Fact sheet: Twelve Falcon Ins Lkd Strat

Fund information
Fund name
Twelve Falcon Insurance Linked Strategy T SEK
Fund manager company
Falcon Fund Management (Lux)
Fund type
Offshore Fund
Fund managers
  • Twelve Capital AG, Zürichsince 30/09/2013
Fund objective
The Falcon Insurance Linked Strategy Fund invests in CAT Bonds, which insure natural hazards.
Benchmark
  • Citigroup CHF 3M Euro Dep
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
3.6%
1 Year rank in sector
-
Sector
FO Fixed Int - Global
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.
1.81%
Fund size
£353m (£288m last year)
Top in this sector
Fund name1 Year
Capital Group GHIOL33.6%
Dodge & Cox Global Bond25.9%
HSBC GIF Gbl AsBk Bd24.3%
Morg Stnly Gbl Mrtg Securts23.8%
Russell Gbl Bd22.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%1%2.2%3.6%10.7%24.3%
Sector-1.8%-2.2%0.6%3.2%5.9%13.5%
Rank within sector37 / 31529 / 312----
Quartile1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector3.9%-1.6%3.7%-1.6%8.2%
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.
3.49
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
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%.
1.02
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.
2.98
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.
0.53
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 high102.33
52 week low100.18
Current bid price-
Current offer price-
Current mid price102.33
Region
1International89.08%
2Money Market10.92%
Industry sector
1Fixed Interest89.08%
2Money Market10.92%
Asset type
1Global Fixed Interest89.08%
2Money Market10.92%
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Falcon Fund Management (Lux)
Fund type
Offshore Fund
Fund objective
The Falcon Insurance Linked Strategy Fund invests in CAT Bonds, which insure natural hazards.
Benchmark
  • Citigroup CHF 3M Euro Dep
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Twelve Capital AG, Zürich30/09/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Finland, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden
Twelve Falcon Insurance Linked Strategy A CHF
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price114.48
CurrencyCHF
Price updated25/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMNK0
Twelve Falcon Insurance Linked Strategy A EUR
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.81%
Bid price-
Offer price-
Mid price121.45
CurrencyEUR
Price updated25/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMNK1
Twelve Falcon Insurance Linked Strategy A USD
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.38%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price124.55
CurrencyUSD
Price updated25/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMNK2
Twelve Falcon Insurance Linked Strategy I CHF
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price98.21
CurrencyCHF
Price updated27/10/2011
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMNK3
Twelve Falcon Insurance Linked Strategy I EUR
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price130.13
CurrencyEUR
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF0NE
Twelve Falcon Insurance Linked Strategy I USD
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.31%
Bid price-
Offer price-
Mid price128.35
CurrencyUSD
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMNK4
Twelve Falcon Insurance Linked Strategy T CHF
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.31%
Bid price-
Offer price-
Mid price107.35
CurrencyCHF
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFHOX
Twelve Falcon Insurance Linked Strategy T EUR
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.31%
Bid price-
Offer price-
Mid price111.01
CurrencyEUR
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFHFN
Twelve Falcon Insurance Linked Strategy T SEK
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.33
CurrencySEK
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZF
Twelve Falcon Insurance Linked Strategy T USD
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)1.81%
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price113.01
CurrencyUSD
Price updated25/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFH8V
Data provided by

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