Fact sheet: Pimco TREN MnFu Strt

Fund information

Fund name
Pimco TRENDS Managed Futures Strategy R Acc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Matt Dorsten
since 30/06/2015
Graham Rennison
since 30/06/2015
Josh Davis
since 01/12/2015
Fund objective
The PIMCO TRENDS Managed Futures Strategy Fund is a liquid alternative investment strategy that seeks to capture momentum across major asset classes including equities, interest rates, and currencies. The Fund looks for and attempts to profit from the price trends of securities and derivatives in global financial markets.
Benchmark
3 Month USD LIBOR (Hedged to CHF)
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.39 %

1 Year rank in sector

53/155

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 120.2 m

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    127.08%
  • Japan
    56.73%
  • EU
    15.36%
  • France
    11.39%
  • Italy
    11.02%
  • Equities
    88.63%
  • Currency
    12.91%
  • Others
    -1.54%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.1 %2.18 %6.39 %0 %0 %
Sector0.28 %1.82 %4.24 %3.23 %9.67 %
Rank within sector59 / 15157 / 17353 / 155 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund4.14 %5.31 %0 %0 %0 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector68 / 16123 / 127 / / /
Quartile th2 nd1 st th th th

Price movement

52 week high10.54
52 week low9.7
Current bid price0
Current offer price0
Current mid price10.35

Holdings by region

  • 127.08% USA
  • 56.73% Japan
  • 15.36% EU
  • 11.39% France
  • 11.02% Italy
  • 7.69% Canada
  • 7.12% Germany
  • 4.8% Australia
  • 3.95% UK
  • 1.95% Switzerland

Holdings by sector

  • 88.63% Equities
  • 12.91% Currency
  • -1.54% Others

Holdings by asset type

-

Individual holdings

  • 22.47% FIN FUT AUS 10YR BOND SFE 09/15/17
  • 20.42% IRS USD 1.25000 06/21/17-5Y CME
  • 12.98% IRS USD 1.50000 06/21/17-10Y CME 1.50 21/06/2027
  • 10.34% FIN FUT EURO-OAT EUX 10YR 09/07/17
  • 9.29% FIN FUT EUX EURO-BTP 09/07/17
  • 8.16% FIN FUT FTSE 100 INDEX 09/15/17 0.00 16/09/2017
  • 6% FIN FUT CAC40 10 EURO MNP 07/21/17 0.00 22/07/2017
  • 5.22% FIN FUT NIKKEI 225 SGX 09/07/17 0.00 08/09/2017
  • 5.07% IRS GBP 1.50000 09/20/17-10Y LCH 1.50 20/09/2027
  • 4.62% IRS USD 1.75000 06/21/17-30Y CME