Fact sheet: GAM Composite Abs Ret Listed

Fund information

Fund name
GAM Composite Absolute Return Listed
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager(s)
Jeremy Smouha
since 19/11/2002
Ron Tabbouche
since 19/11/2002
Graham Wainer
since 19/11/2002
Fund objective
Seeks to produce positive returns over a full investment cycle, typically five years.
Benchmark
MSCI AC World
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.48 %

1 Year rank in sector

29/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 226.5 m

FE Risk score

34

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.99 %3.71 %5.48 %4.83 %17.94 %
Sector0.32 %1.49 %2.61 %4.86 %9.62 %
Rank within sector32 / 15527 / 15029 / 13945 / 10217 / 69
Quartile th1 st1 st1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund5.65 %-2.19 %-0.96 %0.79 %12.26 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector29 / 14597 / 13071 / 11352 / 8812 / 72
Quartile th1 st3 rd3 rd3 rd1 st

Risk statistics

Alpha-2.13
Beta2.25
Sharpe-0
Volatility4.76
Tracking error3.36
Information ratio-0.24
R-Squared0.73

Price movement

52 week high173.4
52 week low162.71
Current bid price0
Current offer price0
Current mid price173.75

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 10.4% GAM STAR MBS TOTAL RETURN USD INST ACC
  • 9.8% GAM STAR FUND TACTICAL OPPORTUNITIES M USD INC
  • 6.5% VANGUARD FUNDS PLC S&P 500 UCITS ETF USD
  • 6% GAM STAR CREDIT OPPORTUNITIES (USD) INST ACC
  • 5% GAM STAR (LUX) - MERGER ARBITRAGE I USD
  • 4.7% GAM FCM CAT BOND USD INST INITIAL SERIES
  • 4.6% GAM EMERGING MARKETS EQUITY USD S
  • 4.5% LEGG MASON WESTERN ASSET GLOBAL CORE PLUS BOND A USD
  • 4.1% GAM STAR GLOBAL QUALITY USD INST ACC
  • 3.9% OLD MUTUAL GLOBAL EQUITY ABSOLUTE RETURN (UCITS)