Fact sheet: Man GLG ABS

Fund information

Fund name
Man GLG ABS G Corporate Acc
Fund company manager
GLG Partners
Fund type
OIC
Fund manager
Sarah Barton
since 01/04/2009
Fund objective
The Company seeks over the medium term to provide investors with capital appreciation.To achieve its objective, the Company will invest primarily either directly or indirectly, in asset-backed securities, mortgage-backed securities, fixed and floating rate securities (such as government or corporate bonds), index-linked securities, derivatives (including credit derivatives and foreign exchange derivative contracts), structured credit instruments, money market instruments, deposits, and cash or cash equivalents, globally.
Benchmark
LIBID GBP 7 Day
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

11.1 %

1 Year rank in sector

73/106

Sector

UT Specialist

Yield

2.2

Fund size

£ 80.1 m

FE Risk score

20

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    41.4612%
  • Spain
    19.6947%
  • Netherlands
    11.6195%
  • Ireland
    9.396%
  • Portugal
    7.6449%
  • Financials
    90.8837%
  • Money Market
    5.745%
  • Energy
    3.3715%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.71 %6.21 %11.1 %8.78 %33.43 %
Sector0.2 %5.38 %18.37 %19.59 %38.01 %
Rank within sector51 / 10853 / 10673 / 10673 / 9949 / 84
Quartile th2 nd2 nd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund5.97 %5.11 %-2.49 %3.97 %9.05 %
Sector4.11 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector47 / 10686 / 10563 / 10149 / 9733 / 87
Quartile th2 nd4 th3 rd3 rd2 nd

Risk statistics

Alpha2.52
Beta0.06
Sharpe-0
Volatility3.37
Tracking error9.64
Information ratio-0.43
R-Squared0.03

Price movement

52 week high1585.2
52 week low1403.34
Current bid price0
Current offer price0
Current mid price1585.2

Holdings by region

  • 41.4612% UK
  • 19.6947% Spain
  • 11.6195% Netherlands
  • 9.396% Ireland
  • 7.6449% Portugal
  • 5.745% Money Market
  • 1.5307% Norway
  • 1.0841% France
  • 0.9735% Germany
  • 0.6185% Brazil

Holdings by sector

  • 90.8837% Financials
  • 5.745% Money Market
  • 3.3715% Energy

Holdings by asset type

-

Individual holdings

  • 6.46% RURAL HIPOTECARIO IX F.T.A CLS`A3`FLTG RATE NTS 17/02/50 EUR
  • 5.88% EUROHOME UK MORTGAGES PLC `2007-1 M1` NTS 15/06/44 GBP
  • 5.76% CARLYLE GBL MKT STRAT EURO CLO 16-1 SNR SEC DEF FRN 17/05/29 EUR D REG S
  • 4.6% RMAC SECURITIES NO. 1 CLSM1CFRN M/BKD 12/06/44 EUR1000REGS
  • 4.53% EUROSAIL-UK 2007-6NC PLC CLS`A3A`MORT BKD FLTG RTE NTS13/09/45EUR
  • 3.86% UCI SERIES `16` FRN M/BKD 16/06/49 EUR100000 `A2`
  • 3.3% LUSITANO MORTGAGES NO.2 CLS`C`MTG BKD FLTG RTE NT 11/46 EUR
  • 3.28% EUROSAIL-UK 2007-INC CLS`C1A` M/BCK FLTG RTE NTS 13/12/45EUR
  • 3.24% LUDGATE FUNDING SER`08-W1X`FRN 01/01/61 EUR`BB` REGS
  • 3.21% LUDGATE FUNDING SER`08-W1X`FRN 01/01/61 EUR`A2B` REGS