Fact sheet: H2O MultiReturns

Fund information

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

Quick stats

1 Year return

19.81 %

1 Year rank in sector

3/71

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 261.5 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Cash Derivatives
    203.2%
  • Government Bonds
    53.3%
  • Corporate Bonds
    20.9%
  • Cash & Cash Equivalents
    17.7%
  • Others
    6%
  • Cash Derivatives
    161.8%
  • Global Government Fixed Interest
    52.3%
  • Cash & Cash Equivalents
    22.8%
  • Global Corporate Fixed Interest
    21.9%
  • Others
    11.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.63 %5.51 %17.66 %33.49 %0 %
Sector0.28 %2.3 %4.96 %7.63 %18.73 %
Rank within sector5 / 788 / 773 / 712 / 57 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund6.18 %0.11 %20.78 %12.17 %0 %
Sector2.18 %0.97 %2.2 %2.51 %6.51 %
Rank within sector6 / 7745 / 702 / 645 / 55 /
Quartile th1 st3 rd1 st1 st th

Risk statistics

Alpha0.05
Beta3.72
Sharpe0.43
Volatility13.23
Tracking error12.45
Information ratio0.52
R-Squared0.24

Price movement

52 week high149.21
52 week low119.4
Current bid price0
Current offer price0
Current mid price148.64

Holdings by region

-

Holdings by sector

  • 203.2% Cash Derivatives
  • 53.3% Government Bonds
  • 20.9% Corporate Bonds
  • 17.7% Cash & Cash Equivalents
  • 6% Others
  • 1.4% Mortgage & Secured Bonds
  • -202.5% Futures

Holdings by asset type

  • 161.8% Cash Derivatives
  • 52.3% Global Government Fixed Interest
  • 22.8% Cash & Cash Equivalents
  • 21.9% Global Corporate Fixed Interest
  • 11.3% Others
  • 1.5% Global Fixed Interest
  • -171.6% Alternative Investment Strategies

Individual holdings

-