Fact sheet: Insight LIBOR Plus

Fund information

Fund name
Insight LIBOR Plus A USD
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
Shaheer Guirguis
since 31/03/2011
Fund objective
The Fund seeks to produce an interest rate based return, primarily through investment in a portfolio of asset-backed securities (ABS) and corporate floating rate notes (FRNs)
Benchmark
LIBOR 3 month GBP
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.23 %

1 Year rank in sector

67/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 4.2 b

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    40.2%
  • USA
    25.1%
  • Australia
    12.4%
  • Europe
    9.9%
  • Money Market
    4.2%
  • Asset/Mortgage-Backed Securities
    91.6%
  • Money Market
    4.2%
  • Loan Stocks
    2%
  • Consumer Credit & Leasing
    1.4%
  • Automobiles
    0.4%
  • UK Fixed Interest
    40.2%
  • US Fixed Interest
    25.1%
  • Australian Fixed Interest
    12.4%
  • European Fixed Interest
    9.9%
  • Money Market
    4.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.35 %1.94 %4.23 %6.85 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector125 / 345165 / 33167 / 308106 / 252 /
Quartile th2 nd2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.59 %2.91 %0.58 %0 %0 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector155 / 317164 / 28564 / 256 / /
Quartile th2 nd3 rd1 st th th

Risk statistics

Alpha2.05
Beta0.07
Sharpe-0
Volatility1.4
Tracking error2.84
Information ratio0.05
R-Squared0.02

Price movement

52 week high1.0872
52 week low1.043
Current bid price0
Current offer price0
Current mid price1.0876

Holdings by region

  • 40.2% UK
  • 25.1% USA
  • 12.4% Australia
  • 9.9% Europe
  • 4.2% Money Market
  • 2.3% Netherlands
  • 1.3% Ireland
  • 1.3% Spain
  • 1.2% Italy
  • 1% France

Holdings by sector

  • 91.6% Asset/Mortgage-Backed Securities
  • 4.2% Money Market
  • 2% Loan Stocks
  • 1.4% Consumer Credit & Leasing
  • 0.4% Automobiles
  • 0.4% Debt

Holdings by asset type

  • 40.2% UK Fixed Interest
  • 25.1% US Fixed Interest
  • 12.4% Australian Fixed Interest
  • 9.9% European Fixed Interest
  • 4.2% Money Market
  • 2.3% Dutch Fixed Interest
  • 1.3% Irish Fixed Interest
  • 1.3% Spanish Fixed Interest
  • 1.2% Italian Fixed Interest
  • 1% French Fixed Interest

Individual holdings

-