Fact sheet: Stenham Multi Strategy

Fund information

Fund name
Stenham Multi Strategy GBP
Fund company manager
Stenham Asset Management
Fund type
SIB
Fund objective
To provide capital appreciation over the medium to long-term while maintaining a controlled level of risk and volatility. The Fund will invest in a select number of hedge fund managers globally who have the flexibility to invest in a range of assets, capital instruments, markets and strategies. Emphasis is placed on researching, monitoring and reviewing managers to ascertain their suitability for blending together to achieve consistent superior returns with low volatility.
Benchmark
MSCI World
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

4.77 %

1 Year rank in sector

56/151

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 59.8 m

FE Risk score

29

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    12.1%
  • Europe
    10.2%
  • Money Market
    4%
  • Pacific Rim
    1.6%
  • Others
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %2.44 %4.77 %-1.78 %10.37 %
Sector0.83 %1.57 %2.91 %2.6 %8.05 %
Rank within sector / 52 / 16756 / 15178 / 10242 / 76
Quartile th th2 nd2 nd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund4.3 %-5.31 %-2.06 %0.98 %11.43 %
Sector2.64 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector48 / 161110 / 13074 / 10666 / 9118 / 80
Quartile th2 nd4 th3 rd3 rd1 st

Risk statistics

Alpha-1.25
Beta1.3
Sharpe-0
Volatility4.54
Tracking error3.79
Information ratio-0.29
R-Squared0.32

Price movement

52 week high113.973
52 week low107.8054
Current bid price0
Current offer price0
Current mid price113.973

Holdings by region

  • 12.1% North America
  • 10.2% Europe
  • 4% Money Market
  • 1.6% Pacific Rim
  • 0.3% Others

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-