Fact sheet: Acencia Debt Strategies Ltd

Fund information

Fund name
Acencia Debt Strategies Ltd
Fund company manager
Saltus Partners LLP
Fund type
ITR
Fund manager
Saltus (Channel Islands) Limited
since 24/11/2005
Fund objective
To invest in a portfolio of predominantly debt-oriented hedge funds. The Company does not use leverage other than for short-term working capital needs. In addition, the portfolio has minimal gearing at the underlying fund level. All of the Company's foreign exchange exposures are hedged back to sterling.
Benchmark
3 month Sterling LIBOR plus 5%
Investment style
Active,Event Driven-Multi Strategy
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

18.37 %

1 Year rank in sector

3/8

Sector

IT Hedge Funds

Yield

3.4965

Fund size
-
FE Risk score

99

NAV

1.6661

Discount/Premium

+-1.6386

Gearing

100

Top in sector

Holdings snapshot

  • North America
    68%
  • Europe
    25%
  • Others
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.26 %7.85 %18.37 %5.01 %43.58 %
Sector3.7 %10.18 %26.61 %30.5 %39.34 %
Rank within sector3 / 85 / 83 / 84 / 73 / 7
Quartile th2 nd3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund16.55 %6.81 %-9.44 %1.74 %23.36 %
Sector16.85 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector4 / 83 / 95 / 85 / 72 / 7
Quartile th2 nd2 nd3 rd3 rd2 nd

Risk statistics

Alpha-0.2
Beta0.15
Sharpe-0
Volatility10.5
Tracking error11.64
Information ratio-0.67
R-Squared0.01

Price movement

52 week high1.64
52 week low1.41
Current bid price1.6
Current offer price1.6775
Current mid price1.6388

Holdings by region

  • 68% North America
  • 25% Europe
  • 7% Others

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 16.39% REDWOOD DOMESTIC FUND, LP
  • 16.13% ELLIOTT ASSOCIATES, LP
  • 12.59% OZ CREDIT OPPORTUNITIES DOMESTIC PARTNERS, LP
  • 12.42% CANYON BALANCED FUND, LP
  • 11.24% THIRD POINT PARTNERS (QP), LP
  • 11.1% ANCHORAGE CAPITAL PARTNERS, LP
  • 10.54% CENTERBRIDGE CREDIT PARTNERS, LP
  • 5.74% APPALOOSA INVESTMENT, LP
  • 5.43% YORK CREDIT OPPORTUNITIES FUND, LP