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
OIC
Fund manager
Simon Armstrong
since 19/05/2009
Fund objective
Saltus Multi-Asset Class Fund (SMAC) is an onshore daily dealing OEIC. It seeks to generate an absolute return of the Bank of Enlgand Base Rate +3% over rolling 12 month periods with low volatility. Capital invested in the Fund is at risk and there is no guarantee that the investment objective will be achieved over the 12 month rolling period or in respect of any other time period Investments are made across all asset classes, free from geographical or traditional benchmark constraints. Portfolio construction is carefully monitored to avoid unwanted correlations.
Benchmark
Bank of England base rate + 3%
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

10.1 %

1 Year rank in sector

13/71

Sector

UT Targeted Absolute Return

Yield

1.51

Fund size

£ 44.0 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    58.4%
  • UK
    20%
  • Money Market
    14.3%
  • Others
    6%
  • Europe ex UK
    1.3%
  • Others
    26.2%
  • Equities
    21.3%
  • Fixed Interest
    17.6%
  • Money Market
    14.3%
  • Hedge
    8%
  • Others
    23.2%
  • UK Equities
    20%
  • Global Fixed Interest
    17.6%
  • Money Market
    14.3%
  • Hedge
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.42 %4.15 %10.1 %12.82 %27.45 %
Sector0.78 %2.98 %4.13 %7.49 %18.89 %
Rank within sector49 / 7724 / 7413 / 7120 / 5617 / 48
Quartile th3 rd2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.8 %5 %2.77 %2.55 %6.28 %
Sector2.07 %0.97 %2.2 %2.51 %6.51 %
Rank within sector28 / 7716 / 7023 / 6434 / 5524 / 50
Quartile th2 nd1 st2 nd3 rd2 nd

Risk statistics

Alpha0.02
Beta1.67
Sharpe0.17
Volatility3.51
Tracking error2.35
Information ratio0.69
R-Squared0.66

Price movement

52 week high78.57
52 week low71.04
Current bid price0
Current offer price0
Current mid price78.57

Holdings by region

  • 58.4% Not Specified
  • 20% UK
  • 14.3% Money Market
  • 6% Others
  • 1.3% Europe ex UK

Holdings by sector

  • 26.2% Others
  • 21.3% Equities
  • 17.6% Fixed Interest
  • 14.3% Money Market
  • 8% Hedge
  • 6.6% High Yield Bond
  • 6% Alternative Assets

Holdings by asset type

  • 23.2% Others
  • 20% UK Equities
  • 17.6% Global Fixed Interest
  • 14.3% Money Market
  • 8% Hedge
  • 6.6% Global High Yield Fixed Interest
  • 6% Alternative Assets
  • 3% Commodity & Energy
  • 1.3% Europe ex UK Equities

Individual holdings

  • 9.1% TROJAN INVESTMENT FUNDS - TROJAN FUND
  • 8.4% MUZINICH GLOBAL TACTICAL CREDIT FUND
  • 6.9% CG CAPITAL VALUE FUND
  • 6% UBS CURRENCY ALLOCATION RETURN STRATEGY
  • 5.8% ACENCIA DEBT STRATEGIES LTD
  • 5.3% BH MACRO LTD
  • 4.7% CF MITON UK SMALLER COMPANIES FUND
  • 4.6% SMITH & WILLIAMSON ENTERPRISE A GBP
  • 4.4% PFS CHELVERTON UK EQUITY INCOME FUND
  • 4.2% PREMIER DEFENSIVE GROWTH