Fact sheet: GAM Star Kyns Quant Strat

Fund information

Fund name
GAM Star Keynes Quantitative Strategies Inst GBP
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager(s)
Dr. Sushil Wadhwani
since 06/04/2010
Fund objective
To produce strong, consistent returns that are uncorrelated to global bond and equity markets.
Benchmark
LIBOR 3 month GBP
Investment style
Quantitative
Investment method
Mixed

Quick stats

1 Year return

-1.1 %

1 Year rank in sector

120/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 52.4 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.75 %2.7 %-1.1 %10.26 %10.69 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector69 / 15379 / 169120 / 15036 / 10144 / 75
Quartile th2 nd2 nd4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.19 %-1.83 %0.51 %9.38 %-1.28 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector116 / 16174 / 12645 / 10329 / 8855 / 77
Quartile th3 rd3 rd2 nd2 nd3 rd

Risk statistics

Alpha-0.07
Beta2.96
Sharpe-0
Volatility9.09
Tracking error7.96
Information ratio0.14
R-Squared0.41

Price movement

52 week high11.5856
52 week low10.8188
Current bid price0
Current offer price0
Current mid price11.346

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-