Fact sheet: Hermes Ml Strategy Cr

Fund information

Fund name
Hermes Multi Strategy Credit F Hedged Acc GBP
Fund company manager
Hermes Investment Management
Fund type
SIB
Fund manager(s)
Fraser Lundie
since 01/05/2014
Fund objective
The investment objective of the Fund is to generate a high level of income by primarily investing in a diversified portfolio of credit securities including investment grade bonds, high yield bonds, credit default swaps and money market securities (including commercial bank loans) while exhibiting lower volatility relative to the global high yield market.
Benchmark
No Specified Index
Investment style
Strategic Investment
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.45 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.3 b

FE Risk score

20

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    14.26%
  • UK
    12.81%
  • Latin America
    10.81%
  • North America
    8.78%
  • Asia
    5.65%
  • Global Fixed Interest
    97%
  • Convertibles
    2.27%
  • Futures
    -14.75%
  • Alternative Investment Strategies
    -26.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.3 %2.16 %4.45 %14.5 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund4.05 %8.98 %0.52 %0 %0 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha2.74
Beta0.77
Sharpe0.27
Volatility3.1
Tracking error2.4
Information ratio0.94
R-Squared0.44

Price movement

52 week high1.1493
52 week low1.0873
Current bid price0
Current offer price0
Current mid price1.1496

Holdings by region

  • 14.26% Europe
  • 12.81% UK
  • 10.81% Latin America
  • 8.78% North America
  • 5.65% Asia
  • 5.59% Eastern Europe
  • 0.21% Middle East/ Africa

Holdings by sector

-

Holdings by asset type

  • 97% Global Fixed Interest
  • 2.27% Convertibles
  • -14.75% Futures
  • -26.3% Alternative Investment Strategies

Individual holdings

  • 4.05% TELECOM ITALIA SPA(NEW)
  • 3.43% DELL INC
  • 3.06% CNH INDUSTRIAL NV
  • 2.98% TESCO CORP
  • 2.76% GENERAL MOTORS CO
  • 2.67% HCA
  • 2.63% BHP BILLITON PLC
  • 2.49% ALLY FINANCIAL INC
  • 2.45% FORTESCUE METALS GROUP
  • 2.41% MPLX