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

14.89 %

1 Year rank in sector

4/76

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 303.2 m

FE Risk score

96

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Cash Derivatives
    181.6%
  • Government Bonds
    61.2%
  • Cash & Cash Equivalents
    22.7%
  • Corporate Bonds
    20.7%
  • Others
    3.5%
  • Cash Derivatives
    181.6%
  • Global Government Fixed Interest
    61.2%
  • Cash & Cash Equivalents
    22.7%
  • Global Corporate Fixed Interest
    20.7%
  • Others
    3.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.22 %3.81 %14.89 %23.73 %0 %
Sector-1.2 %0.21 %1.88 %5.15 %12.72 %
Rank within sector15 / 785 / 784 / 765 / 64 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20182017201620152014
Fund3.53 %7.05 %0.11 %20.78 %12.17 %
Sector-0.31 %2.97 %0.97 %2.2 %2.51 %
Rank within sector3 / 7812 / 7647 / 702 / 645 / 55
Quartile th1 st1 st3 rd1 st1 st

Risk statistics

Alpha1.65
Beta3.16
Sharpe0.36
Volatility12.65
Tracking error12.06
Information ratio0.47
R-Squared0.17

Price movement

52 week high159.23
52 week low133.94
Current bid price0
Current offer price0
Current mid price155.15

Holdings by region

-

Holdings by sector

  • 181.6% Cash Derivatives
  • 61.2% Government Bonds
  • 22.7% Cash & Cash Equivalents
  • 20.7% Corporate Bonds
  • 3.5% Others
  • 0.8% Mortgage & Secured Bonds
  • -190.5% Futures

Holdings by asset type

  • 181.6% Cash Derivatives
  • 61.2% Global Government Fixed Interest
  • 22.7% Cash & Cash Equivalents
  • 20.7% Global Corporate Fixed Interest
  • 3.5% Others
  • 0.8% Global Fixed Interest
  • -190.5% Futures

Individual holdings

-