Fact sheet: Union Quoniam Gbl Rk Prem

Fund information
Fund name
Union Quoniam Global Risk Premia A EUR
Fund manager company
Union Investment
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The aim of the investment policy of Quoniam Funds Selection SICAV – Global Risk Premia (the "sub-fund") is to generate an adequate yield on the capital invested. The sub-fund shall participate in as many different risk premiums as possible in various asset classes. A "risk premium" is the surplus income which investors receive for investing in risky assets compared to investing in those with little or no risk. The risk premium is therefore the expected return on the risky asset compared to the return on an investment with the highest credit rating. When investing in bonds, for example, the higher risk is reflected in a lower rating for the relevant issue. The risk premiums shall be broadly diversified and allocated, while taking their respective risk into account. The risk premiums are balanced on a riskadjusted basis in the sub-fund, and should generate a performance that is as identical as possible. Surplus income for the portfolio shall be generated via controlled risk-taking. The sub-fund invests worldwide in various risky assets. Positions may, for example, be entered into in global equities, global bonds and currencies. Investments may be made in risk premiums via corresponding asset classes as well as corresponding derivatives. Investments are primarily made by way of derivatives. In addition to options, futures and foreign exchange transactions shall be used.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
9.9%
1 Year rank in sector
15/151
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£26m
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.
83
Top in this sector
Fund name1 Year
Aria Absolut Inc Prtd UCITs30.9%
HSBC Pfl World Seltn 420.2%
Oasis Crescent Global Inc18.6%
Smith & Williamson Mid-OceanWdInv18.2%
Veritas Global Real Return17.9%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • France22.7%
    Luxembourg18.6%
    Ireland12.4%
    Money Market12.3%
    Finland7.3%
  • Mutual Funds40.2%
    Money Market12.3%
    Government Bonds8.1%
    Telecommunications Utilities4.9%
    Basic Materials4.3%
  • Others40.2%
    Money Market12.3%
    French Equities8%
    UK Equities5.1%
    German Equities4.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%1.3%4.3%9.9%--
Sector-0.8%-1.3%1.7%-0%7.1%22.5%
Rank within sector18 / 16523 / 16844 / 16215 / 151--
Quartile1st1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund11.4%----
Sector1.7%-0.1%5%6.8%6.9%
Rank within sector16 / 152----
Quartile1st
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.
-
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%.
-
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.
-
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.
-
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 high107.74
52 week low91.92
Current bid price106.47
Current offer price106.47
Current mid price-
Region
1France22.65%
2Luxembourg18.56%
3Ireland12.4%
4Money Market12.27%
5Finland7.28%
6UK5.13%
7Germany4.81%
8Sweden3.99%
9Denmark3.76%
Industry sector
1Mutual Funds40.2%
2Money Market12.27%
3Government Bonds8.14%
4Telecommunications Utilities4.92%
5Basic Materials4.28%
6Capital Goods4.17%
7Transport3.74%
8Utilities2.9%
9Automotive2.89%
Asset type
1Others40.2%
2Money Market12.27%
3French Equities8.03%
4UK Equities5.13%
5German Equities4.81%
6French Fixed Interest4.13%
7Finnish Fixed Interest4.01%
8Swedish Equities3.99%
9Danish Equities3.76%
Individual holdings
1Union Quoniam Selection SICAV - Global Equities MinRisk I Hedged18.56%
2ISHARES FTSE EPRA/NAR US PTY YD FDOTC11.15%
3LYXOR INTL ASSET MANAGEMENT10.49%
4FRANCE(GOVT OF) 5% OAT 25/10/2016 EUR14.13%
5FINLAND(REPUBLIC OF) 1.75% BDS 15/04/16 EUR10004.01%
6ENEL SPA1.56%
7ORANGE SA1.5%
8VODAFONE GROUP1.48%
9SWISS RE LTD1.41%
Management
Fund manager group
No data available.
Fund manager company
Union Investment
Fund type
Offshore Fund
Fund objective
The aim of the investment policy of Quoniam Funds Selection SICAV – Global Risk Premia (the "sub-fund") is to generate an adequate yield on the capital invested. The sub-fund shall participate in as many different risk premiums as possible in various asset classes. A "risk premium" is the surplus income which investors receive for investing in risky assets compared to investing in those with little or no risk. The risk premium is therefore the expected return on the risky asset compared to the return on an investment with the highest credit rating. When investing in bonds, for example, the higher risk is reflected in a lower rating for the relevant issue. The risk premiums shall be broadly diversified and allocated, while taking their respective risk into account. The risk premiums are balanced on a riskadjusted basis in the sub-fund, and should generate a performance that is as identical as possible. Surplus income for the portfolio shall be generated via controlled risk-taking. The sub-fund invests worldwide in various risky assets. Positions may, for example, be entered into in global equities, global bonds and currencies. Investments may be made in risk premiums via corresponding asset classes as well as corresponding derivatives. Investments are primarily made by way of derivatives. In addition to options, futures and foreign exchange transactions shall be used.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Fund manager
No data available.
Compliance
UCITS V Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom, Luxembourg, Offshore, Sweden
Union Quoniam Global Risk Premia A EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price106.47
Offer price106.47
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFUPH
Union Quoniam Global Risk Premia I EUR
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price1066.12
Offer price1066.12
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFUPI
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.