Fact sheet: H2O Moderato

Fund information

Fund name
H2O Moderato R
Fund company manager
H2O AM LLP
Fund type
SIB
Fund manager(s)
Fund objective
The Fund’s objective is to outperform daily capitalized EONIA by 2% per year over the minimum recommended investment period in the case of the I share and by 1.60% per year over the minimum recommended investment period in the case of the R share, after deduction of operating and management fees.
Benchmark
EONIA
Investment style
Macro
Investment method
Mixed

Quick stats

1 Year return

14.73 %

1 Year rank in sector

6/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 742.5 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.77 %6.83 %14.73 %32.63 %54.86 %
Sector0.41 %2.28 %3.56 %4.19 %8.75 %
Rank within sector62 / 15312 / 1696 / 15010 / 1018 / 75
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund8.13 %4.2 %14.72 %6.58 %8.85 %
Sector3.14 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector20 / 16127 / 1262 / 10333 / 8823 / 77
Quartile th1 st1 st1 st2 nd2 nd

Risk statistics

Alpha8.06
Beta1.17
Sharpe0.48
Volatility10.32
Tracking error10.06
Information ratio0.76
R-Squared0.05

Price movement

52 week high160.62
52 week low138.32
Current bid price0
Current offer price0
Current mid price159.24

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-