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
Matthew Cooke
since 01/10/2009
Richard Howarth
since 01/05/2004
Iain Brown
since 29/07/2002
David Headland
since 23/08/2010
Gareth Jenkins
since 12/05/2014
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

0.77 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 304.1 m

FE Risk score

10

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    3.95%
  • Germany
    1.76%
  • Netherlands
    1.57%
  • Ireland
    0.62%
  • Italy
    0.52%
  • Information Technology
    2.95%
  • Financials
    2.81%
  • Materials
    1.86%
  • Consumer Discretionary
    0.4%
  • Telecommunications Utilities
    0.26%
  • 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
Fund0.33 %0.79 %0.77 %3.17 %7.5 %
Sector-0.15 %0.71 %3.16 %3.78 %9.96 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.11 %-0.14 %1.61 %0.67 %3.47 %
Sector2.46 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.09
Beta-0.05
Sharpe-0
Volatility1.2
Tracking error2.23
Information ratio-0.18
R-Squared0

Price movement

52 week high1.219
52 week low1.1964
Current bid price0
Current offer price0
Current mid price1.2162

Holdings by region

  • 3.95% USA
  • 1.76% Germany
  • 1.57% Netherlands
  • 0.62% Ireland
  • 0.52% Italy
  • 0.49% Austria
  • 0.3% France
  • 0.13% Portugal
  • 0.11% Belgium
  • 0.04% Finland

Holdings by sector

  • 2.95% Information Technology
  • 2.81% Financials
  • 1.86% Materials
  • 0.4% Consumer Discretionary
  • 0.26% Telecommunications Utilities
  • -0.23% Industrials
  • -0.24% Utilities
  • -0.84% Health Care
  • -0.88% Energy
  • -1.44% 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

  • 9.17% INSIGHT ILF GBP LIQUIDITY C2
  • 4.33% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 3.71% GRIFOLS SA
  • 3.44% CREDIT SUISSE AG 0.5% CT OF DEP 17/08/18 GBP1
  • 3.29% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000
  • 2.88% CD SUMITOMO MITSUI B
  • 2.88% NORDEA BANK AB 0.25% CT OF DEP 10/10/17 GBP1
  • 2.88% SOCIETE GENERALE 0.35% CT OF DEP 31/01/18 GBP1 TR2
  • 2.88% ZERO COUPON CD MITSU
  • 2.88% ZERO COUPON CD OVERS