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

4.22 %

1 Year rank in sector

8/8

Sector

IT Hedge Funds

Yield
-
Fund size

£ 276.8 m

FE Risk score

75

NAV

2196

Discount/Premium

+-10.0638

Gearing

100

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.45 %-6.88 %4.22 %-3.38 %0 %
Sector2.51 %8.91 %25.57 %29.02 %37.4 %
Rank within sector8 / 88 / 88 / 86 / 76 / 7
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-7.45 %5.7 %-1.46 %-1.44 %5.53 %
Sector15.64 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector8 / 84 / 94 / 86 / 75 / 7
Quartile th4 th2 nd2 nd4 th3 rd

Risk statistics

Alpha0.07
Beta0.12
Sharpe-0
Volatility9.72
Tracking error10.93
Information ratio-0.71
R-Squared0.01

Price movement

52 week high2160
52 week low1875
Current bid price1975
Current offer price1984
Current mid price1975

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-