Fact sheet: The IKOS Hedge

Fund information
Fund name
The IKOS Hedge USD
Fund manager company
IKOS
Fund type
No data available.
Fund manager
No data available.
Fund objective
To aim in deriving a consistent and diversified source of return from global financial markets. The whole process benefits from integrated risk management and IKOS' systematic high-frequency execution platform for trading international equities, indices, currencies, commodities, interest rates and bonds.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Equity
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
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------
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund--5.1%7.3%-4.5%
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector-----
Quartile
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.
3.72
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.
0.16
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.
0.04
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%.
5.56
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.
5.81
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.
0.46
Price movement
52 week high-
52 week low-
Current bid price-
Current offer price-
Current mid price42.35
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
IKOS
Fund manager company
IKOS
Fund type
No data available.
Fund objective
To aim in deriving a consistent and diversified source of return from global financial markets. The whole process benefits from integrated risk management and IKOS' systematic high-frequency execution platform for trading international equities, indices, currencies, commodities, interest rates and bonds.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Equity
Fund manager
No data available.
Compliance
Qualified Investor Schemes
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
The IKOS Hedge 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 price19.14
CurrencyEUR
Price updated31/12/2013
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGXY0
The IKOS Hedge 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 price42.35
CurrencyUSD
Price updated27/02/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVP01
Data provided by

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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.