Fact sheet: PTR Diversified Alpha

Fund information

Fund name
PTR Diversified Alpha P EUR
Fund company manager
Pictet Asset Management (Europ
Fund type
SIB
Fund manager
Federico Cane
since 01/01/2017
Fund objective
The sub-fund invests primarily in market-neutral strategies managed by selected investment teams. The market-neutral long/short investment strategies have exposure to various financial assets (equities, bonds and other debt related securities, financial derivatives) globally. The objective of the compartment is to achieve long-term capital growth in absolute terms with a strong focus on capital preservation.
Benchmark
BBA libor Jpy spot next
Investment style
Market Neutral
Investment method
Mixed

Quick stats

1 Year return

3.99 %

1 Year rank in sector

61/151

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 2.5 b

FE Risk score

15

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.88 %2.99 %3.99 %8.87 %0 %
Sector0.84 %1.59 %2.79 %2.61 %8.13 %
Rank within sector73 / 15334 / 16761 / 15136 / 102 /
Quartile th2 nd1 st2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.97 %0.5 %3.39 %0 %0 %
Sector2.65 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector52 / 16162 / 13026 / 106 / /
Quartile th2 nd2 nd1 st th th

Risk statistics

Alpha2.49
Beta0.46
Sharpe-0
Volatility1.83
Tracking error1.91
Information ratio1.09
R-Squared0.24

Price movement

52 week high108.97
52 week low104.47
Current bid price0
Current offer price0
Current mid price108.97

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-