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
OEIC
Fund manager(s)
John Bennett
since 01/01/2011
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.13 %

1 Year rank in sector

8/73

Sector

UT Targeted Absolute Return

Yield

1.1

Fund size

£ 85.5 m

FE Risk score

46

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    13.21%
  • Netherlands
    8.82%
  • Italy
    7.82%
  • France
    7.76%
  • UK
    6.13%
  • Financials
    30.65%
  • Industrials
    12.52%
  • Health Care
    11.71%
  • Consumer Staples
    5.72%
  • Information Technology
    4.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.94 %3.46 %9.13 %11.8 %50.06 %
Sector0.81 %1.94 %3.21 %9.34 %16.55 %
Rank within sector13 / 7817 / 768 / 7325 / 595 / 50
Quartile th1 st1 st1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund6.25 %-0.73 %3.72 %7.17 %25.82 %
Sector3.04 %0.97 %2.2 %2.51 %6.51 %
Rank within sector14 / 7650 / 6919 / 6410 / 554 / 50
Quartile th1 st3 rd2 nd1 st1 st

Risk statistics

Alpha0.38
Beta1.2
Sharpe-0
Volatility4.29
Tracking error3.73
Information ratio0.21
R-Squared0.25

Price movement

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

Holdings by region

  • 13.21% Germany
  • 8.82% Netherlands
  • 7.82% Italy
  • 7.76% France
  • 6.13% UK
  • 5.6% Sweden
  • 4.72% Denmark
  • 3.77% Switzerland
  • 3.32% Ireland
  • 2.35% Portugal

Holdings by sector

  • 30.65% Financials
  • 12.52% Industrials
  • 11.71% Health Care
  • 5.72% Consumer Staples
  • 4.4% Information Technology
  • 4.16% Materials
  • 2.57% Consumer Discretionary
  • 2.35% Energy
  • 2.07% Utilities
  • -1.21% Telecommunications Utilities

Holdings by asset type

-

Individual holdings

  • 2.42% NORDEA BANK AB
  • 2.22% BAYER AG
  • 2.18% AUTOLIV INC
  • 2.05% ABN AMRO GROUP NV
  • 2.01% ING GROEP N.V.
  • 1.82% KBC GROUPE SA
  • 1.72% DEUTSCHE POST AG
  • 1.72% SAP SE
  • 1.71% SVENSKA HANDELSBANKEN
  • 1.67% CARLSBERG