Fact sheet: Jupiter Strategic Reserve

Fund information

Fund name
Jupiter Strategic Reserve I Acc
Fund company manager
Jupiter Unit Trust Mgrs Ltd
Fund type
UKA
Fund manager(s)
Miles Geldard
since 24/04/2012
Lee Manzi
since 24/04/2012
Fund objective
To generate positive long term total returns, over a 3 year rolling period, across varying market conditions from an actively managed portfolio of different asset classes 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.
Benchmark
LIBOR GBP 1 Month
Investment style
Absolute Return,Cautious
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.02 %

1 Year rank in sector

43/73

Sector

UT Targeted Absolute Return

Yield

1.4

Fund size

£ 93.3 m

FE Risk score

13

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • AA
    19.41%
  • Non-Rated
    16.9%
  • A
    15.47%
  • BBB
    13.38%
  • BB
    10.09%
  • Global Corporate Fixed Interest
    41.62%
  • Convertibles
    23.95%
  • Money Market
    17.95%
  • International Equities
    10.73%
  • Global Government Fixed Interest
    0.58%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.18 %1.1 %2.02 %3.47 %10.97 %
Sector0.64 %2.18 %3.15 %9.27 %16.38 %
Rank within sector55 / 7849 / 7643 / 7348 / 5937 / 50
Quartile th3 rd3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund2.23 %1.09 %-1.02 %1.8 %6.05 %
Sector2.98 %0.97 %2.2 %2.51 %6.51 %
Rank within sector44 / 7636 / 6953 / 6441 / 5528 / 50
Quartile th3 rd3 rd4 th3 rd3 rd

Risk statistics

Alpha-0.25
Beta0.52
Sharpe-0
Volatility1.49
Tracking error1.44
Information ratio-0.95
R-Squared0.38

Price movement

52 week high56.05
52 week low54.56
Current bid price0
Current offer price0
Current mid price56.04

Holdings by region

-

Holdings by sector

  • 19.41% AA
  • 16.9% Non-Rated
  • 15.47% A
  • 13.38% BBB
  • 10.09% BB
  • 6.78% AAA
  • 4.62% Others
  • 1.15% B

Holdings by asset type

  • 41.62% Global Corporate Fixed Interest
  • 23.95% Convertibles
  • 17.95% Money Market
  • 10.73% International Equities
  • 0.58% Global Government Fixed Interest
  • 0.55% Commodity & Energy
  • -1.9% Alternative Investment Strategies
  • -8.44% Futures

Individual holdings

  • 4.53% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 1.64% GE CAPITAL UK FUNDING UNLTD CO 2.375% NTS 19/12/18 GBP1000
  • 1.62% COMMONWEALTH BANK (AUS) 1.034% 26/10/18
  • 1.62% VODAFONE GROUP 5.375% NTS 05/12/17 GBP50000
  • 1.61% NESTLE 1.625% 11/12/17
  • 1.61% SANTANDER FRN 0.27% 05/05/20
  • 1.6% DAIMLER 1% 20/12/19
  • 1.55% BAYER 5.625% 23/05/18
  • 1.51% HSBC 6.375% FRN 18/10/22
  • 1.51% NATIONAL AUSTRALIA BANK FRN 01/03/19