Fact sheet: Epworth Affirmative Fixed Interest

Fund information

Fund name
Epworth Affirmative Fixed Interest
Fund company manager
Epworth Investment Management
Fund type
UKA
Fund manager(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.58 %

1 Year rank in sector

31/82

Sector

UT Sterling Strategic Bond

Yield

1.79

Fund size

£ 20.8 m

FE Risk score

75

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    97.2%
  • Money Market
    2.8%
  • Government Bonds
    75.6%
  • Corporate Bonds
    21.6%
  • Money Market
    2.8%
  • UK Gilts
    75.6%
  • UK Corporate Fixed Interest
    21.6%
  • Money Market
    2.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-3.1 %4.15 %4.58 %21.09 %27.14 %
Sector0.47 %1.79 %3.79 %13.39 %24.65 %
Rank within sector84 / 8410 / 8231 / 826 / 7428 / 64
Quartile th4 th1 st2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund6.01 %9.38 %0.13 %12.88 %-3.91 %
Sector4.13 %7.28 %-0.29 %6.75 %2.59 %
Rank within sector14 / 8219 / 7738 / 745 / 7363 / 66
Quartile th1 st1 st3 rd1 st4 th

Risk statistics

Alpha5.53
Beta0.25
Sharpe0.44
Volatility8.33
Tracking error9.29
Information ratio-0.02
R-Squared0.03

Price movement

52 week high132.2
52 week low123
Current bid price0
Current offer price0
Current mid price128.1

Holdings by region

  • 97.2% UK
  • 2.8% Money Market

Holdings by sector

  • 75.6% Government Bonds
  • 21.6% Corporate Bonds
  • 2.8% Money Market

Holdings by asset type

  • 75.6% UK Gilts
  • 21.6% UK Corporate Fixed Interest
  • 2.8% Money Market

Individual holdings

  • 5.2% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 07/06/2032 GBP0.01
  • 4.84% HM TREASURY UNITED KINGDOM DMO 1.5% GILT 22/07/26 GBP0.01
  • 4.47% HM TREASURY UNITED KINGDOM DMO 3.25% GILT 22/01/44 GBP0.01
  • 4.37% HM TREASURY UNITED KINGDOM DMO 3.75% GILT 07/09/21 GBP
  • 4.08% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 3.72% HM TREASURY UNITED KINGDOM DMO 3.5% GILT 22/01/45 GBP0.01
  • 3.63% HM TREASURY UNITED KINGDOM DMO 4% GILT 07/03/22 GBP0.01
  • 3.43% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 3.29% HM TREASURY UNITED KINGDOM DMO 4.75% GILT 07/12/38 GBP
  • 3.27% TREASURY 2% GILT 07/09/25 GBP0.01