Fact sheet: Absolute Insight Cr

Fund information

Fund name
Absolute Insight Credit B2p2 GBP
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
Lucy Speake
since 01/09/2017
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
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.24 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 226.5 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    21.3%
  • Spain
    1.1%
  • France
    -7.3%
  • Germany
    -11.7%
  • USA
    -30.6%
  • Financials
    12.9%
  • Industrials
    -0.1%
  • Consumer Goods
    -6.2%
  • Consumer Services
    -8%
  • Government Bonds
    -28.1%
  • Money Market
    75.9%
  • Global Corporate Fixed Interest
    8.5%
  • Global High Yield Fixed Interest
    5.7%
  • Global Fixed Interest
    2.4%
  • Convertibles
    0.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.59 %-1.77 %0.24 %1.32 %10.06 %
Sector-0.03 %-1.86 %-0.57 %0.5 %5.53 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-1.3 %6.62 %-3.54 %0.49 %2.28 %
Sector-1.12 %2.62 %0.66 %0.69 %1.2 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.11
Beta0.75
Sharpe-0
Volatility2.76
Tracking error2.44
Information ratio-0.08
R-Squared0.24

Price movement

52 week high1.3317
52 week low1.2994
Current bid price0
Current offer price0
Current mid price1.3014

Holdings by region

  • 21.3% UK
  • 1.1% Spain
  • -7.3% France
  • -11.7% Germany
  • -30.6% USA

Holdings by sector

  • 12.9% Financials
  • -0.1% Industrials
  • -6.2% Consumer Goods
  • -8% Consumer Services
  • -28.1% Government Bonds

Holdings by asset type

  • 75.9% Money Market
  • 8.5% Global Corporate Fixed Interest
  • 5.7% Global High Yield Fixed Interest
  • 2.4% Global Fixed Interest
  • 0.6% Convertibles
  • 0.1% International Equities
  • -2.5% Options
  • -22.4% Alternative Investment Strategies
  • -34.2% Global Government Fixed Interest

Individual holdings

  • 4.81% CDSW S 0623
  • 4.81% CDSW S 1222
  • 4.73% CDSW S 0623
  • 3.05% CDSW S 0623
  • 2.51% CDSW S 0628
  • 2.51% CDSW S 0628
  • 2.28% FRIENDS LIFE HLDGS PLC 8.25% SUBORD NTS 21/04/22 GBP100000
  • 2.08% LLOYDS BANK PLC FR CVD BD 2018 3 27/03/24 GBP100000
  • 1.89% CDSW S AAUK 0623
  • 1.74% BARCLAYS BANK UK PLC FR CVD BDS 09/01/23 GBP100000 REG 18-1