Fact sheet: BayernInvest Swiss Hdg Twin

Fund information

Fund name
BayernInvest Swiss Hedge - Twintrade D CHF
Fund company manager
BayernInvest Luxembourg SA
Fund type
SIB
Fund manager
Swiss Hedge Capital AG
since 05/01/2012
Fund objective
The investment policy objective is to generate long-term positive and uncorrelated returns by investing in a stock portfolio with a focus on investing in European companies. Instead of direct investments, investments may be made in derivative financial instruments, which are directly or indirectly based on equities.
Benchmark
Stoxx Europe 50 Index
Investment style
Absolute Return,Long/Short
Investment method
Equity

Quick stats

1 Year return

3.02 %

1 Year rank in sector

69/124

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 30.2 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.34 %2.26 %2.96 %10.91 %3.21 %
Sector0.23 %2.17 %3.78 %5.48 %16.7 %
Rank within sector59 / 13767 / 14069 / 12434 / 7846 / 54
Quartile th2 nd2 nd3 rd2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund3.26 %4.95 %3.15 %4.86 %-6.64 %
Sector3.7 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector64 / 13621 / 10843 / 8526 / 6959 / 62
Quartile th2 nd1 st3 rd2 nd4 th

Risk statistics

Alpha3.95
Beta0.29
Sharpe0.13
Volatility5.99
Tracking error6.32
Information ratio0.4
R-Squared0.02

Price movement

52 week high98.02
52 week low91.1
Current bid price94.97
Current offer price99.72
Current mid price0

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 19.91% NORDDEUTSCHE LANDESBANK GIROZENTRAL 3.25% MTN 18/01/21 EUR1000
  • 13.96% LANDESBANK HESSEN-THUERINGEN GIROZ 0.275% BDS 21/01/22 EUR100000
  • 11.75% ROYAL BANK OF SCOTLAND PLC 3.875% CVD BDS 19/10/20 EUR50000
  • 10.15% 859338EUR
  • 6.46% LANDESBANK HESSEN-THUERINGEN GIROZ 0.1% NTS 04/03/20 EUR100000
  • 4.5% Equity Swap short R/A 12.01.12/16.07.20 EUR Dummy Zinsleg Swap
  • 3.38% WL BANK AG Westf.Ld.Bodenkred. EMTN-Pfandbr.R.312 v.2011(17)
  • 3.37% BREMER LANDESBANK 0.75% MTN 03/03/20 EUR1000
  • 3.37% LANDESBANK BERLIN AG 1% MTG BDS 21/08/17 EUR100000
  • 3.12% COOPERATIEVE RABOBANK UA 1.75% MTN 22/01/19 EUR1000