Fact sheet: Henderson Eurpn Abs Ret

Fund information

Fund name
Henderson European Absolute Return I Acc
Fund company manager
Henderson Global Investors Ltd
Fund type
OIC
Fund manager
Roger Guy
since 30/01/2009
Fund objective
The fund aims to provide a long-term positive return, whether equity markets go up or down, by investing primarily in European (including the UK) company shares. Derivatives will be used to help the fund achieve its objective. The fund aims to typically deliver absolute (more than zero) returns in each year, although an absolute return performance is not guaranteed. Over the short term it may experience periods of negative returns so the fund may not achieve this objective.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

8.44 %

1 Year rank in sector

18/71

Sector

UT Targeted Absolute Return

Yield

1

Fund size

£ 84.2 m

FE Risk score

43

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    15.5%
  • Germany
    12.3%
  • Netherlands
    8.5%
  • Sweden
    6.5%
  • France
    5.4%
  • Financials
    22.8%
  • Industrials
    15.6%
  • Health Care
    14%
  • Consumer Staples
    6.9%
  • Consumer Discretionary
    6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.12 %6.18 %8.44 %10.24 %56.34 %
Sector0.4 %2.49 %5.07 %7.68 %18.8 %
Rank within sector53 / 787 / 7718 / 7125 / 574 / 49
Quartile th3 rd1 st2 nd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund6.25 %-0.73 %3.72 %7.17 %25.82 %
Sector2.23 %0.97 %2.2 %2.51 %6.51 %
Rank within sector7 / 7750 / 7019 / 6410 / 554 / 50
Quartile th1 st3 rd2 nd1 st1 st

Risk statistics

Alpha-0.07
Beta1.37
Sharpe-
Volatility4
Tracking error3.27
Information ratio0.25
R-Squared0.35

Price movement

52 week high174.7
52 week low156.2
Current bid price0
Current offer price0
Current mid price173.4

Holdings by region

  • 15.5% UK
  • 12.3% Germany
  • 8.5% Netherlands
  • 6.5% Sweden
  • 5.4% France
  • 4.4% Italy
  • 4.2% Denmark
  • 4% Switzerland
  • 2.7% USA
  • 2.2% Belgium

Holdings by sector

  • 22.8% Financials
  • 15.6% Industrials
  • 14% Health Care
  • 6.9% Consumer Staples
  • 6% Consumer Discretionary
  • 5.6% Energy
  • 3.6% Information Technology
  • 3% Materials
  • 0% Utilities
  • -1% Telecommunications Utilities

Holdings by asset type

-

Individual holdings

  • 2.67% ROCHE HLDG AG
  • 2.23% CONTINENTAL AG
  • 2.22% BAYER AG
  • 2.19% SAP SE
  • 2.03% GALP ENERGIA SGPS