Fact sheet: BH Global

Fund information

Fund name
BH Global GBP
Fund company manager
Brevan Howard Capital Manageme
Fund type
ITR
Fund objective
To seek consistent long-term capital appreciation through an investment policy of investing all of its assets (net of those expenses of the initial public offering borne by the Company and funds required for its short-term working capital requirements) in the Master Fund.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

9.81 %

1 Year rank in sector

5/8

Sector

IT Hedge Funds

Yield
-
Fund size

£ 290.3 m

FE Risk score

68

NAV

1489

Discount/Premium

+-7.7233

Gearing

100

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.78 %5.37 %10.36 %12.62 %18.45 %
Sector3.48 %10.98 %26.35 %30.83 %39.35 %
Rank within sector3 / 86 / 85 / 83 / 75 / 7
Quartile th2 nd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund5.29 %1.71 %3.47 %2.73 %6.25 %
Sector17.05 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector7 / 86 / 93 / 84 / 74 / 7
Quartile th4 th3 rd2 nd3 rd3 rd

Risk statistics

Alpha3.14
Beta0.1
Sharpe0.05
Volatility6.77
Tracking error8.62
Information ratio-0.56
R-Squared0.01

Price movement

52 week high1374
52 week low1181
Current bid price1362
Current offer price1374
Current mid price1374

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 62.9% DIRECT INVESTMENT PORTFOLIO
  • 23% BREVAN HOWARD MASTER FUND LIMITED
  • 7.6% BH-DG SYSTEMATIC TRADING MASTER FUND LIMITED (BHDGST)
  • 6.5% BREVAN HOWARD ASIA MASTER FUND LIMITED