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

-7.13 %

1 Year rank in sector

121/126

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 48.7 m

FE Risk score

39

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    11.4%
  • UK
    6.4%
  • Netherlands
    5.2%
  • Italy
    2.2%
  • Norway
    1.6%
  • Financials
    10.1%
  • Consumer Staples
    5%
  • Energy
    2.6%
  • Health Care
    2.6%
  • Telecommunications Utilities
    2.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.71 %-1.56 %-7.13 %-6.99 %-8.94 %
Sector0.49 %2.42 %4.21 %5.38 %17.36 %
Rank within sector52 / 142121 / 143121 / 12672 / 7853 / 54
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-3.39 %-10.6 %6.16 %5.29 %-3.57 %
Sector4.1 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector126 / 138100 / 10828 / 8522 / 6956 / 62
Quartile th4 th4 th2 nd2 nd4 th

Risk statistics

Alpha-1.62
Beta-0.2
Sharpe-0
Volatility3.92
Tracking error5.37
Information ratio-0.69
R-Squared0.02

Price movement

52 week high112.1137
52 week low101.3788
Current bid price0
Current offer price0
Current mid price103.7792

Holdings by region

  • 11.4% France
  • 6.4% UK
  • 5.2% Netherlands
  • 2.2% Italy
  • 1.6% Norway
  • 0.8% Austria
  • 0.8% Ireland
  • 0.3% Portugal
  • 0% Denmark
  • -0.1% Spain

Holdings by sector

  • 10.1% Financials
  • 5% Consumer Staples
  • 2.6% Energy
  • 2.6% Health Care
  • 2.3% Telecommunications Utilities
  • 2.2% Consumer Discretionary
  • 2.2% Real Estate
  • 2% Utilities
  • -0.6% Materials
  • -1.1% Information Technology

Holdings by asset type

-

Individual holdings

  • 3.99% PROSEGUR CASH
  • 3.67% ASSOCIATED BRITISH FOODS
  • 3.51% BAYER AG
  • 2.64% TOTAL SA
  • 2.4% AMUNDI GROUP
  • 2.31% ORANGE SA
  • 2.29% BARCLAYS
  • 2.17% INMOBILIARIA COLONIAL SA
  • 2.07% PRUDENTIAL PLC
  • 2.05% UNICREDIT SPA