Fact sheet: CF Waverton Alternatives II

Fund information

Fund name
CF Waverton Alternatives II B Inc
Fund company manager
Waverton Investment Management
Fund type
OIC
Fund manager
Tomislav Satchell
since 24/06/2008
Fund objective
The Fund aims to provide long term capital appreciation through a diversified portfolio of securities which may themselves invest in equities and alternative asset classes to the extent that these are allowed by the COLL Sourcebook. There is no particular emphasis on any geographic region or sector.
Benchmark
BBA Libor 3 Month GBP
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

1.12 %

1 Year rank in sector

96/106

Sector

UT Specialist

Yield

0.46

Fund size

£ 54.3 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hedge
    60.2%
  • Others
    11.5%
  • Property
    11.4%
  • Managed Futures
    7.1%
  • Global Fixed Interest
    3.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.4 %1.79 %0.39 %2.17 %6.05 %
Sector0.02 %5.77 %15.05 %20.19 %39.43 %
Rank within sector52 / 10885 / 10696 / 10684 / 9966 / 84
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.8 %-3.46 %1.77 %1.28 %3.46 %
Sector4.5 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector82 / 106104 / 10529 / 10161 / 9748 / 87
Quartile th4 th4 th2 nd3 rd3 rd

Risk statistics

Alpha0.07
Beta0.07
Sharpe-0
Volatility2.69
Tracking error9.35
Information ratio-0.68
R-Squared0.06

Price movement

52 week high101.39
52 week low97.08
Current bid price0
Current offer price0
Current mid price99.4

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 60.2% Hedge
  • 11.5% Others
  • 11.4% Property
  • 7.1% Managed Futures
  • 3.8% Global Fixed Interest
  • 3.2% Commodity & Energy
  • 2.8% Money Market

Individual holdings

  • 8.1% OLD MUTUAL UK SPECIALIST EQUITY FUND F
  • 7.7% JUPITER ABSOLUTE RETURN FUND I ACC
  • 7.4% PHILEAS LONG/SHORT EUROPE I £ ACC
  • 7.1% JP MORGAN MULTI-ASSET MACRO ACC GBP
  • 7.1% MONTLAKE DUNN WMA UCITS FUND £
  • 6.8% CF ODEY UK ABSOLUTE RETURN
  • 6.7% JL EQUITY MARKET NEUTRAL FUND 'B' £
  • 6.3% SPINNAKER EMERGING MARKETS MACRO FUND
  • 5.6% VERRAZZANO EUROPEAN LONG-SHORT EI £
  • 5.4% CHANNEL ISLANDS PROPERTY FUND LTD ORD NPV