Fact sheet: AC Risk Parity 7

Fund information

Fund name
AC Risk Parity 7 EUR B
Fund company manager
Alceda Fund Management S.A
Fund type
SIB
Fund manager
Harold Heuschmidt
since 05/02/2008
Fund objective
The Fund applies a multi-asset-strategy and invests into bonds, commodities, equities and rates, broadly diversifying within each asset class in order to achieve optimum portfolio diversification. The asset classes are weighted according to their risk, rather than invested capital, so that each asset class contributes equally to the overall risk of the portfolio (Risk Parity). Applying a robust risk management system, the Fund targets a volatility of 7% p.a. and aims to generate returns with low correlations to traditional markets.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

-3.57 %

1 Year rank in sector

114/149

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 23.5 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.38 %1.62 %-3.89 %-9.68 %-11.59 %
Sector-0.18 %1.88 %1.6 %2.01 %7.6 %
Rank within sector92 / 15889 / 166114 / 14992 / 10174 / 79
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.17 %-6.39 %-4.91 %4.8 %-8.09 %
Sector1.74 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector73 / 163113 / 13189 / 10845 / 9378 / 82
Quartile th2 nd4 th4 th2 nd4 th

Risk statistics

Alpha-4.51
Beta0.9
Sharpe-0
Volatility4.58
Tracking error4.23
Information ratio-1.1
R-Squared0.15

Price movement

52 week high111.44
52 week low103.48
Current bid price0
Current offer price0
Current mid price106.78

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-