Fact sheet: CF Eclectica Absol Macro

Fund information

Fund name
CF Eclectica Absolute Macro A Acc GBP
Fund company manager
CF Eclectica Asset Management
Fund type
OEIC
Fund manager(s)
Hugh Hendry
since 31/12/2009
Fund objective
The fund may use contracts for difference and other derivatives, forward transactions, hedging and other investment techniques (to establish long and short positions) for investment and EPM purposes.
Benchmark
No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-7.38 %

1 Year rank in sector

71/73

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 37.9 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Foreign Exchange
    38%
  • Global Fixed Interest
    31%
  • International Equities
    31%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.17 %-10.87 %-7.38 %10.55 %-9.1 %
Sector0.64 %2.18 %3.15 %9.27 %16.38 %
Rank within sector66 / 7876 / 7671 / 7328 / 5950 / 50
Quartile th4 th4 th4 th2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-13.57 %-0.48 %4.38 %2.1 %0.83 %
Sector2.98 %0.97 %2.2 %2.51 %6.51 %
Rank within sector76 / 7648 / 6917 / 6438 / 5548 / 50
Quartile th4 th3 rd2 nd3 rd4 th

Risk statistics

Alpha-7.59
Beta3.63
Sharpe-0
Volatility11.4
Tracking error10.45
Information ratio-0.21
R-Squared0.32

Price movement

52 week high109.96
52 week low91.91
Current bid price0
Current offer price0
Current mid price92.39

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 38% Foreign Exchange
  • 31% Global Fixed Interest
  • 31% International Equities

Individual holdings

  • 52.6% GERMAN 10YR BUND FTRS
  • 44.7% LONG USD VS JPY
  • 11.3% LONG USD VS SAR
  • 6.2% DEUTSCHE WOHNEN SE
  • 6.2% LEG IMMOBILIEN AG
  • -6.6% LONG IDR VS USD
  • -10.5% SHORT EURO STOXX BANKS FTRS
  • -13.1% LONG INR VS USD
  • -13.1% LONG PHP VS USD
  • -61% SHORT ITALIAN 10YR BTP FTRS