Fact sheet: JSS Quant Prtf Gbl €

Fund information

Fund name
JSS Quant Portfolio - Global EUR P Dist EUR
Fund company manager
Sarasin Investmentfonds Sicav
Fund type
SIB
Fund manager
Wilhelm Schäfer
since 01/05/2017
Fund objective
JSS Quant Portfolio - Global (EUR) (the "Fund") seeks to achieve long-term capital appreciation while preserving capital over the medium term through global equity and bond investments. The Fund pursues a systematic investment process with the objective of reducing price risk during falling markets while taking maximum advantage of rising markets. Derivative financial instruments (derivatives) are also used to achieve this objective.
Benchmark
3m EUR LIBOR + 2%
Investment style
Flexible
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

-3.78 %

1 Year rank in sector

163/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 144.7 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    54.39%
  • Europe
    15.76%
  • Switzerland
    10.08%
  • USA
    9.86%
  • Japan
    4.98%
  • Fixed Interest
    60.59%
  • Equities
    39.41%
  • Global Fixed Interest
    60.59%
  • US Equities
    9.98%
  • Swiss Equities
    9.89%
  • Global Emerging Market Equities
    5.26%
  • European Equities
    4.81%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.35 %-0.12 %-3.78 %0.78 %12.69 %
Sector0.61 %2.88 %5.72 %9.95 %22.97 %
Rank within sector111 / 182148 / 174163 / 167101 / 10865 / 79
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-1.05 %2.26 %-0.4 %4.07 %5.57 %
Sector5.53 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector166 / 17387 / 14268 / 11864 / 9953 / 83
Quartile th4 th3 rd3 rd3 rd3 rd

Risk statistics

Alpha-1.2
Beta0.5
Sharpe-0
Volatility3.59
Tracking error3.56
Information ratio-0.74
R-Squared0.46

Price movement

52 week high141.94
52 week low135.01
Current bid price0
Current offer price0
Current mid price136.81

Holdings by region

  • 54.39% Not Specified
  • 15.76% Europe
  • 10.08% Switzerland
  • 9.86% USA
  • 4.98% Japan
  • 4.93% UK

Holdings by sector

  • 60.59% Fixed Interest
  • 39.41% Equities

Holdings by asset type

  • 60.59% Global Fixed Interest
  • 9.98% US Equities
  • 9.89% Swiss Equities
  • 5.26% Global Emerging Market Equities
  • 4.81% European Equities
  • 4.78% Japanese Equities
  • 4.69% UK Equities

Individual holdings

  • 5.16% GERMANY(FEDERAL REPUBLIC OF) 3.25% BDS 04/07/42 EUR1000
  • 1.45% ITALY(REPUBLIC OF) 4.5% TB 01/08/18 EUR1000
  • 1.45% RESEAU FERRE DE FRANCE 4.45% BDS 27/11/17 EUR50000
  • 1.43% BMW FINANCE NV 3.625% BDS 29/01/18 EUR1000
  • 1.43% FERROVIAL SA 3.375% NTS 30/01/18 EUR1000
  • 1.41% FADE 1.875% NTS 17/09/17 EUR100000
  • 1.39% 0.250% HSH FF 07.02.23
  • 1.18% REGIE AUTONOME TRANSPORTS PARISIENS 0.375% MTN 15/06/24 EUR100000
  • 1.07% NETHERLANDS(KINGDOM OF) 5.5% BDS 15/1/2028 EUR1
  • 1.05% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.25% MTN 04/07/36 EUR1000