Fact sheet: MontLake NthMaxQMroUcits

Fund information

Fund name
MontLake North MaxQ Macro UCITS Inst USD
Fund company manager
ML Capital Asset Mgt Ltd
Fund type
SIB
Fund manager(s)
Fund objective
The North MaxQ Macro UCITS Fund is a global macro fund that seeks to generate absolute positive returns over a market cycle that is uncorrelated to other global macro managers, the broad fund universe as well as interest rate, foreign exchange and equity indices. The investment manager identifies micro-economic and country specific imbalances to develop views and corresponding trading strategies. These strategies provide a diverse source of alpha and are expressed through thematic, relative value, counter-trend and quantitative exposures. The exposures are constructed to offer the best asymmetric payoff, while minimising expected correlations and providing protection against downside gap-risk. The investment manager prefers to take risk across a number of different strategies. Risk is monitored in real-time at the strategy and portfolio level and individual strategy stop-loss limits are established at the inception of each trade.
Benchmark
3-months Euribor
Investment style
Macro,Active
Investment method
Mixed

Quick stats

1 Year return

-8.15 %

1 Year rank in sector

146/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size
-
FE Risk score

136

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.27 %-3.31 %-8.15 %-19.13 %0 %
Sector0.27 %2.14 %3.39 %4.06 %8.71 %
Rank within sector87 / 150159 / 169146 / 15098 / 101 /
Quartile th3 rd4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund-5.2 %-14.69 %7.63 %0 %0 %
Sector3 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector151 / 161124 / 1267 / 103 / /
Quartile th4 th4 th1 st th th

Risk statistics

Alpha-6.13
Beta-0.36
Sharpe-0.01
Volatility9.02
Tracking error9.37
Information ratio-0.8
R-Squared0.01

Price movement

52 week high93.3304
52 week low84.3399
Current bid price0
Current offer price0
Current mid price85.2658

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-