Fact sheet: PTR Diversified Alpha

Fund information

Fund name
PTR Diversified Alpha I EUR
Fund company manager
Pictet Asset Management (Europ
Fund type
SIB
Fund manager(s)
Philippe de Weck
since 02/05/2014
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

5.77 %

1 Year rank in sector

69/153

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 2.8 b

FE Risk score

15

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.27 %3.3 %5.77 %12.05 %0 %
Sector0.69 %2.92 %4.81 %3.62 %10.12 %
Rank within sector55 / 15863 / 17169 / 15328 / 99 /
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Calendar performance

YTD-20172016201520142013
Fund5.93 %1.03 %3.89 %0 %0 %
Sector4.01 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector56 / 16054 / 12622 / 100 / /
Quartile th2 nd2 nd1 st th th

Risk statistics

Alpha2.98
Beta0.45
Sharpe0.05
Volatility1.86
Tracking error1.96
Information ratio1.13
R-Squared0.24

Price movement

52 week high112.58
52 week low105.89
Current bid price0
Current offer price0
Current mid price112.55

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-