Fact sheet: S&W Saltus Multi Ass Cls

Fund information

Fund name
S&W Saltus Multi Asset Class A Acc
Fund company manager
Saltus Partners LLP
Fund type
OEIC
Fund manager
Simon Armstrong
since 19/05/2009
Fund objective
To generate an absolute return of the Bank of England base rate +3% over rolling 12 month periods with low volatility. It is expected (although not guaranteed) that such absolute return is capable of being generated under all market conditions. An absolute return is the return an asset achieves over time, without comparison to the overall market. Your capital is at risk and an absolute return cannot be guaranteed over the rolling 12 month period, or over any other time period.
Benchmark
Bank of England base rate + 3%
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

5.32 %

1 Year rank in sector

20/73

Sector

UT Targeted Absolute Return

Yield

1.49

Fund size

£ 47.0 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    65%
  • UK
    16.9%
  • Money Market
    10.9%
  • Others
    6%
  • Europe ex UK
    1.2%
  • Others
    26.1%
  • Fixed Interest
    22.2%
  • Equities
    18.1%
  • Money Market
    10.9%
  • Hedge
    7.4%
  • Others
    26.1%
  • Global Fixed Interest
    22.2%
  • UK Equities
    16.9%
  • Money Market
    10.9%
  • Hedge
    7.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %0.91 %5.32 %11.18 %22.43 %
Sector-0.05 %1.2 %2.96 %6.49 %16.6 %
Rank within sector46 / 7838 / 7620 / 7321 / 5917 / 49
Quartile th3 rd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.9 %5 %2.77 %2.55 %6.28 %
Sector2.32 %0.97 %2.2 %2.51 %6.51 %
Rank within sector30 / 7616 / 6923 / 6434 / 5524 / 50
Quartile th2 nd1 st2 nd3 rd2 nd

Risk statistics

Alpha0.22
Beta0.53
Sharpe0.19
Volatility3.61
Tracking error3.26
Information ratio-0.95
R-Squared0.75

Price movement

52 week high79.36
52 week low74.55
Current bid price0
Current offer price0
Current mid price78.65

Holdings by region

  • 65% Not Specified
  • 16.9% UK
  • 10.9% Money Market
  • 6% Others
  • 1.2% Europe ex UK

Holdings by sector

  • 26.1% Others
  • 22.2% Fixed Interest
  • 18.1% Equities
  • 10.9% Money Market
  • 7.4% Hedge
  • 6.5% High Yield Bond
  • 6% Alternative Assets
  • 2.8% Gold

Holdings by asset type

  • 26.1% Others
  • 22.2% Global Fixed Interest
  • 16.9% UK Equities
  • 10.9% Money Market
  • 7.4% Hedge
  • 6.5% Global High Yield Fixed Interest
  • 6% Alternative Assets
  • 2.8% Commodity & Energy
  • 1.2% Europe ex UK Equities

Individual holdings

  • 8.9% TROJAN INVESTMENT FUNDS - TROJAN FUND
  • 8.1% MUZINICH GLOBAL TACTICAL CREDIT FUND
  • 6.9% CG CAPITAL VALUE FUND
  • 5.9% UBS CURRENCY ALLOCATION RETURN STRATEGY
  • 5.5% ACENCIA DEBT STRATEGIES LTD
  • 4.7% BH MACRO LTD
  • 4.7% CF MITON UK SMALLER COMPANIES FUND
  • 4.5% PFS CHELVERTON UK EQUITY INCOME FUND
  • 4.5% SMITH & WILLIAMSON ENTERPRISE A GBP
  • 4.1% PREMIER DEFENSIVE GROWTH