Fact sheet: Hibrdg Multi-Strategy Ltd

Fund information

Fund name
Highbridge Multi-Strategy Limited GBP
Fund company manager
BlueCrest Capital Management
Fund type
ITR
Fund objective
The Highbridge Multi-Strategy Fund Limited's (the “ Company”) investment objective is to seek consistent returns with low volatility through an investment policy of investing substantially all of its assets in the Highbridge Multi-Strategy Fund (“Underlying Fund”).
Benchmark
FTSE 100
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

15.28 %

1 Year rank in sector

4/10

Sector

IT Hedge Funds

Yield
-
Fund size

£ 206.1 m

FE Risk score

48

NAV

213.35

Discount/Premium

+-2.742

Gearing

100

Top in sector

Holdings snapshot

  • International
    95%
  • Money Market
    5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.48 %4.4 %15.28 %12.83 %25.15 %
Sector4.3 %12.29 %26.39 %26.29 %35.55 %
Rank within sector7 / 96 / 104 / 102 / 84 / 8
Quartile th4 th3 rd2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund4.21 %3.07 %3.76 %6.28 %3 %
Sector12.32 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector6 / 106 / 102 / 94 / 87 / 8
Quartile th3 rd3 rd1 st2 nd4 th

Risk statistics

Alpha3.71
Beta0.18
Sharpe0.37
Volatility4.11
Tracking error6.39
Information ratio-0.38
R-Squared0.07

Price movement

52 week high210.375
52 week low181
Current bid price207.5
Current offer price207.75
Current mid price207.5

Holdings by region

  • 95% International
  • 5% Money Market

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-