Fact sheet: Stan Life Inv GlAbsRtStr

Fund information

Fund name
Standard Life Investments Global Absolute Return Strategies Ret Platform 1 Acc
Fund company manager
Standard Life Investments
Fund type
UKA
Fund manager(s)
Multi Asset Investing Team
since 29/01/2008
Fund objective
The Standard Life Investments Global Absolute Return Strategies Fund aims to provide positive investment returns in all market conditions over the medium to long term. The fund is actively managed, with a wide investment remit to target a level of return over rolling three-year periods equivalent to cash plus five percent a year, gross of fees. It exploits market inefficiencies through active allocation to a diverse range of market positions. The fund uses a combination of traditional assets (such as equities and bonds) and investment strategies based on advanced derivative techniques, resulting in a highly diversified portfolio. The fund can take long and short positions in markets, securities and groups of securities through derivative contracts.
Benchmark
6 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.49 %

1 Year rank in sector

38/73

Sector

UT Targeted Absolute Return

Yield

1.23

Fund size

£ 22.6 b

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hedge
    100%
  • Hedge
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.91 %0.81 %2.49 %5 %15.2 %
Sector0.81 %2.1 %3.2 %9.39 %16.55 %
Rank within sector29 / 7850 / 7638 / 7345 / 5930 / 50
Quartile th2 nd3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund1.19 %-2.68 %2.83 %5.55 %6.8 %
Sector3.09 %0.97 %2.2 %2.51 %6.51 %
Rank within sector57 / 7657 / 6922 / 6418 / 5521 / 50
Quartile th3 rd4 th2 nd2 nd2 nd

Risk statistics

Alpha-3.38
Beta1.72
Sharpe-0
Volatility4.28
Tracking error3.26
Information ratio-0.54
R-Squared0.51

Price movement

52 week high59.15
52 week low56.77
Current bid price0
Current offer price0
Current mid price58.75

Holdings by region

-

Holdings by sector

  • 100% Hedge

Holdings by asset type

  • 100% Hedge

Individual holdings

-