Fact sheet: Invesco Global Ab Ret

Fund information

Fund name
Invesco Global Absolute Return E EUR
Fund company manager
Invesco Management S.A.
Fund type
SIB
Fund manager(s)
Alexander Uhlmann
since 25/03/2008
Thorsten Paarmann
since 25/03/2008
Fund objective
The Fund seeks to achieve an absolute return above 3-month EURIBOR over a market cycle with a low correlation to traditional financial market indices. The Fund seeks to achieve its objective through a combination of (i) a market neutral micro-economic strategy of taking long and short positions in global equities (“micro strategy”) and (ii) a global macro-economic strategy of taking long and short positions in global stocks, bonds, foreign exchange and commodities (“macro strategy”).
Benchmark
EURIBOR 3M
Investment style
Market Neutral
Investment method
None,Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.08 %

1 Year rank in sector

92/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 60.4 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.31 %-1.19 %2.08 %-1.19 %2.76 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector39 / 153152 / 16992 / 15083 / 10160 / 75
Quartile th2 nd4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-1.73 %-2.4 %0.71 %6.27 %1.35 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector141 / 16183 / 12642 / 10336 / 8849 / 77
Quartile th4 th3 rd2 nd2 nd3 rd

Risk statistics

Alpha-0.95
Beta0.28
Sharpe-0
Volatility4.08
Tracking error4.29
Information ratio-0.37
R-Squared0.02

Price movement

52 week high11.11
52 week low10.52
Current bid price0
Current offer price0
Current mid price10.81

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 1.7% YANGZIJIANG SHIPBUILDING (HLDGS)LTD
  • 1.6% GILEAD SCIENCES INC
  • 1.5% PEUGEOT SA
  • 1.4% CISCO SYSTEMS INC
  • 1.4% HP INC
  • 1.3% Valero Energy Corp.
  • 1.3% WELLCARE HEALTH PLANS INC
  • 1.2% IBIDEN CO
  • 1.2% LEAR CORP
  • 1.2% MIXI. INC