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
OIC
Fund manager
Hugh Hendry
since 01/02/2009
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

Quick stats

1 Year return

5.89 %

1 Year rank in sector

23/71

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 33.6 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    58.7%
  • Canada
    11.5%
  • Switzerland
    5.4%
  • Japan
    5.2%
  • Netherlands
    4%
  • Foreign Exchange
    38%
  • Global Fixed Interest
    31%
  • International Equities
    31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.45 %-2.27 %5.57 %12.3 %3.31 %
Sector0.28 %2.3 %4.96 %7.63 %18.73 %
Rank within sector30 / 7873 / 7723 / 7120 / 5747 / 49
Quartile th2 nd4 th2 nd2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-3.1 %-0.48 %4.38 %2.1 %0.83 %
Sector2.18 %0.97 %2.2 %2.51 %6.51 %
Rank within sector75 / 7748 / 7017 / 6438 / 5548 / 50
Quartile th4 th3 rd2 nd3 rd4 th

Risk statistics

Alpha-5.36
Beta3.84
Sharpe0.04
Volatility10.7
Tracking error9.67
Information ratio0.14
R-Squared0.39

Price movement

52 week high109.96
52 week low97.83
Current bid price0
Current offer price0
Current mid price103.59

Holdings by region

  • 58.7% USA
  • 11.5% Canada
  • 5.4% Switzerland
  • 5.2% Japan
  • 4% Netherlands
  • 3.3% Singapore
  • 3.2% Australia
  • 3.1% Norway
  • 2% UK
  • 1.5% Germany

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 AG
  • 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