Fact sheet: PTR Kosmos

Fund information
Fund name
PTR Kosmos P EUR
Fund manager company
Pictet Asset Management (Europ
Fund type
Offshore Fund
Fund managers
  • Raymond Sagayamsince 05/06/2011
  • Kazik Swiderskisince 05/06/2011
Fund objective
The Compartment follows a credit long/short investment strategy. The objective of the Compartment is to achieve long-term capital growth in absolute terms with a strong focus on capital preservation. The Compartment will mainly invest in bonds and other related debt securities (such as corporate and/or sovereign and/ or financial bonds, covered bonds and convertible bonds) and financial derivative instruments.
Benchmark
  • ML sterling o/n libor
Investment style
Long/Short
Investment method
Fixed Interest
Quick stats
1 Year return
1.5%
1 Year rank in sector
12/23
Sector
FO Hedge/Stru Prod - Fixed Int
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.
1.97%
Fund size
£561m (£618m 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.
9
Top in this sector
Fund name1 Year
TCA Global Credit LP8.6%
III Relative Val Credit Strats6.4%
Prestige Alternative Finance5%
Lyxor European Senior Debt4.8%
Man IP 220 GLG USD Gtd Bds3.4%
...more in FO Hedge/Stru Prod - Fixed Int

Performance snapshot

Holdings snapshot

  • Europe9.2%
    International-4.7%
    Middle East/ Africa-5.3%
    Latin America-6.8%
    Asia-12.3%
  • Automobiles2.8%
    Utilities2.2%
    Telecommunications Utilities0.5%
    Technology0.1%
    Media-0.5%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.6%1%1.5%2.7%6.7%
Sector0.2%0.8%0.9%0.5%-12.7%-12.1%
Rank within sector5 / 169 / 2312 / 2312 / 2310 / 1610 / 14
Quartile2nd2nd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund1.7%0.1%0.5%0.7%3.1%
Sector1.3%-14.4%0.6%-5.7%6.2%
Rank within sector14 / 2314 / 2111 / 1612 / 1510 / 14
Quartile3rd3rd3rd4th3rd
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.
0.98
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.
0.05
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%.
1.32
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.
6.18
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.
0.84
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.
0.04
Price movement
52 week high109.23
52 week low105.82
Current bid price-
Current offer price-
Current mid price108.85
Region
1Europe9.2%
2International-4.7%
3Middle East/ Africa-5.3%
4Latin America-6.8%
5Asia-12.3%
6North America-51%
Industry sector
1Automobiles2.8%
2Utilities2.2%
3Telecommunications Utilities0.5%
4Technology0.1%
5Media-0.5%
6Transport-0.5%
7Non-Cyclical Consumer Goods-1.6%
8Financials-1.9%
9Government Agency Bonds-1.9%
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 Compartment follows a credit long/short investment strategy. The objective of the Compartment is to achieve long-term capital growth in absolute terms with a strong focus on capital preservation. The Compartment will mainly invest in bonds and other related debt securities (such as corporate and/or sovereign and/ or financial bonds, covered bonds and convertible bonds) and financial derivative instruments.
Benchmark
  • ML sterling o/n libor
Investment style
Long/Short
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Raymond Sagayam05/06/2011Fixed Income Pictet Asset Management, London At Pictet since 2010 16 years of experience
Kazik Swiderski05/06/2011Fixed Income Pictet Asset Management, London At Pictet since 2010 29 years of experience
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 Kosmos HI CHF
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.53%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price128.01
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04KM
PTR Kosmos HI GBP
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.52%
Total expense ratio (TER)1.72%
Bid price-
Offer price-
Mid price100.42
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04KN
PTR Kosmos HI JPY
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.52%
Total expense ratio (TER)1.72%
Bid price-
Offer price-
Mid price10671
CurrencyJPY
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF13S
PTR Kosmos HI USD
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.89%
Bid price-
Offer price-
Mid price159.41
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04KO
PTR Kosmos HJ GBP
Initial charge-
Annual charge0.7%
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.14%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.7
CurrencyGBP
Price updated25/02/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW5C
PTR Kosmos HJ USD
Initial charge-
Annual charge0.7%
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.6
CurrencyUSD
Price updated25/02/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW5B
PTR Kosmos HP CHF
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.03%
Total expense ratio (TER)2.16%
Bid price-
Offer price-
Mid price125.22
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code04KP
PTR Kosmos HP GBP
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.03%
Total expense ratio (TER)2.24%
Bid price-
Offer price-
Mid price98.26
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code04KQ
PTR Kosmos HP USD
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.02%
Total expense ratio (TER)2.16%
Bid price-
Offer price-
Mid price156.05
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code04KR
PTR Kosmos I EUR
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.48%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price111.26
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04KS
PTR Kosmos I GBP
Initial charge5%
Annual charge1.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.47%
Total expense ratio (TER)1.71%
Bid price-
Offer price-
Mid price94.51
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04KT
PTR Kosmos P EUR
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)2.03%
Bid price-
Offer price-
Mid price108.85
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code04KU
PTR Kosmos P GBP
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.03%
Total expense ratio (TER)2.58%
Bid price-
Offer price-
Mid price84.38
CurrencyGBP
Price updated24/09/2014
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code04KV
Data provided by

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