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
Alexander Uhlmann
since 25/03/2008
Fund objective
The Fund will be managed with the objective of achieving in all market environments an absolute return in excess of the return on Euro short-term money- market instruments through a combination of (i) a market neutral micro economic strategy of taking long and short positions in global equities (micro strategy) where the long positions may be held through a combination of direct investments and/or financial derivative instruments and where the short positions are held through the use of financial derivative instruments and (ii) a global macro economic strategy of taking long and short positions in global stock, bond, foreign exchange and commodity index futures (macro strategy). Short positions will be held through financial derivatives instruments.
Benchmark
EURIBOR 3M
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

1.61 %

1 Year rank in sector

80/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 105.2 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.2 %-2.98 %1.61 %-2.9 %2.68 %
Sector-0.22 %1.68 %1.53 %1.91 %7.64 %
Rank within sector118 / 160149 / 16680 / 15081 / 10160 / 79
Quartile th3 rd4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-2.45 %-2.4 %0.71 %6.27 %1.35 %
Sector1.71 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector140 / 16385 / 13142 / 10836 / 9352 / 82
Quartile th4 th3 rd2 nd2 nd3 rd

Risk statistics

Alpha-0.1
Beta0.42
Sharpe-0
Volatility4.28
Tracking error4.36
Information ratio-0.13
R-Squared0.04

Price movement

52 week high11.11
52 week low10.43
Current bid price0
Current offer price0
Current mid price10.73

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 1.6% WELLCARE HEALTH PLANS INC
  • 1.4% CISCO SYSTEMS INC
  • 1.4% GILEAD SCIENCES INC
  • 1.4% HP INC
  • 1.4% PEUGEOT SA
  • 1.4% YANGZIJIANG SHIPBUILDING (HLDGS)LTD
  • 1.3% IBIDEN CO
  • 1.3% MIXI. INC
  • 1.3% QINETIQ GROUP
  • 1.3% VALERO ENERGY CORP(NEW)