Fact sheet: StanLife Inv Gbl AbRtSt

Fund information
Fund name
Standard Life Investments Global Absolute Return Strategies A Acc EUR
Fund manager company
Standard Life Investments GS
Fund type
Offshore Fund
Fund manager
  • Multi Asset Investing Teamsince 26/01/2011
Fund objective
The fund aims to provide positive investment returns in all market conditions over the medium to long term. The fund is actively managed, with a wide investment remit to target a level of return over rolling three-year periods equivalent to cash plus five per-cent a year, gross of fees. It exploits market inefficiencies through active allocation to a diverse range of market positions. The fund uses a combination of traditional assets (such as equities and bonds) and investment strategies based on advanced derivative techniques, resulting in a highly diversified portfolio. The fund can take long and short positions in markets, securities and groups of securities through derivative contracts.
Benchmark
  • EURIBOR 6months
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-6.8%
1 Year rank in sector
119/132
Sector
FO Absolute Return
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.
1.69%
Fund size
£12,915m (£13,962m 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.
31
Top in this sector
Fund name1 Year
Pioneer SICV-AbsRetBd17.9%
Polar Capital UK Abs Eq10.3%
SW Mitchell Emerging European9.6%
Orbis Optimal SA9.4%
Orbis Optimal USD9.4%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1%-1.3%-3.7%-6.8%1.4%14.7%
Sector-0.5%-0.4%0.4%-0.4%2.2%9.7%
Rank within sector109 / 141103 / 141127 / 138119 / 13242 / 8321 / 64
Quartile4th3rd4th4th3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-5.7%2.1%4.8%5.7%6.6%
Sector0.1%0.7%1.2%3.6%3.9%
Rank within sector115 / 13237 / 11516 / 8824 / 7120 / 63
Quartile4th2nd1st2nd2nd
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.
-0.33
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.
1.56
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%.
4.1
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.
3.15
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.
0.06
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.
0.47
Price movement
52 week high12.62
52 week low11.71
Current bid price-
Current offer price-
Current mid price11.74
Region
No data available.
Industry sector
1Hedge100%
Asset type
1Hedge100%
Individual holdings
No data available.
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Investments GS
Fund type
Offshore Fund
Fund objective
The fund aims to provide positive investment returns in all market conditions over the medium to long term. The fund is actively managed, with a wide investment remit to target a level of return over rolling three-year periods equivalent to cash plus five per-cent a year, gross of fees. It exploits market inefficiencies through active allocation to a diverse range of market positions. The fund uses a combination of traditional assets (such as equities and bonds) and investment strategies based on advanced derivative techniques, resulting in a highly diversified portfolio. The fund can take long and short positions in markets, securities and groups of securities through derivative contracts.
Benchmark
  • EURIBOR 6months
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
NameSinceBiography
Multi Asset Investing Team26/01/2011The Multi-Asset Investing (MAI) Team, is headed by Guy Stern and is responsible for a total of £158.5 bn from an asset allocation perspective as at 30 June 2016. We have considerable resource committed to the GARS product. This large and experienced team consists of three critical skill sets that are principally directed towards managing GARS, supported by a dedicated team of twelve Multi-Asset Investment Specialists.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Denmark, Spain, Finland, United Kingdom, Ireland, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Standard Life Investments Global Absolute Return Strategies A Acc EUR
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.743
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUP0
Standard Life Investments Global Absolute Return Strategies A Dis EUR
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.5835
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMUP1
Standard Life Investments Global Absolute Return Strategies A Hedged AUD
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6443
CurrencyAUD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTSQ
Standard Life Investments Global Absolute Return Strategies A Hedged CHF
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.6477
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGEJR
Standard Life Investments Global Absolute Return Strategies A Hedged GBP
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.9589
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code042C
Standard Life Investments Global Absolute Return Strategies A Hedged JPY
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1740
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code042E
Standard Life Investments Global Absolute Return Strategies A Hedged SEK
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price121.2753
CurrencySEK
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code03D3
Standard Life Investments Global Absolute Return Strategies A Hedged SGD
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.6666
CurrencySGD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9EB
Standard Life Investments Global Absolute Return Strategies A Hedged USD
Initial charge5%
Annual charge1.6%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.7613
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code042A
Standard Life Investments Global Absolute Return Strategies B EUR
Initial charge5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.3646
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVFB
Standard Life Investments Global Absolute Return Strategies B Hedged CHF
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.9646
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA3Q
Standard Life Investments Global Absolute Return Strategies B Hedged GBP
Initial charge5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4563
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVFA
Standard Life Investments Global Absolute Return Strategies B Hedged USD
Initial charge5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4467
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVEZ
Standard Life Investments Global Absolute Return Strategies D Acc EUR
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price12.3164
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMUP2
Standard Life Investments Global Absolute Return Strategies D Dis EUR
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.7421
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMUP3
Standard Life Investments Global Absolute Return Strategies D Hedged AUD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.2574
CurrencyAUD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGVRT
Standard Life Investments Global Absolute Return Strategies D Hedged Acc CAD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.5923
CurrencyCAD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFPM
Standard Life Investments Global Absolute Return Strategies D Hedged Acc SGD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.655
CurrencySGD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG29B
Standard Life Investments Global Absolute Return Strategies D Hedged CHF
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.0107
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGEJS
Standard Life Investments Global Absolute Return Strategies D Hedged Dis CAD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.9541
CurrencyCAD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9JQ
Standard Life Investments Global Absolute Return Strategies D Hedged GBP
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price12.4771
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code042D
Standard Life Investments Global Absolute Return Strategies D Hedged JPY
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1816
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code042F
Standard Life Investments Global Absolute Return Strategies D Hedged NZD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.0418
CurrencyNZD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ9JR
Standard Life Investments Global Absolute Return Strategies D Hedged SEK
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price126.7052
CurrencySEK
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code03D4
Standard Life Investments Global Absolute Return Strategies D Hedged USD
Initial charge5%
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price12.2525
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code042B
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.