Fact sheet: H2O MultiReturns

Fund information

Fund name
H2O MultiReturns N Gr Acc
Fund company manager
Natixis Investment Managers
Fund type
OEIC
Fund manager(s)
Jeremy Touboul
since 16/10/2013
Vincent Chailley
since 16/10/2013
Fund objective
Outperform 1-month GBP LIBOR rate by 4% p.a. over a recommended investment horizon of 3 years, less the ongoing charges ratio.
Benchmark
LIBOR GBP 1m
Investment style
Flexible,Total Return,Absolute Return
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.76 %

1 Year rank in sector

4/73

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 299.0 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Cash Derivatives
    197.8%
  • Government Bonds
    47.6%
  • Corporate Bonds
    22.6%
  • Cash & Cash Equivalents
    21.6%
  • Others
    3.5%
  • Cash Derivatives
    197.8%
  • Global Government Fixed Interest
    47.6%
  • Global Corporate Fixed Interest
    22.6%
  • Cash & Cash Equivalents
    21.6%
  • Others
    3.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.17 %8.12 %13.76 %36.17 %0 %
Sector-0.37 %0.7 %3.47 %6.54 %16.23 %
Rank within sector46 / 804 / 764 / 731 / 62 /
Quartile th3 rd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund12.54 %0.11 %20.78 %12.17 %0 %
Sector2.99 %0.97 %2.2 %2.51 %6.51 %
Rank within sector4 / 7545 / 682 / 635 / 54 /
Quartile th1 st3 rd1 st1 st th

Risk statistics

Alpha3.04
Beta3.23
Sharpe0.53
Volatility12.49
Tracking error11.83
Information ratio0.64
R-Squared0.19

Price movement

52 week high159.23
52 week low133.28
Current bid price0
Current offer price0
Current mid price157.54

Holdings by region

-

Holdings by sector

  • 197.8% Cash Derivatives
  • 47.6% Government Bonds
  • 22.6% Corporate Bonds
  • 21.6% Cash & Cash Equivalents
  • 3.5% Others
  • 0.9% Mortgage & Secured Bonds
  • -194% Futures

Holdings by asset type

  • 197.8% Cash Derivatives
  • 47.6% Global Government Fixed Interest
  • 22.6% Global Corporate Fixed Interest
  • 21.6% Cash & Cash Equivalents
  • 3.5% Others
  • 0.9% Global Fixed Interest
  • -194% Futures

Individual holdings

-