Fact sheet: TwentyFour Inc Ltd

Fund information

Fund name
TwentyFour Income Limited Ord
Fund company manager
TwentyFour Asset Management LL
Fund type
ITR
Fund manager
Ben Hayward
since 06/03/2013
Fund objective
The Fund aims to generate attractive risk adjusted returns principally through income distributions.
Benchmark
No Specified Index
Investment style
-
Investment method
-

Performance snapshot

Quick stats

1 Year return

18.52 %

1 Year rank in sector

9/24

Sector

IT Debt

Yield

5.7413

Fund size

£ 481.9 m

FE Risk score

65

NAV

114.52

Discount/Premium

+6.3133

Gearing

100

Top in sector

Holdings snapshot

  • Europe
    93.44%
  • Money Market
    6.56%
  • Asset/Mortgage-Backed Securities
    92.62%
  • Cash & Cash Equivalents
    7.2%
  • Loan Stocks
    0.18%
  • European Fixed Interest
    93.44%
  • Money Market
    6.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.74 %11.48 %19.31 %16.22 %0 %
Sector1.78 %6.71 %18.2 %16.06 %26.73 %
Rank within sector6 / 277 / 259 / 248 / 13 /
Quartile th1 st2 nd2 nd3 rd th

Calendar performance

YTD-20172016201520142013
Fund11.48 %6.36 %-6.53 %14.63 %0 %
Sector6.57 %11.29 %-2.57 %2.38 %9.15 %
Rank within sector7 / 2511 / 2310 / 141 / 10 /
Quartile th2 nd2 nd3 rd1 st th

Risk statistics

Alpha-0.19
Beta1
Sharpe0.13
Volatility7.05
Tracking error5.19
Information ratio-0.06
R-Squared0.46

Price movement

52 week high121.75
52 week low104.25
Current bid price120.25
Current offer price121.75
Current mid price121.75

Holdings by region

  • 93.44% Europe
  • 6.56% Money Market

Holdings by sector

  • 92.62% Asset/Mortgage-Backed Securities
  • 7.2% Cash & Cash Equivalents
  • 0.18% Loan Stocks

Holdings by asset type

  • 93.44% European Fixed Interest
  • 6.56% Money Market

Individual holdings

  • 3.47% WARW 1
  • 3.37% OPTOM 1
  • 3.16% CBFLU 1
  • 3.13% WARW 2
  • 2.95% SCGC 2015-1
  • 2.52% LUSI 5
  • 2.51% HLAE 2016-1
  • 2.49% AURUS 2016-1
  • 2.04% TPMF 2016-GR1
  • 1.97% JUBIL 2016-17