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

16.4 %

1 Year rank in sector

4/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 547.6 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %2.85 %16.4 %10.43 %33.21 %
Sector0.72 %1.5 %2.54 %2.51 %7.96 %
Rank within sector / 43 / 1684 / 15230 / 10212 / 77
Quartile th th2 nd1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund8.18 %13.9 %-0.75 %-7.59 %10.81 %
Sector2.55 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector12 / 1625 / 12963 / 10691 / 9119 / 80
Quartile th1 st1 st3 rd4 th1 st

Risk statistics

Alpha3.75
Beta0.39
Sharpe0.05
Volatility6.65
Tracking error6.71
Information ratio0.46
R-Squared0.01

Price movement

52 week high604.35
52 week low526.29
Current bid price0
Current offer price0
Current mid price604.35

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-