Fact sheet: Henderson MM Abs Rtn

Fund information

Fund name
Henderson Multi-Manager Absolute Return I Acc GBP
Fund company manager
Henderson Global Investors Ltd
Fund type
OIC
Fund manager
Henderson Multi-Asset Team
since 31/10/2008
Fund objective
The fund aims to provide a positive return over the long term, whether markets go up or down, by investing in a range of collective investment schemes. These other schemes can invest in any country. 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
IA Targeted Absolute Return
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

5.56 %

1 Year rank in sector

24/71

Sector

UT Targeted Absolute Return

Yield

0.6

Fund size

£ 148.4 m

FE Risk score

20

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hedge
    53.2721%
  • Money Market
    15.5763%
  • Property
    8.4697%
  • Commodity & Energy
    7.9408%
  • Fixed Interest
    7.8013%
  • Hedge
    53.2721%
  • Money Market
    15.5763%
  • Property
    8.4697%
  • Commodity & Energy
    7.9408%
  • Global Fixed Interest
    7.8013%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.26 %1.76 %5.46 %7.82 %16.9 %
Sector0.28 %2.3 %4.96 %7.63 %18.73 %
Rank within sector66 / 7839 / 7724 / 7131 / 5728 / 49
Quartile th4 th3 rd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.49 %4.49 %0.92 %1.6 %4.28 %
Sector2.18 %0.97 %2.2 %2.51 %6.51 %
Rank within sector43 / 7718 / 7043 / 6443 / 5534 / 50
Quartile th3 rd2 nd3 rd4 th3 rd

Risk statistics

Alpha-0.25
Beta1.12
Sharpe-0
Volatility2.54
Tracking error1.63
Information ratio0.03
R-Squared0.59

Price movement

52 week high116.5
52 week low109.6
Current bid price0
Current offer price0
Current mid price115.8

Holdings by region

-

Holdings by sector

  • 53.2721% Hedge
  • 15.5763% Money Market
  • 8.4697% Property
  • 7.9408% Commodity & Energy
  • 7.8013% Fixed Interest
  • 6.9398% Equities

Holdings by asset type

  • 53.2721% Hedge
  • 15.5763% Money Market
  • 8.4697% Property
  • 7.9408% Commodity & Energy
  • 7.8013% Global Fixed Interest
  • 6.9398% International Equities

Individual holdings

  • 5.55% MAJEDIE TORTOISE G GBP
  • 5.36% PIMCO GIS INCOME I ACC USD
  • 5.07% PLURIMI GLOBAL MACRO DIVERSIFIED DYNAMIC SOLUTION A EUR
  • 4.4% MERRILL LYNCH INV MLCX COMMODITY ALPHA B5 GBP
  • 4.34% BH MACRO LTD
  • 4.26% HELIUM FUND - SELECTION S EUR EUR
  • 4.24% F&C GLOBAL EQUITY MARKET NEUTRAL FUND 3 ACC
  • 4.2% OLD MUTUAL ABSOLUTE RETURN GOVERNMENT BOND F ACC GBP
  • 4.06% KAMES EQ MRKT NEUT PL-CAGBP
  • 3.86% BOUSSARD & GAVAUDAN SICAV - ABSOLUTE RETURN Z GBP CAP GBP