Fact sheet: Old Mutual GblEqAbsRtn

Fund information

Fund name
Old Mutual Global Equity Absolute Return R Hedged Acc GBP
Fund company manager
Old Mutl Glbl Investors(UK)Ltd
Fund type
SIB
Fund manager
Ian Heslop
since 30/06/2009
Fund objective
The objective of Old Mutual Global Equity Absolute Return Fund is capital appreciation while closely controlling risk. In addition, Old Mutual Global Equity Absolute Return Fund intends to deliver absolute returns that have a low correlation with equity and bond markets.
Benchmark
No Specified Index
Investment style
Absolute Return,Market Neutral
Investment method
Equity

Performance snapshot

Quick stats

1 Year return

5.57 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 9.0 b

FE Risk score

36

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    72.9%
  • Europe
    57.2%
  • Asia Pacific ex Japan
    35.4%
  • Japan
    26.7%
  • Information Technology
    10.1%
  • Materials
    6.6%
  • Industrials
    4.5%
  • Health Care
    1.8%
  • Financials
    1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.2 %1.06 %6.06 %15.31 %38.53 %
Sector0.64 %2.81 %4.16 %5.21 %18.67 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.75 %2.42 %4.38 %9.19 %18.43 %
Sector3.62 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha5
Beta-0.26
Sharpe0.27
Volatility3.7
Tracking error5.31
Information ratio0.56
R-Squared0.05

Price movement

52 week high165.96
52 week low152.4
Current bid price0
Current offer price0
Current mid price165.64

Holdings by region

  • 72.9% North America
  • 57.2% Europe
  • 35.4% Asia Pacific ex Japan
  • 26.7% Japan

Holdings by sector

  • 10.1% Information Technology
  • 6.6% Materials
  • 4.5% Industrials
  • 1.8% Health Care
  • 1% Financials
  • -0.3% Real Estate
  • -0.8% Utilities
  • -3.8% Consumer Staples
  • -5.5% Consumer Discretionary
  • -6.3% Energy

Holdings by asset type

-

Individual holdings

  • 1.5% GEELY AUTOMOBILE HLDGS
  • 1.3% APPLIED MATERIALS INC
  • 1.1% FORTESCUE METALS GROUP
  • 1.1% TOKYO ELECTRON
  • 1.1% WEIBO CORP