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

2.7 %

1 Year rank in sector

85/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 296.4 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Foreign Exchange
    25.9%
  • International Equities
    25.9%
  • Global Fixed Interest
    23.7%
  • Others
    15.1%
  • Commodity & Energy
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %1.29 %2.63 %16.58 %20.45 %
Sector0.41 %2.28 %3.56 %4.19 %8.75 %
Rank within sector109 / 153102 / 16985 / 150 / /
Quartile th3 rd3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund2.94 %5.04 %0 %0 %0 %
Sector3.14 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector80 / 16122 / 126 / / /
Quartile th2 nd1 st th th th

Risk statistics

Alpha2.91
Beta1.2
Sharpe0.08
Volatility3.81
Tracking error3.02
Information ratio1
R-Squared0.38

Price movement

52 week high10.4896
52 week low10.0395
Current bid price0
Current offer price0
Current mid price10.4622

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 25.9% Foreign Exchange
  • 25.9% International Equities
  • 23.7% Global Fixed Interest
  • 15.1% Others
  • 9.4% Commodity & Energy

Individual holdings

-