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(s)
Andrew Cawker
since 22/04/2003
David Headland
since 23/08/2010
Gareth Jenkins
since 12/05/2014
Matthew Cooke
since 01/10/2009
Richard Howarth
since 01/05/2004
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
3 Months LIBID
Investment style
Absolute Return
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.8 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 295.4 m

FE Risk score

11

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    4.24%
  • Netherlands
    1.39%
  • Ireland
    1.34%
  • Germany
    1.29%
  • Austria
    0.51%
  • Financials
    4.04%
  • Information Technology
    3.38%
  • Materials
    1.93%
  • Telecommunications Utilities
    0.43%
  • Consumer Discretionary
    0.07%
  • Money Market
    61.16%
  • Cash & Cash Equivalents
    29.51%
  • Equities
    8.25%
  • Alternative Investment Strategies
    1.26%
  • Futures
    -0.18%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.24 %0.64 %0.76 %2.29 %6.97 %
Sector-0.28 %0.57 %2.67 %4.16 %8.93 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.86 %-0.14 %1.61 %0.67 %3.47 %
Sector2.48 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.99
Beta-0.05
Sharpe-0
Volatility1.19
Tracking error2.23
Information ratio-0.1
R-Squared0.01

Price movement

52 week high1.219
52 week low1.1964
Current bid price0
Current offer price0
Current mid price1.2132

Holdings by region

  • 4.24% USA
  • 1.39% Netherlands
  • 1.34% Ireland
  • 1.29% Germany
  • 0.51% Austria
  • 0.51% UK
  • 0.26% Italy
  • 0.19% Finland
  • 0.14% Portugal
  • 0.05% Norway

Holdings by sector

  • 4.04% Financials
  • 3.38% Information Technology
  • 1.93% Materials
  • 0.43% Telecommunications Utilities
  • 0.07% Consumer Discretionary
  • -0.5% Utilities
  • -0.9% Energy
  • -0.94% Health Care
  • -1.25% Industrials
  • -1.77% Consumer Staples

Holdings by asset type

  • 61.16% Money Market
  • 29.51% Cash & Cash Equivalents
  • 8.25% Equities
  • 1.26% Alternative Investment Strategies
  • -0.18% Futures

Individual holdings

  • 8.96% INSIGHT ILF GBP LIQUIDITY C2
  • 4.01% GRIFOLS SA
  • 3.8% CD SUMITOMO MITSUI T
  • 3.8% CREDIT SUISSE AG 0.5% CT OF DEP 17/08/18 GBP1
  • 3.62% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000
  • 3.49% CD BNP PARIBAS 0.42%
  • 3.49% CD BNP PARIBAS 0.45%
  • 3.17% CD SUMITOMO MITSUI B
  • 3.17% SOCIETE GENERALE 0.35% CT OF DEP 31/01/18 GBP1 TR2
  • 3.17% WESTPAC BANKING CORP FR INST 04/04/18 GBP100000