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(s)
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.
Benchmark
UBS Global Focus Convertible Bond Hedged (EUR) Index
Investment style
Absolute Return
Investment method
Convertibles

Quick stats

1 Year return

3.67 %

1 Year rank in sector

56/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 88.9 m

FE Risk score

86

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
Fund0.66 %1.03 %3.67 %10.02 %12.41 %
Sector0.77 %1.35 %3.1 %4.48 %8.85 %
Rank within sector77 / 14775 / 14456 / 13523 / 10119 / 64
Quartile th3 rd3 rd2 nd1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund0.87 %3.63 %3.98 %1.24 %-2.79 %
Sector0.74 %2.62 %0.66 %0.69 %1.2 %
Rank within sector52 / 14753 / 13427 / 11740 / 10172 / 80
Quartile th2 nd2 nd1 st2 nd4 th

Risk statistics

Alpha0.07
Beta2.21
Sharpe-0
Volatility4.51
Tracking error3.12
Information ratio0.51
R-Squared0.74

Price movement

52 week high124.39
52 week low119.42
Current bid price0
Current offer price0
Current mid price123.83

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

  • 2.3% KORIAN FRN CNV PERP
  • 2.2% DP WORLD LTD 1.75% CNV BDS 19/06/24 USD200000
  • 2.2% PRYSMIAN 0% CNV 2022-01-17
  • 2.2% RESTORATION HARDWARE HOLDINGS 0% CNV 2019-06-15
  • 2.1% INTERNATIONAL CONSOLIDATED AIRLINES GROUP .25% CNV 2020-11-17
  • 2.1% KLOCKNER & FINANCIAL SERVICES 2% CNV 2023-09-08
  • 2.1% ROCKET INTERNET SE NPV CONV. BOND
  • 2.1% SAFRAN 0% CNV 2020-12-31
  • 2.1% SONY 0% CNV 2022-09-30
  • 2.1% YANDEX NV 1.125% CNV BDS 15/12/18 USD1000