Fact sheet: Pictet Select Callisto

Fund information
Fund name
Pictet Select Callisto R EUR
Fund manager company
Pictet Asset Management (Europ
Fund type
Offshore Fund
Fund managers
  • Anne-Marie Mossesince 03/12/2012
  • Jean-Pierre Selvaticosince 03/12/2012
Fund objective
Callisto is a multistrategy UCITS compliant FoF. The portfolio invests in liquid strategies including L/S Equity, Event Driven, Global Macro, CTA and Fixed Income. Callisto's investment objective is to achieve superior risk adjusted returns while maintaining a highly liquid portfolio and an annualised performance target of Libor +2% to 4% with a limited volatility over an investment cycle.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-4.6%
1 Year rank in sector
91/124
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£70m (£161m 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.
21
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Garraway Garr FT16.8%
Castellain Value16.6%
Avia Altus14.6%
Nordea 1 Alpha 1512.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%-1.4%-1.8%-4.6%-0.3%6.1%
Sector-0.1%-1.5%-0.5%-1.7%3.3%6.6%
Rank within sector58 / 12081 / 14193 / 13891 / 12452 / 8344 / 68
Quartile2nd3rd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-3.7%0.5%1.6%7.3%0.8%
Sector-1.5%-0.6%5.1%1.4%1.9%
Rank within sector88 / 12536 / 10857 / 8924 / 8151 / 72
Quartile3rd2nd3rd2nd3rd
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.
-0.77
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.
0.73
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%.
2.71
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.
2.31
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.
-0.46
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.
0.31
Price movement
52 week high101.84
52 week low97.96
Current bid price-
Current offer price-
Current mid price98.07
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
Callisto is a multistrategy UCITS compliant FoF. The portfolio invests in liquid strategies including L/S Equity, Event Driven, Global Macro, CTA and Fixed Income. Callisto's investment objective is to achieve superior risk adjusted returns while maintaining a highly liquid portfolio and an annualised performance target of Libor +2% to 4% with a limited volatility over an investment cycle.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
Anne-Marie Mosse03/12/2012Anne-Marie Mosse is Hedge Fund Analyst at Pictet & Cie, based in Geneva Area, Switzerland. She joined Pictet in January 2008. Prior to that, she worked as HF Analyst at Heritage Bank & Trust for 13 years. She studied at Ecole Supérieure de Gestion.
Jean-Pierre Selvatico03/12/2012Jean-Pierre Selvatico joined Pictet Alternative Investments in 2010 as a senior hedge funds analyst and portfolio manager. He is Head of Hedge Funds and is a member of the Investment Committee. Prior to joining Pictet, Jean-Pierre was a managing director at Barclays Capital in London in charge of the European interest rate option desk. He started his career in 1993 at JP Morgan London as a quantitative researcher and then moved to the interest rate swaps market-making desk. From 1997 to 2000 he managed the Dollar option desk for JP Morgan in New-York. Prior to joining Barclays Capital in 2004, he worked at Credit Suisse First Boston in London from 2002 to 2004. Jean-Pierre graduated from Ecole Polytechnique in Paris and later from Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE).
Compliance
Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore
Pictet Select Callisto HI CHF
Initial charge3.5%
Annual charge1.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price98.69
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC4
Pictet Select Callisto HI GBP
Initial charge3.5%
Annual charge1.25%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.67%
Bid price-
Offer price-
Mid price103.94
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC5
Pictet Select Callisto HI USD
Initial charge3.5%
Annual charge1.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.74%
Bid price-
Offer price-
Mid price103.08
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC6
Pictet Select Callisto HJ CHF
Initial charge3.5%
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.42%
Bid price-
Offer price-
Mid price100.38
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC1
Pictet Select Callisto HJ GBP
Initial charge3.5%
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.39%
Bid price-
Offer price-
Mid price108.99
CurrencyGBP
Price updated06/11/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC2
Pictet Select Callisto HJ USD
Initial charge3.5%
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.39%
Bid price-
Offer price-
Mid price104.91
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWC3
Pictet Select Callisto HP CHF
Initial charge3.5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price98.32
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJVQ
Pictet Select Callisto HP GBP
Initial charge3.5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price103.53
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJVS
Pictet Select Callisto HP USD
Initial charge3.5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price102.68
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJVR
Pictet Select Callisto HR CHF
Initial charge3.5%
Annual charge1.9%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.36%
Bid price-
Offer price-
Mid price94.73
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWC7
Pictet Select Callisto HR GBP
Initial charge3.5%
Annual charge1.9%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.29%
Bid price-
Offer price-
Mid price99.75
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWC8
Pictet Select Callisto HR USD
Initial charge3.5%
Annual charge1.9%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.36%
Bid price-
Offer price-
Mid price98.87
CurrencyUSD
Price updated25/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWC9
Pictet Select Callisto HZ CHF
Initial charge3.5%
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price108.56
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9BY
Pictet Select Callisto HZ GBP
Initial charge3.5%
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price112.55
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9BW
Pictet Select Callisto HZ USD
Initial charge3.5%
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price112.33
CurrencyUSD
Price updated02/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9BX
Pictet Select Callisto I EUR
Initial charge3.5%
Annual charge1.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.68%
Bid price-
Offer price-
Mid price102.18
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWB9
Pictet Select Callisto J EUR
Initial charge3.5%
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.36%
Bid price-
Offer price-
Mid price103.93
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWB8
Pictet Select Callisto P EUR
Initial charge3.5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price101.79
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJVP
Pictet Select Callisto R EUR
Initial charge3.5%
Annual charge1.9%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.3%
Bid price-
Offer price-
Mid price98.07
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWC0
Pictet Select Callisto Z EUR
Initial charge3.5%
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.23%
Bid price-
Offer price-
Mid price110.2
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA0VG
Data provided by

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