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(s)
Douglas Charleston
since 01/07/2013
Rob Ford
since 06/03/2013
Aza Teeuwen
since 06/03/2013
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.21 %

1 Year rank in sector

8/24

Sector

IT Debt

Yield

5.8494

Fund size

£ 473.0 m

FE Risk score

67

NAV

115.75

Discount/Premium

+3.2397

Gearing

100

Top in sector

Holdings snapshot

  • Europe
    99.02%
  • Money Market
    0.98%
  • Asset/Mortgage-Backed Securities
    98.85%
  • Money Market
    0.98%
  • Loan Stocks
    0.17%
  • European Fixed Interest
    99.02%
  • Money Market
    0.98%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund4.53 %4.62 %13.21 %11.56 %0 %
Sector0.86 %2.64 %6.27 %16.26 %24.25 %
Rank within sector1 / 288 / 288 / 2411 / 14 /
Quartile th1 st2 nd2 nd4 th th

Calendar performance

YTD-20172016201520142013
Fund12.21 %6.36 %-6.53 %14.63 %0 %
Sector6.58 %11.29 %-2.57 %2.38 %9.15 %
Rank within sector8 / 2511 / 2310 / 141 / 10 /
Quartile th2 nd2 nd3 rd1 st th

Risk statistics

Alpha-1.64
Beta0.97
Sharpe-0
Volatility6.92
Tracking error5.1
Information ratio-0.37
R-Squared0.45

Price movement

52 week high121.75
52 week low107
Current bid price119.5
Current offer price120.5
Current mid price119.5

Holdings by region

  • 99.02% Europe
  • 0.98% Money Market

Holdings by sector

  • 98.85% Asset/Mortgage-Backed Securities
  • 0.98% Money Market
  • 0.17% Loan Stocks

Holdings by asset type

  • 99.02% European Fixed Interest
  • 0.98% Money Market

Individual holdings

  • 4.36% WARW 2
  • 4.03% WARW 1
  • 3.21% SCGC 2015-1
  • 3.05% CBFLU 1
  • 2.92% CASTE 2017-1
  • 2.41% TPMF 2017-A11
  • 2.34% INTS 3
  • 2.33% HLAE 2016-1
  • 2.13% AURUS 2017-1
  • 2.08% RLOC 2007-1