Fact sheet: Absolute Insight Currency

Fund information

Fund name
Absolute Insight Currency B3P GBP
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
Paul Lambert
since 01/12/2012
Max Wahl
since 01/02/2007
Richard Nibloe
since 01/02/2007
Fund objective
The investment objective of the Fund is to seek to provide attractive, positive absolute returns in all market conditions.
Benchmark
LIBID GBP 3 month
Investment style
Macro
Investment method
Money Market

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-4.64 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 201.6 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • A+
    60.89%
  • AAA
    28.89%
  • Money Market
    10.46%
  • Others
    -0.25%
  • Money Market
    81.59%
  • Cash & Cash Equivalents
    19.44%
  • Foreign Exchange
    -1.03%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.52 %-3.43 %-4.64 %-3.05 %0.71 %
Sector-0.46 %-1.35 %-2.1 %-0.35 %-5.58 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-5.83 %-2.21 %3.43 %2.78 %3.31 %
Sector-2.18 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.51
Beta0.27
Sharpe-0
Volatility3.94
Tracking error4.05
Information ratio-0.17
R-Squared0.01

Price movement

52 week high1.1113
52 week low1.0404
Current bid price0
Current offer price0
Current mid price1.0404

Holdings by region

-

Holdings by sector

  • 60.89% A+
  • 28.89% AAA
  • 10.46% Money Market
  • -0.25% Others

Holdings by asset type

  • 81.59% Money Market
  • 19.44% Cash & Cash Equivalents
  • -1.03% Foreign Exchange

Individual holdings

  • 9.81% INSIGHT ILF GBP LIQUIDITY PLUS 2
  • 4.26% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 4.25% CD SUMITOMO MITSUI B
  • 3.78% CD BRED BANQUE POPUL
  • 3.78% DANSKE BANK A/S 0.4% CT OF DEP 10/11/17 GBP1
  • 3.78% ZERO COUPON CD MITSU
  • 3.57% BANK NEDERLANDSE GEMEENTEN 4.5% EUR MED TRM NTS 20/2/18 GBP1000
  • 3.3% CREDIT AGRICOLE INDOSUEZ 0.33% CT OF DEP 01/02/18 GBP1
  • 3.3% NORINCHUKIN BANK/THE
  • 3.3% ZERO COUPON CD NORIN