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

0.39 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 328.5 m

FE Risk score

9

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    3.48%
  • Netherlands
    1.7%
  • Italy
    1.08%
  • Austria
    0.76%
  • France
    0.48%
  • Information Technology
    3.08%
  • Materials
    1.33%
  • Financials
    0.91%
  • Consumer Discretionary
    0.71%
  • Telecommunications Utilities
    0.14%
  • Money Market
    59.65%
  • Cash & Cash Equivalents
    26.87%
  • Equities
    8.27%
  • Global Government Fixed Interest
    4.51%
  • Alternative Investment Strategies
    0.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.23 %0.91 %0.39 %2.61 %8.33 %
Sector0.25 %1.17 %2.58 %3.19 %9.6 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.47 %-0.14 %1.61 %0.67 %3.47 %
Sector2.29 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.78
Beta-0.04
Sharpe-0
Volatility1.19
Tracking error2.22
Information ratio-0.16
R-Squared0

Price movement

52 week high1.2112
52 week low1.1964
Current bid price0
Current offer price0
Current mid price1.2085

Holdings by region

  • 3.48% USA
  • 1.7% Netherlands
  • 1.08% Italy
  • 0.76% Austria
  • 0.48% France
  • 0.24% Portugal
  • 0.17% Belgium
  • 0.13% UK
  • -0.01% Norway
  • -0.04% Denmark

Holdings by sector

  • 3.08% Information Technology
  • 1.33% Materials
  • 0.91% Financials
  • 0.71% Consumer Discretionary
  • 0.14% Telecommunications Utilities
  • -0.6% Industrials
  • -0.64% Health Care
  • -0.73% Consumer Staples
  • -0.78% Utilities
  • -0.88% Energy

Holdings by asset type

  • 59.65% Money Market
  • 26.87% Cash & Cash Equivalents
  • 8.27% Equities
  • 4.51% Global Government Fixed Interest
  • 0.54% Alternative Investment Strategies
  • 0.16% Futures

Individual holdings

  • 8.73% INSIGHT ILF GBP LIQUIDITY C2
  • 3.92% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 3.92% CD SUMITOMO MITSUI B
  • 3.31% GRIFOLS SA
  • 3.13% CREDIT SUISSE AG 0.5% CT OF DEP 17/08/18 GBP1
  • 2.98% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000
  • 2.87% HM TREASURY UNITED KINGDOM DMO 1% GILT 07/09/17 GBP0.01
  • 2.61% CD MIZUHO BANK LTD L
  • 2.61% NORDEA BANK AB 0.25% CT OF DEP 10/10/17 GBP1
  • 2.61% WESTPAC BANKING CORP FR INST 04/04/18 GBP100000