Fact sheet: Pictet Select GlbMngFtrs

Fund information
Fund name
Pictet Select Global Managed Futures P EUR
Fund manager company
Pictet Asset Management (Europ
Fund type
Offshore Fund
Fund managers
  • Daniel Perezsince 28/08/2015
Fund objective
Global Managed Futures is a UCITS compliant thematic fund of hedge funds with a focus on systematic tactical trading strategies investing in global futures markets across most asset classes. The portfolio consists of a select group of managers employing primarily trend-following types of strategies. The investment objective is to achieve superior risk-adjusted returns with limited correlation to traditional asset classes over a market cycle.
Benchmark
  • No Specified Index
Investment style
Managed Futures
Investment method
Futures
Quick stats
1 Year return
-2.4%
1 Year rank in sector
114/148
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£30m (£25m 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.
93
Top in this sector
Fund name1 Year
H2O MultiStrategies36.5%
Castellain Value26.2%
Garraway Fn Trds23.2%
GLG Mkt Neutral20.6%
Pimco GIS Stk Pl18.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%-0.7%1.7%-2.4%--
Sector0.3%0%1.8%1.8%3.2%7%
Rank within sector56 / 158113 / 16987 / 160114 / 148--
Quartile2nd3rd3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund0.4%-4%---
Sector0.9%-0.5%-0.6%5.1%1.4%
Rank within sector98 / 165102 / 135---
Quartile3rd4th
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 high101.22
52 week low92.97
Current bid price-
Current offer price-
Current mid price94.73
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
Global Managed Futures is a UCITS compliant thematic fund of hedge funds with a focus on systematic tactical trading strategies investing in global futures markets across most asset classes. The portfolio consists of a select group of managers employing primarily trend-following types of strategies. The investment objective is to achieve superior risk-adjusted returns with limited correlation to traditional asset classes over a market cycle.
Benchmark
  • No Specified Index
Investment style
Managed Futures
Investment method
Futures
Fund managers
NameSinceBiography
Daniel Perez28/08/2015
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price96.72
CurrencyUSD
Price updated12/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX5M
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price94.94
CurrencyCHF
Price updated12/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8EE
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price97.21
CurrencyUSD
Price updated12/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX5N
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price106.5
CurrencyUSD
Price updated12/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1CJ
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price98.27
CurrencyUSD
Price updated12/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7FR
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price96.54
CurrencyEUR
Price updated12/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE51S
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price95.41
CurrencyEUR
Price updated12/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX5L
Pictet Select Global Managed Futures 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)-
Bid price-
Offer price-
Mid price94.73
CurrencyEUR
Price updated12/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1EZ
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.