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
ML Swiss franc o/n libor
Investment style
Market Neutral,Capital Protection Targeted
Investment method
Mixed

Quick stats

1 Year return

3.2 %

1 Year rank in sector

58/146

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
Fund0.15 %2.23 %3.2 %8.96 %0 %
Sector0.12 %0.77 %1.23 %2.07 %7.35 %
Rank within sector65 / 15638 / 16458 / 14633 / 100 /
Quartile th2 nd1 st2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund2.94 %0.5 %3.39 %0 %0 %
Sector1.87 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector58 / 16062 / 12725 / 104 / /
Quartile th2 nd2 nd1 st th th

Risk statistics

Alpha2.52
Beta0.48
Sharpe-0
Volatility1.83
Tracking error1.87
Information ratio1.17
R-Squared0.26

Price movement

52 week high108.12
52 week low104.47
Current bid price0
Current offer price0
Current mid price107.89

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-