Fact sheet: GLG Mkt Neutral

Fund information

Fund name
GLG Market Neutral A USD
Fund company manager
GLG Partners LP
Fund type
SIB
Fund manager
Steve Roth
since 01/01/2006
Fund objective
The aim of the GLG Market Neutral Fund (the “Fund”) is to obtain an appreciation of capital utilising a number of arbitrage strategies. The Fund thus aims to produce returns which have a low correlation with the global equity markets. Capital is currently deployed in convertible arbitrage, credit and capital structure arbitrage, event driven and distressed.
Benchmark
LIBOR USD 3 month
Investment style
Convertible Arbitrage,Market Neutral,Long/Short
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

21.97 %

1 Year rank in sector

2/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 554.7 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %7.66 %21.97 %8.05 %35.15 %
Sector-0.17 %1.73 %1.57 %2.15 %7.28 %
Rank within sector / 6 / 1652 / 14832 / 1009 / 79
Quartile th th1 st1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund7.66 %13.9 %-0.75 %-7.59 %10.81 %
Sector1.74 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector7 / 1625 / 13060 / 10792 / 9221 / 82
Quartile th1 st1 st3 rd4 th2 nd

Risk statistics

Alpha3.06
Beta0.2
Sharpe-0
Volatility6.65
Tracking error6.82
Information ratio0.34
R-Squared0

Price movement

52 week high601.47
52 week low505.67
Current bid price0
Current offer price0
Current mid price601.47

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-