Fact sheet: GAM Systm Alt Rsk Prma

Fund information

Fund name
GAM Systematic Alternative Risk Premia Z Acc USD
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager(s)
GAM ARP Investment Team
since 09/03/2012
Fund objective
To provide consistent absolute returns with a low long-term correlation to traditional asset classes such as equities and bonds.
Benchmark
3 Month Libor in EUR
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

3.28 %

1 Year rank in sector

92/153

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 297.1 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Foreign Exchange
    26.4%
  • Global Fixed Interest
    25.2%
  • International Equities
    22.7%
  • Others
    15.8%
  • Commodity & Energy
    10%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.01 %1.13 %3.28 %8.61 %21.59 %
Sector0.69 %2.92 %4.81 %3.62 %10.12 %
Rank within sector111 / 158121 / 17192 / 153 / /
Quartile th3 rd3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund2.78 %5.04 %0 %0 %0 %
Sector4.01 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector90 / 16025 / 126 / / /
Quartile th3 rd1 st th th th

Risk statistics

Alpha2.11
Beta1.15
Sharpe0.04
Volatility3.8
Tracking error3.02
Information ratio0.75
R-Squared0.37

Price movement

52 week high10.4896
52 week low10.0398
Current bid price0
Current offer price0
Current mid price10.4461

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 26.4% Foreign Exchange
  • 25.2% Global Fixed Interest
  • 22.7% International Equities
  • 15.8% Others
  • 10% Commodity & Energy

Individual holdings

-