Fact sheet: BH Macro

Fund information

Fund name
BH Macro GBP
Fund company manager
Brevan Howard Capital Manageme
Fund type
ITR
Fund objective
To generate consistent long-term appreciation through active leveraged trading and investment on a global basis. The Master Fund employs a combination of investment strategies that focus primarily on economic change and monetary policy and market inefficiencies. The underlying philosophy is to construct strategies, often contingent in nature with superior risk / return profiles, whose outcome will often be crystallised by an expected event occurring within a pre - determined period of time. New trading strategies will be added as investment opportunities present themselves.
Benchmark
No Specified Index
Investment style
Macro,Leveraged
Investment method
Equity

Performance snapshot

Quick stats

1 Year return

3.39 %

1 Year rank in sector

9/10

Sector

IT Hedge Funds

Yield
-
Fund size

£ 457.8 m

FE Risk score

62

NAV

2182

Discount/Premium

+-6.462

Gearing

100

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-4.22 %3.71 %3.39 %4.99 %3.6 %
Sector3.97 %11.89 %23.11 %24.95 %32.56 %
Rank within sector9 / 99 / 109 / 104 / 87 / 8
Quartile th4 th4 th4 th2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-4.36 %5.7 %-1.46 %-1.44 %5.53 %
Sector9.62 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector10 / 105 / 104 / 97 / 86 / 8
Quartile th4 th2 nd2 nd4 th3 rd

Risk statistics

Alpha0.83
Beta0.38
Sharpe-0
Volatility8.39
Tracking error8.68
Information ratio-0.37
R-Squared0.07

Price movement

52 week high2160
52 week low1875
Current bid price2038
Current offer price2042
Current mid price2041

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-