Fact sheet: SG GtwSstmAlpUCITS

Fund information
Fund name
SG Gateway Systematic Alpha UCITS F1 USD
Fund manager company
Societe Generale Securities
Fund type
OEIC
Fund manager
No data available.
Fund objective
Systematic Alpha UCITS Fund (”the Sub-Fund”) is a sub-fund of a Dublin-based UCITS Platform operated by Societe Generale Securities Services. The Sub-Fund trades a multiple award-winning market neutral futures program that aims to generate consistent pure alpha returns that have low-to-negative correlation to any major equity, bond, currency, hedge fund or CTA indices. To achieve its objective, the Sub-Fund employs a mix of high frequency, fully systematic mean-reversion strategies, using fully automated, around-the-clock electronic execution in a wide range of proprietary spreads constructed from the most liquid financial futures markets. The program is developed by a highly qualified team of theoretical physicists, mathematicians, and computer scientists using the latest advances in data collection, analysis and trading infrastructure.
Benchmark
No data available.
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
-5.5%
Fund size
£0m
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
Fund-2.5%-5.1%-8.7%-4.6%--
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector109 / 121120 / 143130 / 13891 / 124--
Quartile4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-5.5%----
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector104 / 127----
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.
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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.
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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%.
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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.
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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.
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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.
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Price movement
52 week high107.41
52 week low96.66
Current bid price-
Current offer price-
Current mid price96.79
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
Societe Generale Securities
Fund type
OEIC
Fund objective
Systematic Alpha UCITS Fund (”the Sub-Fund”) is a sub-fund of a Dublin-based UCITS Platform operated by Societe Generale Securities Services. The Sub-Fund trades a multiple award-winning market neutral futures program that aims to generate consistent pure alpha returns that have low-to-negative correlation to any major equity, bond, currency, hedge fund or CTA indices. To achieve its objective, the Sub-Fund employs a mix of high frequency, fully systematic mean-reversion strategies, using fully automated, around-the-clock electronic execution in a wide range of proprietary spreads constructed from the most liquid financial futures markets. The program is developed by a highly qualified team of theoretical physicists, mathematicians, and computer scientists using the latest advances in data collection, analysis and trading infrastructure.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
No data available.
Compliance
UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
SG Gateway Systematic Alpha UCITS F1 USD
Initial charge-
Annual charge1.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.79
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE2AP
SG Gateway Systematic Alpha UCITS I Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.16
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNCYR
SG Gateway Systematic Alpha UCITS I Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.1
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeND3P
SG Gateway Systematic Alpha UCITS I Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.37
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeND3R
SG Gateway Systematic Alpha UCITS R
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.78
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4IT
SG Gateway Systematic Alpha UCITS R Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price89.53
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeND3Q
Data provided by

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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.