Fact sheet: Man GLG ABS

Fund information

Fund name
Man GLG ABS G Corporate Acc
Fund company manager
GLG Partners
Fund type
OEIC
Fund manager(s)
Steve Roth
since 01/04/2009
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.63 %

1 Year rank in sector

38/109

Sector

UT Specialist

Yield

2.15

Fund size

£ 67.3 m

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    41.09%
  • Spain
    18.21%
  • Money Market
    15.02%
  • Netherlands
    8.21%
  • Ireland
    8.01%
  • Financials
    81.84%
  • Money Market
    15.02%
  • Energy
    3.14%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.56 %3.79 %9.63 %10.1 %27.96 %
Sector1.99 %4.61 %6.91 %28.34 %33.51 %
Rank within sector87 / 11367 / 11338 / 10986 / 10454 / 89
Quartile th4 th3 rd2 nd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund8.35 %5.11 %-2.49 %3.97 %9.05 %
Sector7.46 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector53 / 10989 / 10866 / 10451 / 10034 / 90
Quartile th2 nd4 th3 rd3 rd2 nd

Risk statistics

Alpha2.48
Beta0.07
Sharpe-0
Volatility3.35
Tracking error9.49
Information ratio-0.45
R-Squared0.05

Price movement

52 week high1618.56
52 week low1478.49
Current bid price0
Current offer price0
Current mid price1620.88

Holdings by region

  • 41.09% UK
  • 18.21% Spain
  • 15.02% Money Market
  • 8.21% Netherlands
  • 8.01% Ireland
  • 6.47% Portugal
  • 1.45% Norway
  • 0.99% Germany
  • 0.56% Brazil

Holdings by sector

  • 81.84% Financials
  • 15.02% Money Market
  • 3.14% Energy

Holdings by asset type

-

Individual holdings

  • 6.53% RURAL HIPOTECARIO IX F.T.A CLS`A3`FLTG RATE NTS 17/02/50 EUR
  • 6.04% EUROHOME UK MORTGAGES PLC `2007-1 M1` NTS 15/06/44 GBP
  • 5.79% CARLYLE GBL MKT STRAT EURO CLO 16-1 SNR SEC DEF FRN 17/05/29 EUR D REG S
  • 4.49% EUROSAIL-UK 2007-6NC PLC CLS`A3A`MORT BKD FLTG RTE NTS13/09/45EUR
  • 4.44% RMAC SECURITIES NO. 1 CLSM1CFRN M/BKD 12/06/44 EUR1000REGS
  • 3.71% UCI SERIES `16` FRN M/BKD 16/06/49 EUR100000 `A2`
  • 3.39% EUROSAIL-UK 2007-INC CLS`C1A` M/BCK FLTG RTE NTS 13/12/45EUR
  • 3.39% LUSITANO MORTGAGES NO.2 CLS`C`MTG BKD FLTG RTE NT 11/46 EUR
  • 3.33% LUDGATE FUNDING SER`08-W1X`FRN 01/01/61 EUR`BB` REGS
  • 3.32% LUDGATE FUNDING SER`08-W1X`FRN 01/01/61 EUR`A2B` REGS