Fact sheet: Epworth Affirmative Fixed Interest

Fund information

Fund name
Epworth Affirmative Fixed Interest
Fund company manager
Epworth Investment Management
Fund type
UKA
Fund objective
The Fund will seek to maximise long term total returns consistent with commercial prudence, diversification and risk management through a portfolio of sterling based Government and non-Government fixed interest securities to achieve a total return in excess of its Benchmark. The Fund will invest in a diversified portfolio comprising UK Government Securities (70%-90%), Corporate Debt Securities (10%-30%) and Cash and near cash (0%-10%). It is hoped that this will result in a yield in excess of that which can be achieved through UK Government Securities alone.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

12.1 %

1 Year rank in sector

7/83

Sector

UT Sterling Strategic Bond

Yield

1.69

Fund size

£ 20.4 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    97.4%
  • Money Market
    2.6%
  • Government Bonds
    75.9%
  • Corporate Bonds
    21.5%
  • Money Market
    2.6%
  • UK Gilts
    75.9%
  • UK Corporate Fixed Interest
    21.5%
  • Money Market
    2.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.46 %11.47 %12.1 %31.46 %32.61 %
Sector0.69 %4.42 %7.63 %13.93 %30.66 %
Rank within sector65 / 841 / 847 / 834 / 7430 / 64
Quartile th4 th1 st1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund9.07 %9.38 %0.13 %12.88 %-3.91 %
Sector3.77 %7.28 %-0.29 %6.75 %2.59 %
Rank within sector1 / 8419 / 7838 / 745 / 7363 / 66
Quartile th1 st1 st3 rd1 st4 th

Risk statistics

Alpha7.37
Beta0.26
Sharpe0.68
Volatility8.23
Tracking error9.18
Information ratio0.15
R-Squared0.03

Price movement

52 week high138.1
52 week low123
Current bid price0
Current offer price0
Current mid price131.8

Holdings by region

  • 97.4% UK
  • 2.6% Money Market

Holdings by sector

  • 75.9% Government Bonds
  • 21.5% Corporate Bonds
  • 2.6% Money Market

Holdings by asset type

  • 75.9% UK Gilts
  • 21.5% UK Corporate Fixed Interest
  • 2.6% Money Market

Individual holdings

  • 4.85% TREASURY 1.5% GILT 22/07/26 GBP0.01
  • 4.55% HM TREASURY UNITED KINGDOM DMO 3.25% GILT 22/01/44 GBP0.01
  • 4.39% HM TREASURY UNITED KINGDOM DMO 3.75% GILT 07/09/21 GBP
  • 4.35% HM TREASURY UNITED KINGDOM DMO 4% GILT 07/03/22 GBP0.01
  • 4.13% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 3.94% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 07/06/2032 GBP0.01
  • 3.79% HM TREASURY UNITED KINGDOM DMO 3.5% GILT 22/01/45 GBP
  • 3.39% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 3.34% HM TREASURY UNITED KINGDOM DMO 3.75% GILT 7/9/20 GBP0.01
  • 3.33% HM TREASURY UNITED KINGDOM DMO 4.75% GILT 07/12/38 GBP