Fact sheet: Henderson HzPanEurAlp

Fund information

Fund name
Henderson Horizon Pan European Alpha I2 Acc EUR
Fund company manager
Henderson Management SA
Fund type
SIB
Fund manager(s)
John Bennett
since 17/12/2012
Fund objective
The investment objective of the Pan European Alpha Fund is to seek long-term capital appreciation through exposure primarily to European equities. At least two-thirds of the Fund’s total assets (after deduction of cash) will be invested in equity securities and equity related instruments (excluding convertible debt securities) of companies that are domiciled in Europe (including the UK) or derive the majority of their revenue from business activities in this region. The Investment Manager will adopt a broad range of investment strategies using a diversified range of instruments with a view to enhancing the performance of the Fund. Particularly, the Investment Manager will employ an approach to investment decisions using primarily a Fundamental strategy as further described under the Section ‘General Policies applicable to Funds making active use of derivatives’ of this Prospectus. The Fund’s approach will be implemented principally through investment in equity securities and contracts-for-difference but may in addition use the following instruments in accordance with the Section ‘Investment Restrictions’ of this Prospectus: options, futures and forwards on stocks and indices, index baskets and derivatives, Real Estate Investment Trusts, warrants, preferred stock, OTC swaps including equity swaps and asset swaps, currency forwards. On an ancillary basis, and for defensive purposes, the Fund may also invest in government, government agency and corporate bonds and their associated derivative securities, preferred stock and monetary instruments, and may hold cash or treasury bills pending reinvestment. The Investment Manager may from time to time consider hedging currency and interest rate exposure, but will not generally enter into contracts involving a speculative position in any currency or interest rate.
Benchmark
Euro Base Rate (Euro Main Refinancing Rate)
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.48 %

1 Year rank in sector

219/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 1.1 b

FE Risk score

45

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    51.83%
  • Germany
    14.55%
  • Netherlands
    8.71%
  • Sweden
    6.2%
  • Denmark
    4.67%
  • Money Market
    51.83%
  • Banks
    11.54%
  • Pharmaceuticals
    6.28%
  • Automotive
    3.24%
  • Insurance
    2.27%
  • Money Market
    51.83%
  • German Equities
    14.55%
  • Dutch Equities
    8.71%
  • Swedish Equities
    6.2%
  • Danish Equities
    4.67%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.51 %3 %7.48 %8.38 %36.56 %
Sector1.91 %6.12 %15.84 %32.91 %59.1 %
Rank within sector183 / 237196 / 233219 / 226198 / 201164 / 175
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund5.13 %-1.72 %2.84 %7.18 %20.98 %
Sector11.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector220 / 231141 / 220185 / 20356 / 19499 / 178
Quartile th4 th3 rd4 th2 nd3 rd

Risk statistics

Alpha0.5
Beta0.22
Sharpe-0
Volatility4.01
Tracking error10.28
Information ratio-0.46
R-Squared0.45

Price movement

52 week high17.01
52 week low15.32
Current bid price0
Current offer price0
Current mid price16.81

Holdings by region

  • 51.83% Money Market
  • 14.55% Germany
  • 8.71% Netherlands
  • 6.2% Sweden
  • 4.67% Denmark
  • 3.73% Switzerland
  • 2.15% USA
  • 2.02% Finland
  • 1.83% Belgium
  • 1.32% Norway

Holdings by sector

  • 51.83% Money Market
  • 11.54% Banks
  • 6.28% Pharmaceuticals
  • 3.24% Automotive
  • 2.27% Insurance
  • 2.17% Beverages
  • 2.16% Services
  • 2.05% Machinery
  • 1.73% Transport
  • 1.73% Software

Holdings by asset type

  • 51.83% Money Market
  • 14.55% German Equities
  • 8.71% Dutch Equities
  • 6.2% Swedish Equities
  • 4.67% Danish Equities
  • 3.73% Swiss Equities
  • 2.15% US Equities
  • 2.02% Finnish Equities
  • 1.83% Belgian Equities
  • 1.32% Norwegian Equities

Individual holdings

  • 2.45% SOCIETE GENERALE
  • 2.42% NORDEA BANK AB
  • 2.4% UNICREDIT SPA
  • 2.35% BNP PARIBAS
  • 2.32% GALP ENERGIA SGPS
  • 2.31% INTESA SANPAOLO SPA
  • 2.18% BAYER AG
  • 2.15% AUTOLIV INC
  • 2.08% RYANAIR HLDGS
  • 2.06% ABN AMRO GROUP NV