Fact sheet: Swiss Hdg Twintrade

Fund information
Fund name
Swiss Hedge - Twintrade D CHF
Fund manager company
BayernInvest Luxembourg SA
Fund type
No data available.
Fund manager
  • Swiss Hedge Capital AGsince 05/01/2012
Fund objective
The investment policy objective is to generate long-term positive and uncorrelated returns by investing in a stock portfolio with a focus on investing in European companies. Instead of direct investments, investments may be made in derivative financial instruments, which are directly or indirectly based on equities.
Benchmark
  • Stoxx Europe 50 Index
Investment style
Absolute Return,Long/Short
Investment method
Equity
Quick stats
1 Year return
-0.9%
1 Year rank in sector
61/105
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£16m (£18m 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.
98
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS20.8%
BlackRock SF Asia Extnn18.8%
Income Partners AllSeasnAsCred18.7%
Ennismore Eurpn Smallar Cos18.4%
Majedie Tortoise17.1%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • Germany45.8%
    Money Market22.6%
    Austria21.1%
    Slovenia11.9%
  • Mortgage & Secured Bonds66.9%
    Money Market22.6%
    Government Bonds11.9%
  • Global Fixed Interest66.9%
    Money Market22.6%
    Global Government Fixed Interest11.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%0.4%2.6%-0.9%12.9%-
Sector0.6%1.8%1.4%-0.6%5.4%15.6%
Rank within sector90 / 12275 / 12133 / 11561 / 10529 / 74-
Quartile3rd3rd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund5%3.2%4.9%-6.6%-
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector21 / 11147 / 9830 / 7967 / 70-
Quartile1st2nd2nd4th
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.
3.97
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.
0.13
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.
0.09
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%.
5.91
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.
6.57
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.
0.31
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.
0.01
Price movement
52 week high93.21
52 week low86.59
Current bid price92.02
Current offer price92.02
Current mid price-
Region
1Germany45.83%
2Money Market22.62%
3Austria21.09%
4Slovenia11.85%
Industry sector
1Mortgage & Secured Bonds66.92%
2Money Market22.62%
3Government Bonds11.85%
Asset type
1Global Fixed Interest66.92%
2Money Market22.62%
3Global Government Fixed Interest11.85%
Individual holdings
1SLOVENIA(REP OF) 4.7% BDS 01/11/16 EUR1000 REG S11.25%
2BRFKREDIT 2.5% BDS 31/01/18 EUR1000008.88%
3NORDDEUTSCHE LANDESBANK GIROZENTRAL 1.625% BDS 17/07/17 EUR10008.62%
4CREDIT SUISSE AG LONDON BRANCH 1.375% BDS 29/11/19 EUR1000005.95%
5WL BANK AG Westf.Ld.Bodenkred. EMTN-Pfandbr.R.312 v.2011(17)5.85%
6Aareal Bank AG MTN-HPF.S.58 v.2010(2017)5.8%
7CONTINENTAL RUBBER OF AMERICA CORP 0.5% MTN 19/02/19 EUR10005.75%
8LANDESBANK HESSEN-THUERINGEN GIROZ 0.1% NTS 04/03/20 EUR1000005.74%
9DEUTSCHE PFANDBRIEFBANK AG 1% BDS 20/07/17 EUR1000005.71%
Management
Fund manager group
No data available.
Fund manager company
BayernInvest Luxembourg SA
Fund type
No data available.
Fund objective
The investment policy objective is to generate long-term positive and uncorrelated returns by investing in a stock portfolio with a focus on investing in European companies. Instead of direct investments, investments may be made in derivative financial instruments, which are directly or indirectly based on equities.
Benchmark
  • Stoxx Europe 50 Index
Investment style
Absolute Return,Long/Short
Investment method
Equity
Fund manager
NameSinceBiography
Swiss Hedge Capital AG05/01/2012
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, United Kingdom, Luxembourg, Offshore
Swiss Hedge - Twintrade D CHF
Initial charge5%
Annual charge2.15%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.86%
Bid price92.02
Offer price92.02
Mid price-
CurrencyCHF
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0OBX
Swiss Hedge - Twintrade D EUR
Initial charge5%
Annual charge2.15%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.91%
Bid price96
Offer price96
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WT1
Swiss Hedge - Twintrade D USD
Initial charge5%
Annual charge2.15%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.84%
Bid price96.78
Offer price96.78
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WT2
Data provided by

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