Fact sheet: H2O MultiReturns

Fund information

Fund name
H2O MultiReturns N Gr Acc
Fund company manager
Natixis Global Asset Mgmt S.A.
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

16.3 %

1 Year rank in sector

3/73

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 284.0 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Cash Derivatives
    179.9%
  • Government Bonds
    55.9%
  • Corporate Bonds
    25.1%
  • Cash & Cash Equivalents
    16.3%
  • Others
    1.3%
  • Cash Derivatives
    179.9%
  • Global Government Fixed Interest
    55.9%
  • Global Corporate Fixed Interest
    25.1%
  • Cash & Cash Equivalents
    16.3%
  • Others
    1.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.86 %10.14 %16.3 %36.22 %0 %
Sector0.64 %2.18 %3.15 %9.27 %16.38 %
Rank within sector27 / 784 / 763 / 733 / 59 /
Quartile th2 nd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund8.59 %0.11 %20.78 %12.17 %0 %
Sector2.98 %0.97 %2.2 %2.51 %6.51 %
Rank within sector9 / 7645 / 692 / 645 / 55 /
Quartile th1 st3 rd1 st1 st th

Risk statistics

Alpha0.73
Beta3.12
Sharpe0.32
Volatility12.84
Tracking error12.16
Information ratio0.42
R-Squared0.19

Price movement

52 week high153.1
52 week low130.7
Current bid price0
Current offer price0
Current mid price152.01

Holdings by region

-

Holdings by sector

  • 179.9% Cash Derivatives
  • 55.9% Government Bonds
  • 25.1% Corporate Bonds
  • 16.3% Cash & Cash Equivalents
  • 1.3% Others
  • 1.1% Mortgage & Secured Bonds
  • -179.6% Futures

Holdings by asset type

  • 179.9% Cash Derivatives
  • 55.9% Global Government Fixed Interest
  • 25.1% Global Corporate Fixed Interest
  • 16.3% Cash & Cash Equivalents
  • 1.3% Others
  • 1.1% Global Fixed Interest
  • -179.6% Futures

Individual holdings

-