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
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

7.32 %

1 Year rank in sector

23/78

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 132.8 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    97.26%
  • Money Market
    2.74%
  • Fixed Interest
    97.26%
  • Money Market
    2.74%
  • Global Fixed Interest
    97.26%
  • Money Market
    2.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.07 %3.19 %7.32 %25.25 %0 %
Sector-0.07 %2.19 %6.23 %9.63 %26.74 %
Rank within sector3 / 9217 / 8923 / 783 / 60 /
Quartile th1 st1 st2 nd1 st th

Calendar performance

YTD-20172016201520142013
Fund3.75 %8.69 %6.68 %9.14 %0 %
Sector4.05 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector52 / 8450 / 712 / 665 / 58 /
Quartile th3 rd3 rd1 st1 st th

Risk statistics

Alpha8.2
Beta0
Sharpe2.38
Volatility1.98
Tracking error5.12
Information ratio0.9
R-Squared0

Price movement

52 week high131.14
52 week low122.48
Current bid price0
Current offer price0
Current mid price131.14

Holdings by region

  • 97.26% International
  • 2.74% Money Market

Holdings by sector

  • 97.26% Fixed Interest
  • 2.74% Money Market

Holdings by asset type

  • 97.26% Global Fixed Interest
  • 2.74% Money Market

Individual holdings

-