Fact sheet: Sanlam FOUR Ml Strategy

Fund information

Fund name
Sanlam FOUR Multi Strategy A Acc GBP
Fund company manager
Sanlam FOUR Investments UK Ltd
Fund type
SIB
Fund manager
Mike Pinggera
since 31/01/2013
Fund objective
The primary objective of the fund is to deliver an “equity like” return over the long-term with a less volatile profile over the short-term. The long-term “equity like” return is defined as the Consumer Price Index plus 4% per annum over rolling five-year periods, whilst short-term low volatility target is defined as a positive absolute return over rolling 3 year periods. The Fund focuses on these objectives through a diversified portfolio that combines attractive long-term investment themes, systematic strategies and embedded portfolio protection.
Benchmark
CPI plus 4%
Investment style
Flexible,Absolute Return,Growth
Investment method
None

Quick stats

1 Year return

5.96 %

1 Year rank in sector

28/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 137.4 m

FE Risk score

29

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.14 %2.68 %5.96 %9.41 %0 %
Sector0.25 %1.15 %2.56 %3.19 %9.61 %
Rank within sector94 / 15636 / 15328 / 14018 / 99 /
Quartile th3 rd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund5.04 %5.3 %1.37 %-1.95 %0 %
Sector2.29 %0.66 %0.69 %1.2 %3.58 %
Rank within sector25 / 14821 / 13038 / 11270 / 87 /
Quartile th1 st1 st2 nd4 th th

Risk statistics

Alpha1.15
Beta1.64
Sharpe-0
Volatility4.05
Tracking error2.99
Information ratio0.6
R-Squared0.53

Price movement

52 week high11.0444
52 week low10.2821
Current bid price0
Current offer price0
Current mid price11.0094

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 5.17% EUROPEAN INVESTMENT BANK FRN 17/02/20 GBP1000
  • 4.15% ANGLIAN WATER SERVICES FINANCING 5.5% FR UNWPD BDS 10/10/40 GBP B
  • 3.98% SAINSBURY(J) 6.5% UNDATED BDS GBP1000 REG S
  • 3.84% HSBC HLDGS CALL SUB 6.375%/FLTG RT NTS 18/10/22 GBP
  • 3.83% ING BANK NV LONDON 6.875% BDS 29/05/23 GBP50000
  • 3.76% HICL INFRASTRUCTURE
  • 3.71% 3I GROUP 6.875% BDS 9/3/23 GBP1000
  • 3.65% SANTANDER UK PLC FR CVD BDS 08/07/19 GBP1000
  • 3.53% BHP BILLITON FINANCE 6.5% SUB NC7 RST NTS 22/10/77 GBP100000
  • 3.46% NATIONAL AUSTRALIA BANK 7.125% BDS 12/06/23 GBP50000