Fact sheet: IFSL Brooks Macdonald DC

Fund information

Fund name
IFSL Brooks Macdonald Defensive Capital A
Fund company manager
IFSL
Fund type
OEIC
Fund manager(s)
Dr. Niall O'Connor
since 01/03/2017
Jonathan Gumpel
since 28/06/2011
Robin Eggar
since 01/03/2017
Fund objective
The fund is designed to provide investors with an opportunity to attain the stability of bonds while maintaining exposure to potential equity upsides. The fund aims to achieve long-term capital growth that is independent of equity market performance and positive absolute returns over rolling three year periods. The fund accomplishes this by investing in a range of defensive assets – investments that are generally lower risk and less volatile than equities, and don’t rely on market growth to achieve returns – such as preference shares, convertibles and structured notes.
Benchmark
No Specified Index
Investment style
Absolute Return,Cautious
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.61 %

1 Year rank in sector

20/73

Sector

UT Targeted Absolute Return

Yield

1.14

Fund size

£ 435.3 m

FE Risk score

31

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Structured Products
    23.38%
  • Convertibles
    20.98%
  • Global Fixed Interest
    17%
  • Commodity & Energy
    9.42%
  • Preference Shares
    8.81%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.89 %2.37 %4.61 %21.95 %31.95 %
Sector0.64 %2.18 %3.15 %9.27 %16.38 %
Rank within sector23 / 7829 / 7620 / 7311 / 5913 / 50
Quartile th2 nd2 nd2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund4.36 %9.31 %2.49 %3.83 %8.16 %
Sector2.98 %0.97 %2.2 %2.51 %6.51 %
Rank within sector21 / 767 / 6926 / 6427 / 5519 / 50
Quartile th2 nd1 st2 nd2 nd2 nd

Risk statistics

Alpha1
Beta1.98
Sharpe0.52
Volatility4.35
Tracking error3.09
Information ratio1.07
R-Squared0.65

Price movement

52 week high216.3
52 week low203.6
Current bid price0
Current offer price0
Current mid price215.6

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 23.38% Structured Products
  • 20.98% Convertibles
  • 17% Global Fixed Interest
  • 9.42% Commodity & Energy
  • 8.81% Preference Shares
  • 8% Money Market
  • 7.66% Others
  • 4.75% Hedge

Individual holdings

  • 2.21% BOUSSARD & GAVAUDAN HOLDING
  • 1.9% ABBEY NATIONAL TREASURY SERVICES 0% RED NTS 15/03/23 GBP 1106
  • 1.71% HSBC BANK PLC ELN 12/03/21(EUKAIROS INV PF 430)GBP1
  • 1.61% ARGENTUM CAPITAL SA ILN 13/08/21(BSKT OF IDX)GBP1
  • 1.58% NIMROD DORIC NIMROD AIR TWO LIMITED ORD PREF SHS NPV
  • 1.48% AMEDEO AIR FOUR PLUS LIMITED RED ORD NPV
  • 1.45% HSBC BANK PLC PREF LKD NT 11/1/23(PF 725 EURAIROS)GBP1
  • 1.36% UIL FINANCE LIMITED ZDP SHS 2022 5.3180P (DI)
  • 1.35% CANADIAN IMPERIAL BANK OF COMMERCE ILN 09/08/23(BASKETS OF INDEXS)GBP1000
  • 1.33% EDINBURGH DRAGON TRUST 3.5% CONV UNSEC LOAN STK 31/01/18 GBP1