Fact sheet: AHFM Defined Returns

Fund information

Fund name
AHFM Defined Returns B
Fund company manager
Atlantic House Fund Management
Fund type
SIB
Fund manager(s)
Fund objective
The Fund aims to generate medium to long-term growth via exposure to a diversified portfolio of defined return investments linked to global equity indices. It will invest primarily in a mixture of transferable securities, financial derivative instruments and government bonds (currently UK gilts) to gain this exposure. At outset, a defined return investment will only be eligible for inclusion if it provides for a long-term positive return in anything but the bleakest of market conditions.
Benchmark
-
Investment style
None
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.53 %

1 Year rank in sector

9/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 360.6 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    49.08%
  • UK
    26.93%
  • Europe ex UK
    12.45%
  • North America
    6.29%
  • Switzerland
    3.95%
  • Structured Products
    99.89%
  • Money Market
    0.11%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.53 %5.8 %13.53 %33.26 %0 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector31 / 15327 / 1699 / 1509 / 101 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund9.56 %11.8 %4.36 %3.3 %0 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector13 / 16110 / 12622 / 10349 / 88 /
Quartile th1 st1 st1 st3 rd th

Risk statistics

Alpha7.11
Beta1.92
Sharpe0.71
Volatility6.97
Tracking error6.15
Information ratio1.24
R-Squared0.29

Price movement

52 week high1.33
52 week low1.1393
Current bid price0
Current offer price0
Current mid price1.3314

Holdings by region

  • 49.08% Others
  • 26.93% UK
  • 12.45% Europe ex UK
  • 6.29% North America
  • 3.95% Switzerland
  • 0.79% Asia
  • 0.4% Japan
  • 0.11% Money Market

Holdings by sector

-

Holdings by asset type

  • 99.89% Structured Products
  • 0.11% Money Market

Individual holdings

  • 5.02% GILT BACKED FTSE/SPX/SMI DEF AUTOCALL (8.40%)
  • 4.98% GILT BACKED FTSE/SX5E DEF AUTOCALL (8.00%)
  • 4.94% GILT BACKED FTSE/SMI DEF AUTOCALL (8.25%)
  • 4.76% GILT BACKED FTSE/SPX/SX5E DEF AUTOCALL (8.00%)