Fact sheet: III Relative Val Credit Strats

Fund information

Fund name
III Relative Value Credit Strategies S1
Fund company manager
III Capital Management
Fund type
SIB
Fund manager(s)
Fund objective
To achieve superior risk - adjusted returns, although there can be no assurance that the Company will achieve this objective or avoid substantial losses.
Benchmark
-
Investment style
Fixed Income Arbitrage
Investment method
Fixed Interest

Quick stats

1 Year return

1.24 %

1 Year rank in sector

21/30

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 147.0 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.04 %-1.93 %1.24 %-1.62 %16.18 %
Sector0.49 %1.55 %2.91 %-10.48 %-14.54 %
Rank within sector30 / 3232 / 3321 / 3020 / 249 / 22
Quartile th4 th4 th3 rd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.16 %6.73 %-7.27 %5.23 %8.5 %
Sector2.4 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector28 / 326 / 2926 / 267 / 224 / 22
Quartile th4 th1 st4 th2 nd1 st

Risk statistics

Alpha-0.37
Beta0.03
Sharpe-0
Volatility3.73
Tracking error7.24
Information ratio0.51
R-Squared0

Price movement

52 week high1893.38
52 week low1851.62
Current bid price0
Current offer price0
Current mid price1851.62

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-