Fact sheet: Fulcrum FxdInc Abs Ret

Fund information

Fund name
Fulcrum Fixed Income Absolute Return I USD
Fund company manager
Fulcrum Asset Management
Fund type
SIB
Fund manager
Fulcrum Investment Team
since 29/10/2010
Fund objective
The investment objective of the Fund is to achieve positive returns over the medium to long term. The Fund will gain exposure to global government bond markets in both developed and developing markets. The management of the Fund is fully discretionary. The Fund will invest in a broad range of debt investments and may include both investment grade and high yield credit assets. Derivative instruments including futures, swaps, options and currency forwards may be used. The Fund employs several complementary risk management techniques in order to limit the potential for significant drawdowns. These techniques include, but are not restricted to, diversification, stop loss, trade re-entry strategies, position sizing, value at risk limits and option overlays.
Benchmark
-
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

1.85 %

1 Year rank in sector

74/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 228.0 m

FE Risk score

11

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.11 %-0.02 %1.85 %-1.31 %0.4 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector115 / 154114 / 15174 / 13873 / 9855 / 65
Quartile th3 rd4 th3 rd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund0.64 %-0.17 %-3.34 %0.18 %1.77 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector103 / 14680 / 12994 / 11157 / 8744 / 70
Quartile th3 rd3 rd4 th3 rd3 rd

Risk statistics

Alpha-0.87
Beta0.29
Sharpe-0
Volatility1.66
Tracking error2.03
Information ratio-0.81
R-Squared0.1

Price movement

52 week high107.2899
52 week low105.1745
Current bid price0
Current offer price0
Current mid price107.1218

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-