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
Sweden Deposit 3 Month Total Return Index
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

4.18 %

1 Year rank in sector

99/157

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 10.1 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Foreign Exchange
    26%
  • International Equities
    26%
  • Global Fixed Interest
    23.6%
  • Others
    15%
  • Commodity & Energy
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.44 %2.32 %4.18 %7.09 %19.59 %
Sector1.77 %4.15 %5.96 %4.33 %10.98 %
Rank within sector123 / 156113 / 17099 / 157 / /
Quartile th4 th3 rd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund0.21 %4.14 %5.04 %0 %0 %
Sector1.78 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector123 / 14077 / 15522 / 122 / /
Quartile th4 th2 nd1 st th th

Risk statistics

Alpha2.19
Beta1.11
Sharpe-0
Volatility3.68
Tracking error3.01
Information ratio0.75
R-Squared0.33

Price movement

52 week high10.6473
52 week low10.1674
Current bid price0
Current offer price0
Current mid price10.6062

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 26% Foreign Exchange
  • 26% International Equities
  • 23.6% Global Fixed Interest
  • 15% Others
  • 9.4% Commodity & Energy

Individual holdings

-