Fact sheet: GAM Trading II

Fund information

Fund name
GAM Trading II Open CHF
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager
GAM Investment Committee
since 01/04/2014
Fund objective
Capital appreciation with diversification of risk.
Benchmark
Composite
Investment style
-
Investment method
Equity

Performance snapshot

Quick stats

1 Year return

-3.77 %

1 Year rank in sector

121/133

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 168.7 m

FE Risk score

96

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.79 %-3.27 %-3.77 %-5.4 %-4.22 %
Sector0.81 %3.02 %4.71 %5.91 %17.26 %
Rank within sector56 / 140135 / 142121 / 13370 / 8054 / 57
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-4.78 %-1.81 %-0.74 %3.88 %-0.7 %
Sector4.76 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector130 / 13752 / 10964 / 8732 / 7157 / 64
Quartile th4 th2 nd3 rd2 nd4 th

Risk statistics

Alpha-1.87
Beta0.33
Sharpe-0
Volatility5.08
Tracking error5.41
Information ratio-0.57
R-Squared0.04

Price movement

52 week high107.71
52 week low100.72
Current bid price0
Current offer price0
Current mid price102.28

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 9.4% ALPHADYNE GLOBAL RATES II
  • 8.9% TWO SIGMA COMPASS ENHANCED
  • 8% LINDENGROVE
  • 8% VOLEON GLOBAL
  • 7.3% GEMSSTOCK
  • 6.7% TWO SIGMA AR MACRO ENHANCED
  • 5.5% JEFFERIES SYSTEMATIC
  • 5.3% GSA TREND
  • 5% SYSTEMATICA ALTERNATIVE MARKETS
  • 4.9% WIJAYA KARYA