Fact sheet: AC Risk Parity 12

Fund information

Fund name
AC Risk Parity 12 EUR B
Fund company manager
Alceda Fund Management S.A
Fund type
SIB
Fund manager
Harold Heuschmidt
since 20/08/2008
Fund objective
The Fund applies a multi-asset-strategy and invests systematically in globally diversified, daily liquid futures. The position size of the instruments is continuously adjusted according to their measured attractiveness in terms of carry and momentum without completely reducing the exposure. Due to this dynamic risk balancing, the strategy continuously adapts to the prevailing market environment, ensuring that the portfolio remains balanced. The result is a transparent, broadly diversified multi-asset fund that aims for attractive returns with a target volatility across different economic scenarios.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

-5.84 %

1 Year rank in sector

120/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 12.5 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.81 %0.25 %-5.84 %-11 %-10.53 %
Sector0.2 %0.95 %1.1 %2.35 %7.36 %
Rank within sector29 / 15097 / 163120 / 14693 / 9970 / 75
Quartile th1 st3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund4.24 %-8.23 %-6.39 %10.37 %-12.19 %
Sector1.83 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector34 / 160119 / 12792 / 10427 / 8978 / 79
Quartile th1 st4 th4 th2 nd4 th

Risk statistics

Alpha-4.23
Beta1.71
Sharpe-0.01
Volatility7.68
Tracking error7.04
Information ratio-0.57
R-Squared0.19

Price movement

52 week high129.99
52 week low115.58
Current bid price0
Current offer price0
Current mid price121.99

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-