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

-3.43 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 212.5 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • A+
    61.6%
  • AAA
    29.76%
  • Money Market
    7.46%
  • Others
    1.19%
  • Money Market
    78.28%
  • Cash & Cash Equivalents
    19.7%
  • Global Government Fixed Interest
    1.84%
  • Foreign Exchange
    0.17%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.52 %-2.21 %-3.43 %-1.76 %1.01 %
Sector-0.73 %-1.45 %-1.49 %0.65 %-5.77 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-5.3 %-2.21 %3.43 %2.78 %3.31 %
Sector-1.75 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.84
Beta0.06
Sharpe-0
Volatility4.03
Tracking error4.25
Information ratio-0.31
R-Squared0

Price movement

52 week high1.1113
52 week low1.0449
Current bid price0
Current offer price0
Current mid price1.0463

Holdings by region

-

Holdings by sector

  • 61.6% A+
  • 29.76% AAA
  • 7.46% Money Market
  • 1.19% Others

Holdings by asset type

  • 78.28% Money Market
  • 19.7% Cash & Cash Equivalents
  • 1.84% Global Government Fixed Interest
  • 0.17% 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