Fact sheet: SVS Church House TenaxARStra

Fund information

Fund name
SVS Church House Tenax Absolute Return Strategies A Acc
Fund company manager
Church House Investment Mgmt
Fund type
OIC
Fund manager
Jeremy Wharton
since 22/11/2007
Fund objective
Tenax has an absolute return objective, aiming to achieve positive returns over rolling twelve-month periods at low levels of volatility. Capital invested in the Fund is at risk, there is no guarantee that a positive return will be achieved over a rolling twelve-month, or any other, period.
Benchmark
LIBOR GBP 3 month
Investment style
Absolute Return,Aggressive
Investment method
None

Performance snapshot

Quick stats

1 Year return

8.09 %

1 Year rank in sector

19/71

Sector

UT Targeted Absolute Return

Yield

0.71

Fund size

£ 107.0 m

FE Risk score

16

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    55.8%
  • Not Specified
    32.8%
  • International
    11.4%
  • Floating Rate Notes
    35.5%
  • Fixed Interest
    21.4%
  • Money Market
    20.3%
  • Equities
    11.4%
  • Infrastructure
    4%
  • Money Market
    55.8%
  • Global Fixed Interest
    21.4%
  • International Equities
    11.4%
  • Others
    4%
  • Property
    3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.59 %2.81 %8.02 %14.71 %30.61 %
Sector0.8 %2.92 %4.18 %7.9 %18.98 %
Rank within sector40 / 7731 / 7419 / 7118 / 5615 / 48
Quartile th3 rd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.92 %7.57 %1.3 %5.98 %5.16 %
Sector2.07 %0.97 %2.2 %2.51 %6.51 %
Rank within sector35 / 7710 / 7038 / 6413 / 5530 / 50
Quartile th2 nd1 st3 rd1 st3 rd

Risk statistics

Alpha1.81
Beta1.17
Sharpe0.45
Volatility2.66
Tracking error1.79
Information ratio1.23
R-Squared0.56

Price movement

52 week high153.6
52 week low141.6
Current bid price0
Current offer price0
Current mid price153.6

Holdings by region

  • 55.8% Money Market
  • 32.8% Not Specified
  • 11.4% International

Holdings by sector

  • 35.5% Floating Rate Notes
  • 21.4% Fixed Interest
  • 20.3% Money Market
  • 11.4% Equities
  • 4% Infrastructure
  • 3% Property
  • 1.5% Convertibles
  • 1.5% Index Linked
  • 1.4% Mutual Funds

Holdings by asset type

  • 55.8% Money Market
  • 21.4% Global Fixed Interest
  • 11.4% International Equities
  • 4% Others
  • 3% Property
  • 1.5% Convertibles
  • 1.5% Global Index Linked
  • 1.4% Hedge

Individual holdings

  • 5.7% UK TREASURY 1% 07/09/2017
  • 3.4% EIB FRN 1.375% 01/2018
  • 2.3% EIB FRN 02/2020
  • 2.3% EIB FRN 05/2018
  • 2% EIB FRN 04/2019
  • 2% LEEDS COVERED 02/2018
  • 1.9% JPM LT11 05/2017
  • 1.7% COVENTRY B/S COVERED FRN 03/2020
  • 1.7% GENERAL ELECTRIC CO. 4.125% NTS 15/05/17 MXN25000
  • 1.7% GS CMS LINKED REVERSE CONV 02/2018