Fact sheet: Capital Strategy FxdIncAlctr

Fund information

Fund name
Capital Strategy Fixed Income Allocator B EUR
Fund company manager
Capital Strategy Fds Sicav plc
Fund type
SIB
Fund manager(s)
Marc Sormani
since 12/11/2010
Ilias El Bahraoui
since 12/11/2010
Fund objective
The Fund's objective is to achieve above average risk adjusted returns with below market volatility using a proprietary trading approach across fixed income based assets. The Fund will allocate the assets either directly or indirectly through other collective investments schemes amongst various categories within the fixed income markets. The Fund will be exposed to Money Market Instruments and Transferable Securities including but not limited to: short and long dated treasury securities, emerging markets sovereign debt, high grade corporate debt, high yield debt, convertible securities, fixed or floating rate bonds and notes, debentures, commercial paper, certificates of deposits, structured securities, Exchange Traded Funds, Collective Investment Schemes, Closed End Funds.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.25 %

1 Year rank in sector

206/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 206.6 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.42 %0.81 %0.25 %0.66 %6.54 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector286 / 345222 / 331206 / 308207 / 252114 / 188
Quartile th4 th3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund2.01 %0.01 %-2.14 %1.69 %3.95 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector212 / 317265 / 285168 / 256153 / 22019 / 196
Quartile th3 rd4 th3 rd3 rd1 st

Risk statistics

Alpha-1.22
Beta0.62
Sharpe-0
Volatility2.3
Tracking error1.86
Information ratio-1.06
R-Squared0.52

Price movement

52 week high117.14
52 week low113.91
Current bid price0
Current offer price0
Current mid price116.58

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-