Fact sheet: Prosper Global Macro

Fund information
Fund name
Prosper Global Macro R GBP
Fund manager company
Degroof Gestion Institutionnel
Fund type
Offshore Fund
Fund managers
  • Eugen Fostiaksince 11/06/2014
  • Patrick Armstrongsince 11/06/2014
Fund objective
The objective of the Global Macro Fund is to offer investors long-term capital gains through a flexible allocation of its assets.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Mixed
Quick stats
1 Year return
1.9%
1 Year rank in sector
110/150
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£0m
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.
83
Top in this sector
Fund name1 Year
Investec EmrgMktsMA30.2%
HSBC Pfl World Seltn 427.7%
Aria Absolut Inc Prtd UCITs25.3%
Northstar Mgd Stg23.8%
Baring Dynamic Emg Mkts22.8%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%2%0.2%1.9%--
Sector0.2%3.5%4.2%4.7%11.1%28.1%
Rank within sector29 / 165116 / 166146 / 159110 / 150--
Quartile1st3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-3.8%----
Sector3.4%-0.1%5%6.8%6.9%
Rank within sector147 / 155----
Quartile4th
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 high129.85
52 week low107.84
Current bid price-
Current offer price-
Current mid price121.34
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Degroof Gestion Institutionnel
Fund type
Offshore Fund
Fund objective
The objective of the Global Macro Fund is to offer investors long-term capital gains through a flexible allocation of its assets.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Eugen Fostiak11/06/2014Eugen is a Quantitative Analyst and Portfolio Manager at PIM. Previously Eugen spent 5 years as Portfolio Manager at Armstrong Investment Managers, focusing on risk-controlled multi-asset solutions, serving as Co-Manager for DDS. He also spent 6 years as a Portfolio Manager at Insight Investment’s $2 billion Multi-Asset Group. Prior to joining Insight, Eugen worked at UBS where he was a Director for Portfolio Strategy and Construction for the $6 billion Managed Accounts Program. Eugen also worked at Deutsche Bank as a quantitative strategist.
Patrick Armstrong11/06/2014Patrick is CIO and co-heads PIM and is responsible for investment management. Previously Patrick spent 5 years as CIO at Armstrong Investment Managers, focusing on risk-controlled multi-asset solutions and where he co-managed DDS. He had previously spent 6 years as co-head of Insight Investment’s $2 billion Multi-Asset Group. Prior to joining Insight Patrick worked at UBS as Head of Manager Selection for the $6 billion Managed Accounts Program. Patrick also worked at Deutsche Bank as an equity analyst, TD Securities as a derivatives analyst and began his career at Templeton management in Toronto. Patrick is a Chartered Financial Analyst.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Spain, United Kingdom, Luxembourg, Offshore
Prosper Global Macro I CHF
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price124.35
CurrencyCHF
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVSC
Prosper Global Macro I EUR
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price126.91
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVSA
Prosper Global Macro I USD
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price117.19
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVSB
Prosper Global Macro P CHF
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price118.77
CurrencyCHF
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSG
Prosper Global Macro P EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSE
Prosper Global Macro P USD
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price122.71
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSF
Prosper Global Macro R GBP
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price121.34
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSD
Prosper Global Macro S CHF
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price123.25
CurrencyCHF
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSI
Prosper Global Macro S EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price125.1
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVSH
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.