Fact sheet: GAM Star Cat Bond

Fund information

Fund name
GAM Star Cat Bond Inst Acc GBP
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager
Fermat Capital Management LLC
since 31/10/2011
Fund objective
Seeks to capture the structural return from the catastrophe market via a portfolio focused on cat bonds to produce attractive, consistent returns uncorrelated to traditional asset classes.
Benchmark
Citi World Govt. Bond Index (WGBI)
Investment style
High Yield
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

3.45 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global High Yield

Yield

3.99

Fund size

£ 1.5 b

FE Risk score

6

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.52 %1.25 %3.45 %12.23 %41.23 %
Sector0.2 %2.46 %6.29 %10.01 %27.15 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.6 %4.55 %3.21 %5.2 %0 %
Sector4.08 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.13
Beta-0.03
Sharpe0.46
Volatility1.11
Tracking error4.99
Information ratio0.12
R-Squared0.02

Price movement

52 week high13.6773
52 week low13.2371
Current bid price0
Current offer price0
Current mid price13.6773

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-