Fact sheet: VT iFunds Absolute Rtn Green

Fund information
Fund name
VT iFunds Absolute Return Green A Acc
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Fund aims to deliver a level of return over rolling three year periods equivalent to cash (as measured by LIBOR) plus five per cent a year before fees and charges. There is no guarantee that a positive return will be achieved over this, or any period, and capital is at risk. The annualised volatility for the Fund is expected to be seven per cent per annum irrespective of general equity and bond market conditions.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
7.8%
1 Year rank in sector
9/72
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.
1.73%
Fund size
£6m (£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.
52
Mid price
131.8505
Top in this sector
Fund name1 Year
Majedie Tortoise24.7%
Jupiter Absolute Return12.2%
CF Ruffer Absolute Return9.7%
Threadneedle Tgt Rtn9.2%
7IM Unconstrained8.6%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • Money Market41.4%
    UK21.9%
    USA10.2%
    Japan9.4%
    Europe7.8%
  • No data available.
  • Cash & Cash Equivalents41.4%
    UK Gilts13%
    US Equities10.2%
    Japanese Equities9.4%
    UK Corporate Fixed Interest8.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%-1.2%7.3%7.8%21%33.9%
Sector-0.6%-0.5%0.9%-0.1%5.5%14.8%
Rank within sector54 / 7458 / 746 / 729 / 725 / 5811 / 47
Quartile3rd4th1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund6.8%-1%12.4%13.2%-0.5%
Sector-0.1%2.2%2.5%6.5%3.3%
Rank within sector9 / 7254 / 674 / 5811 / 5343 / 47
Quartile1st4th1st1st4th
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.
1.93
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.
1.96
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.
0.36
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%.
6.67
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.
5.89
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.
0.64
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.
0.28
Price movement
52 week high135.6
52 week low119.3
Current bid price-
Current offer price-
Current mid price131.85
Region
1Money Market41.4%
2UK21.9%
3USA10.2%
4Japan9.4%
5Europe7.8%
6Asia5.5%
7Global Emerging Markets3.8%
Industry sector
No data available.
Asset type
1Cash & Cash Equivalents41.4%
2UK Gilts13%
3US Equities10.2%
4Japanese Equities9.4%
5UK Corporate Fixed Interest8.9%
6European Equities7.8%
7Asia Pacific Equities5.5%
8Global Emerging Market Equities3.8%
Individual holdings
1ISHARES III PLC CORE MSCI JAPAN IMI ETF $ ACC GBP9%
2ISHARES III PLC CORE MSCI JAPAN IMI ETF $ ACC GBP9%
3ISHARES UK CORPORATE BOND ETF9%
4ISHARES EURO STOXX 50 ETF8%
5SPDR BARCLAYS 15+ YEAR GILT ETF8%
Management
Fund manager group
Valu-Trac Invest Mgmt
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund objective
The Fund aims to deliver a level of return over rolling three year periods equivalent to cash (as measured by LIBOR) plus five per cent a year before fees and charges. There is no guarantee that a positive return will be achieved over this, or any period, and capital is at risk. The annualised volatility for the Fund is expected to be seven per cent per annum irrespective of general equity and bond market conditions.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
No data available.
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
VT iFunds Absolute Return Green A Acc
Initial charge-
Annual charge0.58%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)1.73%
Bid price-
Offer price-
Mid price131.8505
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4U6
VT iFunds Absolute Return Green A Inc
Initial charge-
Annual charge0.58%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)1.73%
Bid price-
Offer price-
Mid price121.4
CurrencyGBX
Price updated23/11/2015
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN4U5
VT iFunds Absolute Return Green B Acc
Initial charge-
Annual charge-
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price135.7796
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN4U8
VT iFunds Absolute Return Green B Inc
Initial charge-
Annual charge-
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price135.8816
CurrencyGBX
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN4U7
VT iFunds Absolute Return Green C Acc
Initial charge-
Annual charge0.38%
Min single investment£10,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.53%
Total expense ratio (TER)1.53%
Bid price-
Offer price-
Mid price134.6946
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWPO
VT iFunds Absolute Return Green C Inc
Initial charge-
Annual charge0.38%
Min single investment£10,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.53%
Total expense ratio (TER)1.53%
Bid price-
Offer price-
Mid price132.641
CurrencyGBX
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJWPN
Data provided by

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