Fact sheet: GAM Diversity

Fund information

Fund name
GAM Diversity Open SGD
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager
David Smith
since 01/10/1999
Fund objective
Capital appreciation with diversification of risk.
Benchmark
HFRX Global Hedge Fund Index USD
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

2.34 %

1 Year rank in sector

84/151

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 117.2 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.76 %-0.33 %2.34 %-2.17 %11.28 %
Sector0.89 %1.64 %3.06 %2.82 %8.21 %
Rank within sector76 / 150123 / 16784 / 15183 / 10240 / 76
Quartile th3 rd3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund1.42 %-0.13 %-2.08 %0 %10.27 %
Sector2.7 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector106 / 16166 / 13075 / 10672 / 9120 / 80
Quartile th3 rd3 rd3 rd4 th1 st

Risk statistics

Alpha-1.35
Beta1.04
Sharpe-0
Volatility3.81
Tracking error3.22
Information ratio-0.43
R-Squared0.29

Price movement

52 week high98.38
52 week low94.72
Current bid price0
Current offer price0
Current mid price97.8

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 9.2% AUTONOMY GLOBAL
  • 8.2% LMR ALPHA RATES
  • 8.2% TRAFALGAR TRADING
  • 8.1% GEMSSTOCK
  • 7.8% TILDEN PARK LIQUID MORTGAGE
  • 7.6% EUREKA 2X
  • 7.6% LAURION CAPITAL
  • 7.4% PGIM FIXED INCOME US LIQUIDITY RELATIVE VALUE
  • 7.2% JEFFERIES SYSTEMATIC
  • 6.3% TWO SIGMA AR MACRO ENHANCED