Fact sheet: VT icf Absolute Return Pfl

Fund information
Fund name
VT icf Absolute Return Portfolio F
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund managers
  • Jeremy Suffieldsince 05/08/2010
  • Mark Lynamsince 05/08/2010
Fund objective
To achieve a consistent absolute return* over the longer term irrespective of market conditions. The Fund will invest in a diverse mix of absolute return oriented collective investment schemes. The Fund may also invest in listed closed-end funds, transferable securities, cash deposits and money market funds.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
2.7%
1 Year rank in sector
22/72
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.
2.25%
Fund size
£5m (£5m 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.
21
Mid price
120.1713
Top in this sector
Fund name1 Year
Majedie Tortoise22%
Jupiter Absolute Return11.2%
Threadneedle Tgt Rtn10.2%
CF Ruffer Absolute Return9.9%
Newton Mgd Tgtd Rtn7.8%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%0.1%2%2.7%5%20.2%
Sector-1%-0.3%0.8%0.1%5.5%15%
Rank within sector34 / 7336 / 7426 / 7222 / 7231 / 5823 / 47
Quartile2nd2nd2nd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund2.6%0.4%1.9%9.5%4.9%
Sector-0%2.2%2.5%6.5%3.3%
Rank within sector22 / 7248 / 6742 / 5818 / 5325 / 47
Quartile2nd3rd3rd2nd3rd
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.
-0.62
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.
0.99
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%.
2.4
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.
1.71
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.
-0.39
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.
0.49
Price movement
52 week high121.16
52 week low115.4
Current bid price-
Current offer price-
Current mid price120.17
Region
1USA57.69%
2Europe30.51%
3UK8.46%
4Global Emerging Markets3.08%
5Canada1.79%
6Japan1.03%
7Asia-2.56%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Valu-Trac Invest Mgmt
Fund manager company
Valu-Trac Investment Managemen
Fund type
OEIC
Fund objective
To achieve a consistent absolute return* over the longer term irrespective of market conditions. The Fund will invest in a diverse mix of absolute return oriented collective investment schemes. The Fund may also invest in listed closed-end funds, transferable securities, cash deposits and money market funds.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Fund managers
NameSinceBiography
Jeremy Suffield05/08/2010Jeremy Suffield manage this fund through icf management limited (icf), which was established in 2005 and originally conceived to provide support and help with the investment and wealth management challenges faced by families, wealthy individuals and their advisers. Prior to icf, Jeremy worked at a leading family office where he managed multi-asset class portfolios for wealthy families.
Mark Lynam05/08/2010Mark manage this fund through icf management limited (icf), which was established in 2005 and originally conceived to provide support and help with the investment and wealth management challenges faced by families, wealthy individuals and their advisers. Prior to icf Mark worked at a leading family office where he managed multi-asset class portfolios for wealthy families.
Compliance
IA Recognised, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
VT icf Absolute Return Portfolio A
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)3.06%
Total expense ratio (TER)2.06%
Bid price-
Offer price-
Mid price100
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKUC8
VT icf Absolute Return Portfolio B
Initial charge2%
Annual charge1%
Min single investment£100,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.84%
Total expense ratio (TER)2.84%
Bid price-
Offer price-
Mid price100
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKUC9
VT icf Absolute Return Portfolio F
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.25%
Bid price-
Offer price-
Mid price120.1713
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKUD0
Data provided by

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