Fact sheet: Melchior ST Eurpn AbRtn

Fund information

Fund name
Melchior ST European Absolute Return C GBP
Fund company manager
Melchior Selected Trust
Fund type
SIB
Fund manager
Leonard Charlton
since 01/02/2010
Fund objective
The investment objective of the European Absolute Return Fund is to achieve longer term capital growth, without undue risk through diversified investment in equities of companies, or using derivatives to generate exposure to such equities, which are listed on a stock exchange in the European region or of companies that have their registered office, or carry out a predominant portion of their economic activity in the European region.
Benchmark
No Specified Index
Investment style
Long/Short,Absolute Return
Investment method
Equity

Quick stats

1 Year return

-9.1 %

1 Year rank in sector

120/126

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 48.2 m

FE Risk score

39

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    8.5%
  • Netherlands
    5%
  • UK
    2.6%
  • Italy
    2.1%
  • Denmark
    1.6%
  • Financials
    12.5%
  • Consumer Staples
    5%
  • Energy
    2.8%
  • Real Estate
    2.1%
  • Telecommunications Utilities
    2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.3 %-3.13 %-8.81 %-6.16 %-9.6 %
Sector0.76 %2.93 %4.32 %5.39 %17.68 %
Rank within sector44 / 140128 / 139120 / 12674 / 8253 / 55
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-4.4 %-10.6 %6.16 %5.29 %-3.57 %
Sector3.57 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector127 / 137104 / 11331 / 9123 / 7359 / 65
Quartile th4 th4 th2 nd2 nd4 th

Risk statistics

Alpha-1.77
Beta-0.23
Sharpe-0
Volatility3.89
Tracking error5.38
Information ratio-0.67
R-Squared0.03

Price movement

52 week high112.7318
52 week low101.3788
Current bid price0
Current offer price0
Current mid price102.692

Holdings by region

  • 8.5% France
  • 5% Netherlands
  • 2.6% UK
  • 2.1% Italy
  • 1.6% Denmark
  • 1.5% Norway
  • 1.5% Portugal
  • 1.5% Spain
  • 0.9% Austria
  • -1.4% Germany

Holdings by sector

  • 12.5% Financials
  • 5% Consumer Staples
  • 2.8% Energy
  • 2.1% Real Estate
  • 2% Telecommunications Utilities
  • 1.2% Utilities
  • 0.6% Consumer Discretionary
  • -0.2% Health Care
  • -0.5% Materials
  • -3.8% Information Technology

Holdings by asset type

-

Individual holdings

  • 5% PROSEGUR CASH
  • 3.5% BAYER AG
  • 3.1% ASSOCIATED BRITISH FOODS PLC
  • 3% AMUNDI-W/I
  • 3% TOTAL SA
  • 2.8% PANDORA AS
  • 2.4% SHIRE PLC
  • 2.3% BARCLAYS PLC
  • 2.3% FINECOBANK SPA
  • 2.3% INMOBILIARIA COLONIAL SA