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 manager(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.81 %

1 Year rank in sector

7/8

Sector

IT Hedge Funds

Yield
-
Fund size

£ 210.9 m

FE Risk score

52

NAV

218.48

Discount/Premium

+-2.0505

Gearing

100

Top in sector

Holdings snapshot

  • International
    94.8%
  • Money Market
    5.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.47 %4.45 %7.81 %15.86 %28.45 %
Sector4.87 %13.94 %28.63 %35.6 %43.34 %
Rank within sector4 / 86 / 87 / 82 / 74 / 7
Quartile th2 nd3 rd4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund7.47 %3.07 %3.76 %6.28 %3 %
Sector20.1 %15.93 %-3.83 %3.52 %5.25 %
Rank within sector6 / 85 / 92 / 83 / 76 / 7
Quartile th3 rd3 rd1 st2 nd4 th

Risk statistics

Alpha2.96
Beta0.14
Sharpe0.23
Volatility4.02
Tracking error6.88
Information ratio-0.82
R-Squared0.06

Price movement

52 week high215
52 week low195
Current bid price213.5
Current offer price214
Current mid price214

Holdings by region

  • 94.8% International
  • 5.2% Money Market

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-