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 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

Quick stats

1 Year return

34.62 %

1 Year rank in sector

2/10

Sector

IT Hedge Funds

Yield
-
Fund size

£ 6.6 m

FE Risk score

164

NAV

39.52

Discount/Premium

+-55.7186

Gearing

100

Top in sector

Holdings snapshot

  • Brazil
    53.8%
  • Indonesia
    29.1%
  • India
    12.3%
  • USA
    1.8%
  • China
    0.9%
  • Structured Products
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund6.06 %45.83 %34.62 %-48.53 %-73.98 %
Sector3.75 %12.17 %26.06 %25.94 %35.16 %
Rank within sector2 / 91 / 102 / 108 / 88 / 8
Quartile th1 st1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund45.83 %-14.29 %-37.08 %-37.76 %-33.95 %
Sector11.99 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector2 / 109 / 109 / 98 / 88 / 8
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-27.5
Beta1.43
Sharpe-0.05
Volatility19.94
Tracking error17.76
Information ratio-1.48
R-Squared0.2

Price movement

52 week high17.5
52 week low12
Current bid price17
Current offer price18
Current mid price17.5

Holdings by region

  • 53.8% Brazil
  • 29.1% Indonesia
  • 12.3% 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

  • 36.2% AUTONOMY FUND II D
  • 25.7% 3DPROPCO LIMITED
  • 10.9% SOUTH ASIAN REAL ESTATE GBP CLASS
  • 6.3% AUTONOMY GLOBAL MACRO FUND CLASS L
  • 5.4% VISION FUNDS