Fact sheet: H2O MultiStrategies

Fund information

Fund name
H2O MultiStrategies R C
Fund company manager
H2O AM LLP
Fund type
SIB
Fund manager(s)
Fund objective
The objective of this UCITS unit is to achieve, via a flexible and multi-class asset allocation and over a recommended investment period of four years, an outperformance of 2.5% per year, net of operational and management fees, over its benchmark.
Benchmark
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

9.46 %

1 Year rank in sector

6/166

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.5 b

FE Risk score

225

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund9.21 %0.43 %9.46 %72.78 %179.67 %
Sector0.07 %-2.52 %1.36 %0.9 %7.56 %
Rank within sector2 / 16239 / 1786 / 1661 / 1031 / 75
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund4.58 %20.94 %10.3 %33.28 %20.84 %
Sector-1.22 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector10 / 1773 / 1539 / 1171 / 9312 / 82
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha24.44
Beta1.4
Sharpe0.57
Volatility28.37
Tracking error28.23
Information ratio0.7
R-Squared0.01

Price movement

52 week high339.07
52 week low256.41
Current bid price0
Current offer price0
Current mid price298.18

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-