Fact sheet: VT iFunds Absolute Rtn Orange

Fund information
Fund name
VT iFunds Absolute Return Orange 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 6 month LIBOR) plus 6% per annum 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 9% 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
17.5%
1 Year rank in sector
1/71
Sector
UT Targeted Absolute Return
Yield
0.6%
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.
1.11%
Fund size
£61m (£33m 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.
72
Mid price
141.9229
Top in this sector
Fund name1 Year
VT iFunds Absolute Rtn Orange17.5%
Schroder UKDynAbsRet16.6%
S&W Saltus Wealth14.3%
7IM Unconstrained14.3%
CF Ruffer Absolute Return12.4%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • UK36%
    USA29.7%
    Europe21.6%
    Money Market12.7%
  • No data available.
  • UK Mid Cap Companies15.5%
    Cash & Cash Equivalents12.7%
    UK Equities12.5%
    European Mid Cap Equity11%
    European Large Cap Equity10.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.1%4.4%1.9%17.5%25.8%49.6%
Sector0.4%1%1.3%3.2%6.9%16.9%
Rank within sector8 / 775 / 7731 / 741 / 713 / 565 / 48
Quartile1st1st2nd1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund4.3%7.4%-1.4%17.2%17.2%
Sector1.3%1%2.2%2.5%6.5%
Rank within sector6 / 7711 / 7056 / 642 / 557 / 50
Quartile1st1st4th1st1st
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.
2.47
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.
2.37
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.
0.55
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%.
7.57
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.
6.78
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.
0.78
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.
0.3
Price movement
52 week high142.37
52 week low117.9
Current bid price-
Current offer price-
Current mid price141.92
Region
1UK36%
2USA29.7%
3Europe21.6%
4Money Market12.7%
Industry sector
No data available.
Asset type
1UK Mid Cap Companies15.5%
2Cash & Cash Equivalents12.7%
3UK Equities12.5%
4European Mid Cap Equity11%
5European Large Cap Equity10.6%
6UK Large Cap Companies8%
7US Equities7.8%
8US Large Cap Equities7.7%
9US Mid Cap Equities7.4%
Individual holdings
1ISHARES FTSE 250 UCITS ETF GBP15%
2ISHARES FTSE 250 UCITS ETF GBP15%
3ISHARES MSCI UK SMALL CAP ETF13%
4ISHARES CORE EURO STOXX 50 UCITS ETF11%
5ISHARES EURO STOXX MID UCITS ETF11%
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 6 month LIBOR) plus 6% per annum 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 9% 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, Non UCITS Retail Scheme
Domicile
No data available.
Fund for sale in
United Kingdom
VT iFunds Absolute Return Orange A Acc
Initial charge7%
Annual charge0.58%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)1.11%
Bid price-
Offer price-
Mid price141.9229
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4U2
VT iFunds Absolute Return Orange A Inc
Initial charge7%
Annual charge0.58%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)1.11%
Bid price-
Offer price-
Mid price140.0407
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN4U1
VT iFunds Absolute Return Orange B Acc
Initial charge7%
Annual charge-
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price147.8072
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN4U4
VT iFunds Absolute Return Orange B Inc
Initial charge7%
Annual charge-
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price146.9935
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN4U3
VT iFunds Absolute Return Orange C Acc
Initial charge7%
Annual charge0.38%
Min single investment£10,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price146.5783
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWPS
VT iFunds Absolute Return Orange C Inc
Initial charge7%
Annual charge0.38%
Min single investment£10,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price144.9338
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJWPR
Data provided by

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