Fact sheet: Signet Gbl Multi Strategy

Fund information

Fund name
Signet Global Multi Strategy USD
Fund company manager
Signet Capital Management Ltd
Fund type
SIB
Fund manager(s)
Fund objective
The primary objective of the Signet Global Multi-Strategy Fund ("GMS") is to preserve investor capital while generating annual returns in excess of 5% p.a. in USD over a full economic cycle, combined with relatively low volatility and limited correlation to equity and bond markets. GMS' investments are based on a combination of forward-looking, top-down selection of economic and market drivers and detailed bottom-up selection of investment instruments. While investing in a wide array of investment styles and asset classes the GMS' core portfolio tends to be geared towards income generating instruments.
Benchmark
HFRI FOF Index
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

1.47 %

1 Year rank in sector

113/155

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 19.1 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    51%
  • Europe
    20%
  • USA
    12%
  • Asia Pacific ex Japan
    7%
  • Money Market
    6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.33 %1.47 %0.35 %8.71 %
Sector0.28 %1.82 %4.24 %3.23 %9.67 %
Rank within sector / 119 / 173113 / 15568 / 10151 / 78
Quartile th th3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.06 %0.91 %-2.59 %3.61 %3.6 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector98 / 16158 / 12775 / 10251 / 8944 / 79
Quartile th3 rd2 nd3 rd3 rd3 rd

Risk statistics

Alpha0.15
Beta0.01
Sharpe-0
Volatility3.63
Tracking error4.14
Information ratio-0.3
R-Squared0

Price movement

52 week high153.4981
52 week low149.4017
Current bid price0
Current offer price0
Current mid price153.1231

Holdings by region

  • 51% International
  • 20% Europe
  • 12% USA
  • 7% Asia Pacific ex Japan
  • 6% Money Market
  • 4% Latin America

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-