Fact sheet: LGBR Ascension

Fund information

Fund name
LGBR Ascension Inst GBP
Fund company manager
LGBR Capital LLP
Fund type
SIB
Fund objective
The Ascension Fund (“The Fund”) aims to replicate as closely as possible the performance of Winton’s Diversified Program, which employs a computer-based system to engage in the speculative trading of approximately 120 international futures, options and forwards markets, government securities such as bonds, as well as certain over the counter ("OTC") instruments, such as FX and interest rate forward contracts and swaps.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Commodity/Energy,Futures

Quick stats

1 Year return

-6.85 %

1 Year rank in sector

132/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 8.0 b

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    36%
  • Currency
    16%
  • Fishery, Agriculture & Forestry
    14%
  • Fixed Interest
    10%
  • Energy
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.68 %-1.17 %-6.85 %5.18 %11.56 %
Sector-0.15 %1.61 %1.63 %2.07 %7.86 %
Rank within sector147 / 162135 / 166132 / 15041 / 10136 / 79
Quartile th4 th4 th4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-2.7 %-1.01 %-0.54 %14.34 %5.77 %
Sector1.87 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector145 / 16372 / 13156 / 10818 / 9336 / 82
Quartile th4 th3 rd3 rd1 st2 nd

Risk statistics

Alpha1.6
Beta1.77
Sharpe-0
Volatility7.77
Tracking error7.12
Information ratio0.26
R-Squared0.2

Price movement

52 week high1.3463
52 week low1.233
Current bid price0
Current offer price0
Current mid price1.234

Holdings by region

-

Holdings by sector

  • 36% Others
  • 16% Currency
  • 14% Fishery, Agriculture & Forestry
  • 10% Fixed Interest
  • 8% Energy
  • 7% Equities
  • 7% Precious Metals & Stones
  • 2% Other Metals

Holdings by asset type

-

Individual holdings

-