Fact sheet: Jul Baer The 1.2 Lux

Fund information

Fund name
Jul Baer The 1.2 Lux B
Fund company manager
GAM (Luxembourg) S.A.
Fund type
SIB
Fund manager(s)
Paolo Compagno
since 30/05/2014
Fund objective
The investment objective of the THE 1.2 FUND LUX is to generate a positive absolute return, net of fees, of 1.2% per month, and, overall, of 15% per year, irrespective of the market conditions, whilst, at the same time, employing a strict management of market exposure and risks. THE 1.2 FUND LUX aims to achieve the investment objective by deployment of actively managed long and short positions in listed options and futures focusing on the S&P 500 Index or, as the case may be, other indices on regulated international equity markets. THE 1.2 FUND LUX further holds short term bonds, money market instruments, sight deposits and deposits repayable on demand as well as other liquid assets in order to collateralize the positions in listed options and futures.
Benchmark
-
Investment style
Absolute Return,Flexible
Investment method
None

Quick stats

1 Year return

4.18 %

1 Year rank in sector

42/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 46.6 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Fixed Interest
    81.57%
  • Money Market
    19.3%
  • Alternative Investment Strategies
    -0.87%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.6 %0.19 %4.18 %10.8 %0 %
Sector0.32 %1.49 %2.61 %4.86 %9.62 %
Rank within sector138 / 155118 / 15042 / 13920 / 102 /
Quartile th4 th4 th2 nd1 st th

Calendar performance

YTD-20172016201520142013
Fund3.67 %-0.05 %12.15 %0 %0 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector55 / 14577 / 1304 / 113 / /
Quartile th2 nd3 rd1 st th th

Risk statistics

Alpha2.6
Beta0.85
Sharpe-0
Volatility6.51
Tracking error6.33
Information ratio0.35
R-Squared0.06

Price movement

52 week high114.66
52 week low106.64
Current bid price0
Current offer price0
Current mid price113.45

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 81.57% Global Fixed Interest
  • 19.3% Money Market
  • -0.87% Alternative Investment Strategies

Individual holdings

  • 30.32% EFSF CORP
  • 21.87% EUROPEAN STABILITY MECHANISM
  • 8.67% CAISSE FRANCAISE DE FIN LOCAL
  • 6.63% EUROPEAN UNION
  • 6.6% NATIONAL BANK OF CANADA