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
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

Quick stats

1 Year return

-1.9 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 219.1 m

FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • A+
    61.33%
  • AAA
    28.41%
  • Money Market
    10.12%
  • Others
    0.14%
  • Money Market
    82.36%
  • Cash & Cash Equivalents
    17.5%
  • Foreign Exchange
    0.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.65 %-2.3 %-1.76 %3.43 %1.56 %
Sector-0.01 %-0.64 %-1.14 %3.3 %-6.45 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-3.83 %-2.21 %3.43 %2.78 %3.31 %
Sector-0.87 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.78
Beta0.59
Sharpe-0
Volatility4.71
Tracking error4.65
Information ratio0.06
R-Squared0.04

Price movement

52 week high1.1113
52 week low1.0625
Current bid price0
Current offer price0
Current mid price1.0625

Holdings by region

-

Holdings by sector

  • 61.33% A+
  • 28.41% AAA
  • 10.12% Money Market
  • 0.14% Others

Holdings by asset type

  • 82.36% Money Market
  • 17.5% Cash & Cash Equivalents
  • 0.14% Foreign Exchange

Individual holdings

  • 9.27% INSIGHT ILF GBP LIQUIDITY PLUS 2
  • 4.03% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 4.03% CD SUMITOMO MITSUI B
  • 3.58% DANSKE BANK A/S 0.4% CT OF DEP 10/11/17 GBP1
  • 3.58% ZERO COUPON CD BRED
  • 3.57% ZERO COUPON CD MITSU
  • 3.37% BANK NEDERLANDSE GEMEENTEN 4.5% EUR MED TRM NTS 20/2/18 GBP1000
  • 3.13% CREDIT AGRICOLE INDOSUEZ 0.34% CT OF DEP 31/08/17 GBP1
  • 3.13% ZERO COUPON CD NORIN
  • 2.96% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000