Fact sheet: M&G Episode Macro

Fund information

Fund name
M&G Episode Macro T Hedged GBP
Fund company manager
M&G UK
Fund type
OIC
Fund manager
Eric Lonergan
since 04/06/2010
Fund objective
The Fund aims to deliver a higher total return, with lower volatility on average, than global equities over a rolling three to five year period. There is no guarantee that the Fund will achieve a positive return over this, or any other, period and investors may not recoup the original amount they invested
Benchmark
No Specified Index
Investment style
Absolute Return,Macro
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

9.85 %

1 Year rank in sector

75/106

Sector

UT Specialist

Yield
-
Fund size

£ 308.3 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    102.4593%
  • Asia Pacific ex Japan
    16.3752%
  • Japan
    2.5404%
  • USA
    -4.3706%
  • Europe
    -5.7913%
  • Money Market
    102.4593%
  • Equities
    41.6618%
  • Government Bonds
    -44.121%
  • Money Market
    102.4593%
  • Asia Pacific ex Japan Equities
    16.3752%
  • US Equities
    12.3529%
  • European Equities
    7.9038%
  • Japanese Equities
    2.5404%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %2.57 %9.85 %18.87 %37.72 %
Sector0.2 %5.38 %18.37 %19.59 %38.01 %
Rank within sector69 / 10882 / 10675 / 10655 / 9943 / 84
Quartile th3 rd4 th3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.72 %8.91 %2.74 %8.57 %7.04 %
Sector4.11 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector72 / 10675 / 10525 / 10121 / 9737 / 87
Quartile th3 rd3 rd1 st1 st2 nd

Risk statistics

Alpha1.84
Beta0.52
Sharpe0.42
Volatility5.39
Tracking error5.21
Information ratio-0.33
R-Squared0.32

Price movement

52 week high132.3
52 week low115.26
Current bid price0
Current offer price0
Current mid price131.85

Holdings by region

  • 102.4593% Money Market
  • 16.3752% Asia Pacific ex Japan
  • 2.5404% Japan
  • -4.3706% USA
  • -5.7913% Europe
  • -11.2129% UK

Holdings by sector

  • 102.4593% Money Market
  • 41.6618% Equities
  • -44.121% Government Bonds

Holdings by asset type

  • 102.4593% Money Market
  • 16.3752% Asia Pacific ex Japan Equities
  • 12.3529% US Equities
  • 7.9038% European Equities
  • 2.5404% Japanese Equities
  • 2.4894% UK Equities
  • -13.6952% European Fixed Interest
  • -13.7024% UK Fixed Interest
  • -16.7235% US Fixed Interest

Individual holdings

-