annual charge1%
Min single investment£200,000,000
Min regular saving£200,000,000
Available in ISANo
Ongoing charge (OCF)1.35%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13719
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW5F
PTR Diversified Alpha HJ USD
Initial charge5%
Annual charge1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)2.08%
Bid price-
Offer price-
Mid price149.7
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7N
PTR Diversified Alpha HP CHF
Initial charge5%
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.73%
Bid price-
Offer price-
Mid price125.72
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7V
PTR Diversified Alpha HP GBP
Initial charge5%
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.45
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7U
PTR Diversified Alpha HP JPY
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-
CurrencyJPY
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7W
PTR Diversified Alpha HP USD
Initial charge5%
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.78%
Bid price-
Offer price-
Mid price146.99
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7T
PTR Diversified Alpha I EUR
Initial charge5%
Annual charge1.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.56%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price106.25
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7I
PTR Diversified Alpha I GBP
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-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7J
PTR Diversified Alpha J EUR
Initial charge5%
Annual charge1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.31%
Total expense ratio (TER)2.03%
Bid price-
Offer price-
Mid price106.83
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJ7X
PTR Diversified Alpha P EUR
Initial charge5%
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.2%
Total expense ratio (TER)2.76%
Bid price-
Offer price-
Mid price104.85
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7K
PTR Diversified Alpha P GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.14%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ7L
PTR Diversified Alpha P dy EUR
Initial charge-
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.72
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW5E
PTR Diversified Alpha Z 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 classRetail
Domicile-
Citi codeFJ7M
Data provided by

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