Fact sheet: VT Turcan Connell Abs Rtn Pfl

Fund information
Fund name
VT Turcan Connell Absolute Return Portfolio Acc
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund manager
No data available.
Fund objective
To provide a positive capital return over a 12 month period ,regardless of market conditions ,with a low level of realised volatility.
Benchmark
  • 3 Month LIBOR +2%
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-0.9%
1 Year rank in sector
56/71
Sector
UT Targeted 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.
1.46%
Fund size
£39m (£35m 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
Mid price
114.1802
Top in this sector
Fund name1 Year
7IM Unconstrained21.2%
CF Ruffer Absolute Return19%
FP Pictet Multi Asset Portfolio17.7%
Majedie Tortoise16.9%
S&W Saltus Wealth15%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • UK41.9%
    Ireland29.8%
    Guernsey7.5%
    USA7.4%
    Money Market7.2%
  • No data available.
  • Hedge49.5%
    Global Fixed Interest28%
    Money Market10.2%
    Alternative Investment Strategies6.2%
    Property6.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%-0.7%-1.8%-0.9%3.7%17%
Sector0.5%1.5%1.5%3.2%5.8%15.5%
Rank within sector55 / 7768 / 7468 / 7456 / 7140 / 5625 / 46
Quartile3rd4th4th4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.4%-1.9%2.5%3.3%8.6%
Sector0.7%1%2.2%2.5%6.5%
Rank within sector53 / 7755 / 7127 / 6531 / 5618 / 51
Quartile3rd4th2nd3rd2nd
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.
1.27
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.
0.02
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%.
4.14
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.
7.06
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.
-0.76
Price movement
52 week high117.62
52 week low112.11
Current bid price-
Current offer price-
Current mid price114.18
Region
1UK41.91%
2Ireland29.83%
3Guernsey7.55%
4USA7.38%
5Money Market7.21%
6Luxembourg6.13%
Industry sector
No data available.
Asset type
1Hedge49.54%
2Global Fixed Interest27.97%
3Money Market10.17%
4Alternative Investment Strategies6.19%
5Property6.13%
Individual holdings
1ARGONAUT FP ARGONAUT ABSOLUTE RETURN I ACC GBP9.8%
2OLD MUTUAL GLOBAL EQUITY ABSOLUTE RETURN R HEDGED ACC GBP9.5%
3HERMES MULTI STRATEGY CREDIT F DIS GBP9.31%
4CF ODEY ABSOLUTE RETURN INST GBP8.92%
5JPM GLOBAL MACRO OPPORTUNITIES C ACC8.58%
6JUPITER ABSOLUTE RETURN I ACC8.54%
7AXIOM AXIOM EUROPEAN FINANCIAL DEBT FUND LIMITED ORD7.55%
8NOMURA GLOBAL DYNAMIC BOND ID HEDGED GBP6.94%
9SG ISSUER WTS LKD NTS 22/12/17(SGA NV)GBP16.13%
Management
Fund manager group
Valu-Trac Invest Mgmt
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund objective
To provide a positive capital return over a 12 month period ,regardless of market conditions ,with a low level of realised volatility.
Benchmark
  • 3 Month LIBOR +2%
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
No data available.
Compliance
IA Recognised, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
VT Turcan Connell Absolute Return Portfolio Acc
Initial charge-
Annual charge0.75%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.46%
Total expense ratio (TER)1.46%
Bid price-
Offer price-
Mid price114.1802
CurrencyGBX
Price updated20/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM2A7
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.