Fact sheet: LGBR Ascension Closed End

Fund information

Fund name
LGBR Ascension Closed End Retail
Fund company manager
LGBR Capital LLP
Fund type
SIB
Fund manager(s)
Fund objective
The Winton diversified trading program engages in the speculative trading of futures, options, forwards, equities and CFDs on world markets. Winton's investment philosophy is directed towards long term capital appreciation through compound growth. This is achieved by pursuing a sophisticated and widely diversified trading program employing statistically-derived algorithms. The success of this program does not rely on favourable conditions in any particular market or on general appreciation of asset values.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
None

Quick stats

1 Year return

-2.82 %

1 Year rank in sector

144/155

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 8.0 b

FE Risk score

62

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Fund name3 years
H2O MultiStrategies90.01%
Castellain Value38.02%
Nordea 1 Alp15MA37.67%
H2O Moderato35.13%
Pimco GIS Stk Pl34.74%

Holdings snapshot

  • Others
    42%
  • Currency
    17%
  • Fixed Interest
    10%
  • Energy
    9%
  • Equities
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %1.7 %-2.82 %1.89 %14.81 %
Sector0.27 %2.19 %4.5 %3.3 %9.75 %
Rank within sector / 97 / 171144 / 15553 / 9836 / 74
Quartile th th3 rd4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.61 %-5.41 %6.01 %3.92 %7.11 %
Sector4.15 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector113 / 159105 / 1269 / 9949 / 8627 / 75
Quartile th3 rd4 th1 st3 rd2 nd

Risk statistics

Alpha0.32
Beta1.93
Sharpe-0
Volatility10.05
Tracking error9.47
Information ratio0.09
R-Squared0.13

Price movement

52 week high12.9968
52 week low12.4312
Current bid price0
Current offer price0
Current mid price12.9968

Holdings by region

-

Holdings by sector

  • 42% Others
  • 17% Currency
  • 10% Fixed Interest
  • 9% Energy
  • 7% Equities
  • 7% Fishery, Agriculture & Forestry
  • 5% Other Metals
  • 3% Precious Metals & Stones

Holdings by asset type

-

Individual holdings

-