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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

16.31 %

1 Year rank in sector

4/149

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 525.6 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0 %3.96 %16.31 %15.02 %32.82 %
Sector0.67 %2.74 %3.34 %4.37 %9.15 %
Rank within sector / 48 / 1694 / 14920 / 10113 / 75
Quartile th th2 nd1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund9.57 %13.9 %-0.75 %-7.59 %10.81 %
Sector3.29 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector12 / 1605 / 12659 / 10388 / 8818 / 77
Quartile th1 st1 st3 rd4 th1 st

Risk statistics

Alpha5.19
Beta0.3
Sharpe0.27
Volatility6.41
Tracking error6.52
Information ratio0.68
R-Squared0.01

Price movement

52 week high612.11
52 week low538.91
Current bid price0
Current offer price0
Current mid price612.11

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-