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)
Max Wahl
since 28/02/2007
Paul Lambert
since 01/12/2012
Richard Nibloe
since 28/02/2007
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

-4.27 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 176.9 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • A+
    62.87%
  • AAA
    29.16%
  • Money Market
    7.59%
  • Others
    0.37%
  • Money Market
    80.22%
  • Cash & Cash Equivalents
    17.79%
  • Global Government Fixed Interest
    1.9%
  • Foreign Exchange
    0.09%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.15 %-2.28 %-4.27 %-5.68 %-0.12 %
Sector0.14 %-0.93 %-1.59 %-0.09 %-4.85 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund0.11 %-6.07 %-2.21 %3.43 %2.78 %
Sector0.1 %-2.05 %1.33 %0.38 %2.17 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.6
Beta0.22
Sharpe-0
Volatility3.73
Tracking error3.88
Information ratio-0.41
R-Squared0.01

Price movement

52 week high1.0875
52 week low1.0372
Current bid price0
Current offer price0
Current mid price1.0388

Holdings by region

-

Holdings by sector

  • 62.87% A+
  • 29.16% AAA
  • 7.59% Money Market
  • 0.37% Others

Holdings by asset type

  • 80.22% Money Market
  • 17.79% Cash & Cash Equivalents
  • 1.9% Global Government Fixed Interest
  • 0.09% Foreign Exchange

Individual holdings

  • 9.74% INSIGHT LIQUIDITY FUNDS ILF GBP LIQUIDITY 2 DIS NAV
  • 4.83% CD SUMITOMO MITSUI B
  • 4.3% BANK OF AMERICA CORP 0.36% CT OF DEP 07/02/18 GBP1
  • 4.29% CD BANK OF TOKYO MIT
  • 4.29% CD BNP PARIBAS 0.45%
  • 4.06% BANK NEDERLANDSE GEMEENTEN 4.5% EUR MED TRM NTS 20/2/18 GBP1000
  • 3.76% CREDIT AGRICOLE INDOSUEZ 0.33% CT OF DEP 01/02/18 GBP1
  • 3.75% ZERO COUPON CD NORIN
  • 3.55% GE CAPITAL UK FUNDING UNLTD CO FRN 16/01/18 GBP100000
  • 3.22% CD NORDEA BANK AB 0.