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

-2.38 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 215.4 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • A+
    62.51%
  • AAA
    28.54%
  • Money Market
    8.55%
  • Others
    0.4%
  • Money Market
    80.7%
  • Cash & Cash Equivalents
    19.59%
  • Foreign Exchange
    -0.29%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.69 %-1.94 %-2.38 %2.72 %1.45 %
Sector0.35 %-0.5 %-0.96 %3.16 %-6.94 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-4.35 %-2.21 %3.43 %2.78 %3.31 %
Sector-0.74 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.49
Beta0.58
Sharpe-0
Volatility4.71
Tracking error4.65
Information ratio-0
R-Squared0.04

Price movement

52 week high1.1113
52 week low1.0546
Current bid price0
Current offer price0
Current mid price1.0567

Holdings by region

-

Holdings by sector

  • 62.51% A+
  • 28.54% AAA
  • 8.55% Money Market
  • 0.4% Others

Holdings by asset type

  • 80.7% Money Market
  • 19.59% Cash & Cash Equivalents
  • -0.29% Foreign Exchange

Individual holdings

  • 9.49% INSIGHT ILF GBP LIQUIDITY PLUS 2
  • 4.12% BNP PARIBAS 0.45% CT OF DEP 03/10/17 GBP1
  • 4.12% CD SUMITOMO MITSUI B
  • 3.66% CD BRED BANQUE POPUL
  • 3.66% DANSKE BANK A/S 0.4% CT OF DEP 10/11/17 GBP1
  • 3.66% ZERO COUPON CD MITSU
  • 3.66% ZERO COUPON CD MITSU
  • 3.46% BANK NEDERLANDSE GEMEENTEN 4.5% EUR MED TRM NTS 20/2/18 GBP1000
  • 3.2% CREDIT AGRICOLE INDOSUEZ 0.34% CT OF DEP 31/08/17 GBP1
  • 3.2% ZERO COUPON CD NORIN