Fact sheet: Twelve Falcon Ins Opprtns

Fund information

Fund name
Twelve Falcon Insurance Opportunities I USD
Fund company manager
Falcon Fund Management (Lux)
Fund type
SIB
Fund manager(s)
Twelve Capital AG, Zürich
since 07/11/2013
Fund objective
The Twelve-Falcon Insurance Opportunities Fund invests in CAT bonds, which are issued to offer protection to the sponsor in case of an insured catastrophic event. The Fund invests opportunistically, which means with no allocation restrictions to risk perils. Hence, it is more flexible in selecting its investments that leads to enhanced return expectations.
Benchmark
Citigroup USD 3M Eurodeposit in USD
Investment style
High Yield
Investment method
Fixed Interest

Quick stats

1 Year return

-4.52 %

1 Year rank in sector

81/84

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 152.3 m

FE Risk score

233

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    90.18%
  • Money Market
    9.82%
  • Fixed Interest
    90.18%
  • Money Market
    9.82%
  • Global Fixed Interest
    90.18%
  • Money Market
    9.82%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.38 %-6.76 %-4.52 %10.5 %0 %
Sector0.72 %2.08 %5.01 %15.29 %21.02 %
Rank within sector1 / 9991 / 9181 / 8453 / 65 /
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Calendar performance

YTD-20182017201620152014
Fund2.18 %-6.46 %8.69 %6.68 %9.14 %
Sector0.56 %5.21 %11.43 %-2.49 %1.36 %
Rank within sector1 / 9782 / 8349 / 712 / 655 / 55
Quartile th1 st4 th3 rd1 st1 st

Risk statistics

Alpha2.77
Beta0.07
Sharpe-0
Volatility8.1
Tracking error9.05
Information ratio-0.19
R-Squared0

Price movement

52 week high131.99
52 week low100.8
Current bid price0
Current offer price0
Current mid price120.81

Holdings by region

  • 90.18% International
  • 9.82% Money Market

Holdings by sector

  • 90.18% Fixed Interest
  • 9.82% Money Market

Holdings by asset type

  • 90.18% Global Fixed Interest
  • 9.82% Money Market

Individual holdings

-