Fact sheet: Franklin K2 Alt Strat

Fund information

Fund name
Franklin K2 Alternative Strategies Z Acc USD
Fund company manager
Franklin Temp Intnl Serv SARL
Fund type
SIB
Fund manager(s)
David C. Saunders
since 15/09/2014
Robert Christian
since 15/09/2014
Brooks Ritchey
since 15/09/2014
Fund objective
The Fund’s investment objective is to seek capital appreciation with lower volatility relative to the broad equity markets.
Benchmark
BofA Merrill Lynch US 3-Month Treasury Bill Index
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.49 %

1 Year rank in sector

64/159

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.8 b

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.68 %3.33 %6.49 %11.78 %0 %
Sector1.42 %3.77 %5.2 %3.88 %10.53 %
Rank within sector63 / 15486 / 17364 / 15926 / 99 /
Quartile th2 nd2 nd2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund1.23 %6.08 %3.49 %0 %0 %
Sector1.31 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector74 / 14154 / 15835 / 12544 / 98 /
Quartile th3 rd2 nd2 nd2 nd th

Risk statistics

Alpha2.29
Beta0.92
Sharpe-0
Volatility3.38
Tracking error2.89
Information ratio0.75
R-Squared0.27

Price movement

52 week high11.51
52 week low10.77
Current bid price0
Current offer price0
Current mid price11.5

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 0.97% NXP SEMICONDUCTORS NV
  • 0.68% ABERTIS INFRAESTRUCTURAS SA
  • 0.58% SHERWIN-WILLIAMS CO
  • 0.55% BOOKER GROUP PLC
  • 0.55% MICROSOFT CORP