Fact sheet: Oyster MltAstAbstRtrn€

Fund information

Fund name
Oyster Multi-Asset Absolute Return EUR I M EUR PR
Fund company manager
SYZ Asset Management (Luxembou
Fund type
SIB
Fund manager(s)
Fabrizio Quirighetti
since 01/07/2011
Adrien Pichoud
since 01/01/2017
Fund objective
A lower-risk, diversified multi-asset fund designed to generate bond-like absolute returns, with a strong focus on capital preservation and liquidity. Benchmark agnostic, the fund has fixed income at its heart, while also investing in equities (max. 25%) and selective special opportunities to add diversification and generate alpha within a strict risk budget. Investment ideas are generated by thorough research across six unique asset classes and covering about 23 countries, providing multiple performance drivers and allowing the fund to identify investment ideas in any market environment. Active risk management is embedded in every step of the investment process. Currency risk is hedged back to EUR at a minimum of 95%.
Benchmark
Libor 1 month EUR
Investment style
Absolute Return,Flexible
Investment method
Mixed

Quick stats

1 Year return

4.53 %

1 Year rank in sector

48/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 262.8 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    17.91%
  • Germany
    15.35%
  • Italy
    12.11%
  • France
    11.94%
  • Spain
    10.31%
  • Others
    37.55%
  • Government Bonds
    33.45%
  • Financials
    21.82%
  • Consumer Discretionary
    7.33%
  • Information Technology
    6.34%
  • Global Fixed Interest
    71.32%
  • International Equities
    17.02%
  • Others
    7.53%
  • Money Market
    3.45%
  • Alternative Investment Strategies
    -20.55%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %2.16 %4.53 %4.21 %14.89 %
Sector-0.13 %1 %3.1 %3.68 %9.75 %
Rank within sector52 / 15039 / 14748 / 135 / /
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Calendar performance

YTD-20172016201520142013
Fund3.87 %2.27 %-2.18 %0 %0 %
Sector2.47 %0.66 %0.69 %1.2 %3.58 %
Rank within sector47 / 14043 / 12482 / 108 / /
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Risk statistics

Alpha-0.46
Beta1.43
Sharpe-0
Volatility3.37
Tracking error2.32
Information ratio0.05
R-Squared0.58

Price movement

52 week high1044.62
52 week low990.95
Current bid price0
Current offer price0
Current mid price1039.27

Holdings by region

  • 17.91% USA
  • 15.35% Germany
  • 12.11% Italy
  • 11.94% France
  • 10.31% Spain
  • 8.49% International
  • 6.27% UK
  • 5.9% Netherlands
  • 5.89% Canada
  • 5.26% Japan

Holdings by sector

  • 37.55% Others
  • 33.45% Government Bonds
  • 21.82% Financials
  • 7.33% Consumer Discretionary
  • 6.34% Information Technology
  • 5.37% Fixed Interest
  • 4.85% Industrials
  • 4.7% Materials
  • 4.09% Consumer Staples
  • 3.52% Telecommunications Utilities

Holdings by asset type

  • 71.32% Global Fixed Interest
  • 17.02% International Equities
  • 7.53% Others
  • 3.45% Money Market
  • -20.55% Alternative Investment Strategies

Individual holdings

  • 7.46% CQ-10Y BTP ITALIAN BOND-07.12.2017
  • 7.36% CQ-EURO BUND-07.12.2017
  • 6.06% CQ-10Y TREASURY NOTES USA-19.12.2017
  • 4.43% CQ-EURO OAT FUTURES-07.12.2017
  • 2.24% USA 0.375% 17-15.07.27 /INFL
  • 1.58% BTPS 1.3% 16-15.05.28 /INFL
  • 1.57% OYSTER EU SUB-I EUR- CAP
  • 1.54% AXIOM 6 FCP PART C 4DEC
  • 1.53% MEXICO(UNITED MEXICAN STATES) 1.375% BDS 15/01/25 EUR100000
  • 1.5% EFSF 0.4% 16-31.05.26