Fact sheet: CF Waverton Alternatives II

Fund information

Fund name
CF Waverton Alternatives II B Inc
Fund company manager
Waverton Investment Management
Fund type
OEIC
Fund manager(s)
Steven Iffland
since 24/06/2008
James Mee
since 07/10/2014
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.45 %

1 Year rank in sector

96/109

Sector

UT Specialist

Yield

0.71

Fund size

£ 53.4 m

FE Risk score

23

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hedge
    60.7%
  • Others
    13%
  • Property
    11.1%
  • Managed Futures
    6.6%
  • Global Fixed Interest
    4.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.89 %0.81 %-0.26 %4.6 %5.22 %
Sector2.13 %3.72 %7.4 %28.39 %33.59 %
Rank within sector78 / 11391 / 11396 / 10993 / 10473 / 89
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.35 %-3.46 %1.77 %1.28 %3.46 %
Sector7.51 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector88 / 109107 / 10832 / 10464 / 10050 / 90
Quartile th4 th4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.26
Beta0.09
Sharpe-0
Volatility2.84
Tracking error9.2
Information ratio-0.73
R-Squared0.09

Price movement

52 week high100.5
52 week low97.08
Current bid price0
Current offer price0
Current mid price99.51

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 60.7% Hedge
  • 13% Others
  • 11.1% Property
  • 6.6% Managed Futures
  • 4.1% Global Fixed Interest
  • 3.5% Commodity & Energy
  • 1% Money Market

Individual holdings

  • 8.2% OLD MUTUAL UK SPECIALIST EQUITY FUND F
  • 7.6% CF ODEY UK ABSOLUTE RETURN
  • 7% JUPITER ABSOLUTE RETURN FUND I ACC
  • 7% PHILEAS LONG/SHORT EUROPE I £ ACC
  • 6.9% SPINNAKER EMERGING MARKETS MACRO FUND
  • 6.6% MONTLAKE DUNN WMA UCITS FUND £
  • 6.1% VERRAZZANO EUROPEAN LONG-SHORT EI £
  • 6% JL EQUITY MARKET NEUTRAL FUND 'B' £
  • 5.9% CHANNEL ISLANDS PROPERTY FUND LTD ORD NPV
  • 5.2% GCP STUDENT LIVING PLC