Fact sheet: GAM Star (Lux) Convtl Alp

Fund information

Fund name
GAM Star (Lux) Convertible Alpha CHF
Fund company manager
GAM Star (Lux)
Fund type
SIB
Fund manager
Jonathan Stanford
since 02/01/2008
Fund objective
Aims to provide absolute returns, reducing risk in case of a downturn, while maintaining substantial equity exposure on the upside by investing primarily in convertible bonds and in structures that replicate the payoff of a convertible bond. Global exposure with a strong focus on Europe. The strategy will limit interest rate and credit exposure and maintain equity beta exposure between 0.0 and 0.5.
Benchmark
Thomson Reuters Global Focus Investment Grade
Investment style
Absolute Return
Investment method
Convertibles

Quick stats

1 Year return

7.06 %

1 Year rank in sector

20/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 123.7 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Fixed Interest
    89%
  • Equities
    -2.7%
  • Futures
    -45.7%
  • Global Fixed Interest
    89%
  • International Equities
    -2.7%
  • Futures
    -45.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.58 %1.83 %7.06 %4.59 %18.68 %
Sector0.02 %1.51 %2.65 %3.28 %10.66 %
Rank within sector126 / 15368 / 15120 / 14032 / 9719 / 68
Quartile th4 th2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund3.19 %3.98 %1.24 %-2.79 %7.33 %
Sector1.98 %0.66 %0.69 %1.2 %3.58 %
Rank within sector46 / 14930 / 12938 / 11279 / 8719 / 71
Quartile th2 nd1 st2 nd4 th2 nd

Risk statistics

Alpha-0.84
Beta2.22
Sharpe-0
Volatility4.79
Tracking error3.43
Information ratio0.1
R-Squared0.7

Price movement

52 week high123.4
52 week low114.2
Current bid price0
Current offer price0
Current mid price122.24

Holdings by region

-

Holdings by sector

  • 89% Fixed Interest
  • -2.7% Equities
  • -45.7% Futures

Holdings by asset type

  • 89% Global Fixed Interest
  • -2.7% International Equities
  • -45.7% Futures

Individual holdings

  • 2.4% SACYR SA 4% CNV BDS 08/05/19 EUR100000
  • 2.2% BASF SE 0.925% 09/03/23 CNV BAS USD
  • 2.2% BE SEMICONDUCTOR INDUST 2.5% CV. 2023-12-02
  • 2.2% DP WORLD 1.75%/14-19.06.2024
  • 2.1% UBISOFT ENTERTAINMENT 0% CNV 2021-09-27
  • 2.1% YANDEX NV 1.125% CNV BDS 15/12/18 USD1000
  • 2% MAGYAR NEMZETI VAGYONKEZELO ZRT 3.375% CNV 2019-04-02
  • 2% PRYSMIAN 0% CNV 2022-01-17
  • 2% SOGEFI 2% CNV BDS 21/05/21 EUR100000
  • 1.9% EBRO FOODS SA