Fact sheet: Jupiter Absolute Return

Fund information

Fund name
Jupiter Absolute Return I Acc
Fund company manager
Jupiter Unit Trust Mgrs Ltd
Fund type
UKA
Fund manager(s)
James Clunie
since 01/09/2013
Fund objective
The Fund seeks to generate absolute return, over a 3 year rolling period, independent of market conditions, by investing on a global basis. Capital invested in the Fund is at risk and there is no guarantee that the investment objective will be achieved over the 3 year rolling periods or in respect of any other time period. The Fund invests in a global portfolio of equities, equity related securities (including derivatives), cash, near cash, fixed interest securities, currency exchange transactions, index linked securities, money market instruments (MMIs) and deposits. At times the portfolio may be concentrated in any one or a combination of such assets and, as well as holding physical long positions the Manager may create synthetic long and short positions through derivatives.
Benchmark
LIBOR GBP 3m
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-1.98 %

1 Year rank in sector

65/73

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 1.3 b

FE Risk score

32

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    18.14%
  • Japan
    2.94%
  • Russia
    2.18%
  • Norway
    1.06%
  • Australia
    0.82%
  • Basic Materials
    4.37%
  • Financials
    4.07%
  • Oil & Gas
    4.03%
  • Others
    2.82%
  • Utilities
    2.11%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.09 %-0.92 %-1.98 %15.19 %16.72 %
Sector0.64 %2.18 %3.15 %9.27 %16.38 %
Rank within sector61 / 7869 / 7665 / 7318 / 5927 / 50
Quartile th4 th4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund-1.46 %10.23 %5.93 %-0.22 %2.21 %
Sector2.98 %0.97 %2.2 %2.51 %6.51 %
Rank within sector66 / 765 / 6915 / 6451 / 5543 / 50
Quartile th4 th1 st1 st4 th4 th

Risk statistics

Alpha4.91
Beta-0.05
Sharpe0.18
Volatility5.96
Tracking error6.26
Information ratio0.34
R-Squared0

Price movement

52 week high58.44
52 week low56.7
Current bid price56.81
Current offer price57.04
Current mid price0

Holdings by region

  • 18.14% UK
  • 2.94% Japan
  • 2.18% Russia
  • 1.06% Norway
  • 0.82% Australia
  • 0.73% Canada
  • 0.63% Denmark
  • 0.1% Germany
  • 0.05% Spain
  • -1.92% Others

Holdings by sector

  • 4.37% Basic Materials
  • 4.07% Financials
  • 4.03% Oil & Gas
  • 2.82% Others
  • 2.11% Utilities
  • 0.92% Telecommunications
  • 0.12% Health Care
  • -0.85% Industrials
  • -2.78% Technology
  • -4.21% Consumer Services

Holdings by asset type

-

Individual holdings

  • 2.8% ETFS PHYSICAL GOLD GBP
  • 2.8% ETFS PHYSICAL GOLD GBP
  • 2.12% BP
  • 1.7% CENTRICA PLC
  • 1.56% BURFORD CAPITAL LTD
  • 1.13% IG GROUP HLDGS
  • 1.11% RIO TINTO
  • 1.06% STATOIL ASA
  • 0.96% SBERBANK OF RUSSIA
  • 0.95% FRESNILLO PLC