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

-5.49 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 186.0 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
Fund-0.43 %-3.21 %-5.31 %-4.81 %1.47 %
Sector0.12 %-1.07 %-1.84 %0.25 %-5.2 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-6.1 %-2.21 %3.43 %2.78 %3.31 %
Sector-1.99 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.17
Beta0.22
Sharpe-0
Volatility3.82
Tracking error3.96
Information ratio-0.28
R-Squared0.01

Price movement

52 week high1.1113
52 week low1.0372
Current bid price0
Current offer price0
Current mid price1.0374

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

  • 9.37% INSIGHT LIQUIDITY FUNDS ILF GBP LIQUIDITY 2 DIS NAV
  • 4.65% CD SUMITOMO MITSUI B
  • 4.14% BANK OF AMERICA CORP 0.36% CT OF DEP 07/02/18 GBP1
  • 4.13% CD BANK OF TOKYO MIT
  • 4.13% CD BANK OF TOKYO MIT
  • 4.13% CD BNP PARIBAS 0.42%
  • 4.13% CD BNP PARIBAS 0.45%
  • 3.91% BANK NEDERLANDSE GEMEENTEN 4.5% EUR MED TRM NTS 20/2/18 GBP1000
  • 3.62% CREDIT AGRICOLE INDOSUEZ 0.33% CT OF DEP 01/02/18 GBP1
  • 3.62% ZERO COUPON CD NORIN