Fact sheet: TwentyFour Asset Backed Income

Fund information

Fund name
TwentyFour Asset Backed Income A Inc GBP
Fund company manager
TwentyFour Asset Management LL
Fund type
OIC
Fund manager
Douglas Charleston
since 17/06/2013
Fund objective
The Fund aims to provide an attractive level of income along with an opportunity for capital growth.
Benchmark
LIBOR GBP 3 month
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

12.62 %

1 Year rank in sector

69/106

Sector

UT Specialist

Yield
-
Fund size

£ 146.1 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    35.38%
  • International
    35.33%
  • Italy
    8.06%
  • Germany
    6.57%
  • Money Market
    6.27%
  • Asset/Mortgage-Backed Securities
    87.49%
  • Cash & Cash Equivalents
    6.27%
  • Mutual Funds
    6.05%
  • Loan Stocks
    0.19%
  • UK Fixed Interest
    35.38%
  • Global Fixed Interest
    35.33%
  • Italian Fixed Interest
    8.06%
  • German Fixed Interest
    6.57%
  • Money Market
    6.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.75 %7.64 %12.64 %11.91 %0 %
Sector0.51 %5.85 %18.47 %19.77 %38.19 %
Rank within sector52 / 10846 / 10669 / 10668 / 99 /
Quartile th2 nd2 nd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund7.44 %3.61 %-0.09 %11.57 %0 %
Sector4.25 %22.72 %-4.47 %1.15 %4.5 %
Rank within sector40 / 10690 / 10545 / 10113 / 97 /
Quartile th2 nd4 th2 nd1 st th

Risk statistics

Alpha3.69
Beta0.06
Sharpe0.08
Volatility5.61
Tracking error10.52
Information ratio-0.3
R-Squared0.01

Price movement

52 week high1.1998
52 week low1.0837
Current bid price0
Current offer price0
Current mid price1.1998

Holdings by region

  • 35.38% UK
  • 35.33% International
  • 8.06% Italy
  • 6.57% Germany
  • 6.27% Money Market
  • 3.6% Portugal
  • 3.54% Netherlands
  • 1.25% Spain

Holdings by sector

  • 87.49% Asset/Mortgage-Backed Securities
  • 6.27% Cash & Cash Equivalents
  • 6.05% Mutual Funds
  • 0.19% Loan Stocks

Holdings by asset type

  • 35.38% UK Fixed Interest
  • 35.33% Global Fixed Interest
  • 8.06% Italian Fixed Interest
  • 6.57% German Fixed Interest
  • 6.27% Money Market
  • 3.6% Portuguese Fixed Interest
  • 3.54% Dutch Fixed Interest
  • 1.25% Spanish Fixed Interest

Individual holdings

  • 6.05% UKML
  • 4.57% ARBR 2014-2
  • 3.12% INTS 3
  • 2.83% LUSI 5
  • 2.48% RMS 25
  • 2.36% ARBR 3
  • 2.36% CBFLU 1
  • 2.35% OPTOM 1
  • 2.35% SCGC 2015-1
  • 2.14% DRYD 2014-35