Fact sheet: Abs Insight EqMktNeut

Fund information

Fund name
Absolute Insight Equity Market Neutral B3p GBP
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager
Iain Brown
since 29/07/2002
Fund objective
The investment objective of the Fund is to provide attractive, positive, absolute returns in all market conditions.
Benchmark
LIBID GBP 3 month
Investment style
Absolute Return
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

0.68 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 357.7 m

FE Risk score

10

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    2.99%
  • Italy
    0.96%
  • UK
    0.7%
  • Netherlands
    0.65%
  • France
    0.52%
  • Information Technology
    2.1%
  • Consumer Discretionary
    1.07%
  • Materials
    0.93%
  • Financials
    0.6%
  • Telecommunications Utilities
    0.13%
  • Money Market
    63.07%
  • Cash & Cash Equivalents
    23.89%
  • Equities
    7.39%
  • Global Government Fixed Interest
    5.61%
  • Futures
    0.13%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.18 %0.54 %0.68 %2.51 %8.66 %
Sector0.09 %1.12 %2.2 %3.5 %9.92 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.24 %-0.14 %1.61 %0.67 %3.47 %
Sector2.04 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.88
Beta-0.04
Sharpe-0
Volatility1.17
Tracking error2.21
Information ratio-0.12
R-Squared0

Price movement

52 week high1.2112
52 week low1.1964
Current bid price0
Current offer price0
Current mid price1.2057

Holdings by region

  • 2.99% USA
  • 0.96% Italy
  • 0.7% UK
  • 0.65% Netherlands
  • 0.52% France
  • 0.51% Austria
  • 0.34% Belgium
  • 0.28% Switzerland
  • 0.19% Portugal
  • -0.01% Norway

Holdings by sector

  • 2.1% Information Technology
  • 1.07% Consumer Discretionary
  • 0.93% Materials
  • 0.6% Financials
  • 0.13% Telecommunications Utilities
  • -0.23% Health Care
  • -0.39% Industrials
  • -0.65% Energy
  • -0.65% Consumer Staples
  • -0.73% Utilities

Holdings by asset type

  • 63.07% Money Market
  • 23.89% Cash & Cash Equivalents
  • 7.39% Equities
  • 5.61% Global Government Fixed Interest
  • 0.13% Futures
  • -0.08% Alternative Investment Strategies

Individual holdings

  • 8.81% INSIGHT ILF GBP LIQUIDITY C2
  • 3.94% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 3.94% CD SUMITOMO MITSUI B
  • 3.93% ZERO COUPON CD CAISS
  • 3.3% GRIFOLS SA
  • 3% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000
  • 2.9% HM TREASURY UNITED KINGDOM DMO 1% GILT 07/09/17 GBP0.01
  • 2.63% SOCIETE GENERALE 0.62% CT OF DEP 31/08/17 GBP1
  • 2.62% CD MIZUHO BANK LTD L
  • 2.62% WESTPAC BANKING CORP FR INST 04/04/18 GBP100000