Fact sheet: Castlefield Mgd MA

Fund information

Fund name
Castlefield Managed Multi-Asset Inst Inc
Fund company manager
Castlefield Fund Partners Limi
Fund type
OIC
Fund manager
David Soutar
since 01/06/2004
Fund objective
The Fund aims to generate a positive annualised return over a rolling 3 year basis. In aiming to produce positive capital returns, whilst also seeking to control the magnitude of any losses, the fund will invest in a wide range of asset classes inclusive of structured products, government and corporate bonds, securities, exchange traded funds and more.
Benchmark
UK Consumer Price Index
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

8.73 %

1 Year rank in sector

17/71

Sector

UT Targeted Absolute Return

Yield

0.31

Fund size

£ 28.4 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Structured Products
    31.12%
  • Others
    17%
  • Money Market
    15.27%
  • Preference Shares
    10.77%
  • Global Corporate Fixed Interest
    8.65%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.92 %3.3 %8.73 %11.56 %24.28 %
Sector0.4 %2.49 %5.07 %7.68 %18.8 %
Rank within sector20 / 7824 / 7717 / 7122 / 5718 / 49
Quartile th2 nd2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund3.11 %5.83 %0.45 %5.01 %2.91 %
Sector2.23 %0.97 %2.2 %2.51 %6.51 %
Rank within sector28 / 7714 / 7047 / 6422 / 5541 / 50
Quartile th2 nd1 st3 rd2 nd4 th

Risk statistics

Alpha0.43
Beta1.27
Sharpe0.07
Volatility2.98
Tracking error2.06
Information ratio0.53
R-Squared0.54

Price movement

52 week high239.94
52 week low218.5
Current bid price0
Current offer price0
Current mid price239.85

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 31.12% Structured Products
  • 17% Others
  • 15.27% Money Market
  • 10.77% Preference Shares
  • 8.65% Global Corporate Fixed Interest
  • 6.84% Property
  • 2.65% Global Fixed Interest
  • 2.56% Global Emerging Market Fixed Interest
  • 1.51% Property Shares
  • 1.31% UK Fixed Interest

Individual holdings

  • 3.7% SG USD INVERSE REVERSE CV 10% VXX 13/02/18
  • 3.09% MORGAN STANLEY BV 0% MTN 16/06/22 GBP1000
  • 3.06% LAZARD GLOBAL ACTIVE FUNDS PLC LISTED INFRASTRUCTURE
  • 3.02% JP MORGAN STRUCTURED PRODUCTS BV 0% MTN 06/06/22 GBP10000
  • 2.88% BBVA GLOBAL MARKETS BV ILN 28/09/22 GBP 231
  • 2.86% JP MORGAN STRUCTURED PRODUCTS BV 0% NTS 09/11/22 GBP1000
  • 2.66% BNP PARIBAS 0% MTN 25/02/22 USD1000
  • 2.52% SG ISSUER SA 03/08/2020
  • 2.51% UIL FINANCE ZDP 2015-31/10/18