Fact sheet: Stratton Street Japan Syn Warrant

Fund information

Fund name
Stratton Street Japan Synthetic Warrant USD
Fund company manager
Stratton Street Capital LLP
Fund type
SIB
Fund manager
Trevor Sliwerski
since 27/10/2006
Fund objective
The fund seek geared exposure to the Japanese equity market by creating and holding options to purchase convertible bonds issued by companies listed on Japanese stock exchanges.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Equity

Quick stats

1 Year return

69.82 %

1 Year rank in sector

1/125

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 12.6 m

FE Risk score

399

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %11.35 %69.82 %180.54 %1692.95 %
Sector0.32 %2.34 %4.08 %5.48 %16.86 %
Rank within sector / 15 / 1401 / 1251 / 781 / 54
Quartile th th1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund18.97 %22.32 %64.27 %12.72 %307.06 %
Sector3.91 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector9 / 1365 / 1081 / 854 / 691 / 62
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha37.96
Beta9.48
Sharpe0.96
Volatility45.82
Tracking error43.78
Information ratio1.03
R-Squared0.41

Price movement

52 week high27.97
52 week low14.3
Current bid price0
Current offer price0
Current mid price27.97

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-