Fact sheet: Pimco TREN MnFu Strt

Fund information
Fund name
Pimco TRENDS Managed Futures Strategy E Hedged Inc GBP
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Matt Dorstensince 29/06/2015
  • Graham Rennisonsince 29/06/2015
  • Josh Davissince 01/12/2015
Fund objective
The PIMCO TRENDS Managed Futures Strategy Fund is a liquid alternative investment strategy that seeks to capture momentum across major asset classes including equities, interest rates, and currencies. The Fund looks for and attempts to profit from the price trends of securities and derivatives in global financial markets.
Benchmark
  • LIBOR USD 3 month
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
2.1%
1 Year rank in sector
29/124
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.
2.25%
Fund size
£127m (£117m last year)
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%-2.9%-0.3%2.1%--
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector49 / 121101 / 14373 / 13829 / 124--
Quartile2nd3rd3rd1st
Calendar performance
 YTD - 20162015201420132012
Fund2.8%----
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector27 / 127----
Quartile1st
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 high10.59
52 week low9.29
Current bid price-
Current offer price-
Current mid price9.73
Region
1USA48.35%
2Money Market20.59%
3UK8.32%
4Ireland6.07%
5Canada6.01%
6Germany4.27%
7Korea3.47%
8EU3.17%
9Italy2.47%
Industry sector
1A40%
2BBB26%
3AAA14%
4BB7%
5A+6%
6AA5%
7A-2%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The PIMCO TRENDS Managed Futures Strategy Fund is a liquid alternative investment strategy that seeks to capture momentum across major asset classes including equities, interest rates, and currencies. The Fund looks for and attempts to profit from the price trends of securities and derivatives in global financial markets.
Benchmark
  • LIBOR USD 3 month
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
Matt Dorsten29/06/2015
Graham Rennison29/06/2015
Josh Davis01/12/2015
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Pimco TRENDS Managed Futures Strategy E Acc USD
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.69
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHFG
Pimco TRENDS Managed Futures Strategy E Hedged Acc CHF
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.44
CurrencyCHF
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHBA
Pimco TRENDS Managed Futures Strategy E Hedged Acc EUR
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.53
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHBB
Pimco TRENDS Managed Futures Strategy E Hedged Inc EUR
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.53
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMHBC
Pimco TRENDS Managed Futures Strategy E Hedged Inc GBP
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.73
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMHBD
Pimco TRENDS Managed Futures Strategy E Inc USD
Initial charge5%
Annual charge2.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.68
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMHFF
Pimco TRENDS Managed Futures Strategy Institutional Acc USD
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.84
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHFD
Pimco TRENDS Managed Futures Strategy Institutional Hedged Acc CHF
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.59
CurrencyCHF
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHBN
Pimco TRENDS Managed Futures Strategy Institutional Hedged Acc EUR
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.69
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHBM
Pimco TRENDS Managed Futures Strategy Institutional Hedged Inc EUR
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.61
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHBL
Pimco TRENDS Managed Futures Strategy Institutional Hedged Inc GBP
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHBK
Pimco TRENDS Managed Futures Strategy Institutional Inc USD
Initial charge5%
Annual charge1.15%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.78
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHFE
Pimco TRENDS Managed Futures Strategy Investor Acc USD
Initial charge5%
Annual charge1.5%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHBJ
Pimco TRENDS Managed Futures Strategy Investor Hedged Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.64
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHBH
Pimco TRENDS Managed Futures Strategy Investor Inc USD
Initial charge5%
Annual charge1.5%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.77
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHBI
Pimco TRENDS Managed Futures Strategy R Acc USD
Initial charge5%
Annual charge1.22%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.84
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHBG
Pimco TRENDS Managed Futures Strategy R Hedged Acc EUR
Initial charge5%
Annual charge1.22%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.68
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHBE
Pimco TRENDS Managed Futures Strategy R Hedged Inc GBP
Initial charge5%
Annual charge1.22%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMHBF
Pimco TRENDS Managed Futures Strategy Z Acc USD
Initial charge5%
Annual charge-
Min single investment£50,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.81
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN4GV
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.