Fact sheet: Gbl Fxd In Realisation Ltd

Fund information

Fund name
Global Fixed Income Realisation Limited GBP
Fund company manager
Gottex Fund Management Sarl IT
Fund type
ITR
Fund manager(s)
Fund objective
To generate positive returns equivalent to or in excess of the equity premium over cash, coupled with relatively low volatility and limited correlation to market movements affecting traditional asset classes.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-

1 Year rank in sector

2/8

Sector

IT Hedge Funds

Yield
-
Fund size

£ 8.9 m

FE Risk score

259

NAV

38.21

Discount/Premium

+-38.4978

Gearing

100

Top in sector

Holdings snapshot

  • Brazil
    52%
  • Indonesia
    30.1%
  • India
    13.1%
  • USA
    1.8%
  • China
    0.9%
  • Structured Products
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund16.05 %67.86 %88 %-7.84 %-60 %
Sector2.57 %13.72 %26.31 %35.46 %43.01 %
Rank within sector1 / 81 / 82 / 87 / 77 / 7
Quartile th1 st1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund95.83 %-14.29 %-37.08 %-37.76 %-33.95 %
Sector19.85 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector1 / 88 / 98 / 87 / 77 / 7
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-18.96
Beta1.98
Sharpe-0.02
Volatility24.11
Tracking error20.6
Information ratio-0.59
R-Squared0.31

Price movement

52 week high25.25
52 week low12
Current bid price22
Current offer price25
Current mid price23.5

Holdings by region

  • 52% Brazil
  • 30.1% Indonesia
  • 13.1% India
  • 1.8% USA
  • 0.9% China
  • 0.8% European Emerging Markets
  • 0.8% Ukraine
  • 0.5% Latin America

Holdings by sector

  • 100% Structured Products

Holdings by asset type

-

Individual holdings

  • 35.4% AUTONOMY FUND II D
  • 27.1% 3DPROPCO LIMITED
  • 11.8% SOUTH ASIAN REAL ESTATE GBP CLASS
  • 6.4% AUTONOMY GLOBAL MACRO FUND CLASS L
  • 5.6% VISION FUNDS