Fact sheet: TwentyfourSelctMnthlyIncFd 1P

Fund information

Fund name
Twentyfour Select Monthly Income Fund Limited Ord 1P
Fund company manager
TwentyFour Asset Management LL
Fund type
ITR
Fund manager
Pierre Beniguel
since 22/04/2014
Fund objective
The fund aims to generate attractive risk-adjusted returns, principally through income distributions, by investing in a diversified portfolio of fixed income credit products.
Benchmark
-
Investment style
-
Investment method
Money Market,Fixed Interest

Performance snapshot

Quick stats

1 Year return

21.1 %

1 Year rank in sector

6/24

Sector

IT Debt

Yield

6.9037

Fund size

£ 158.1 m

FE Risk score

69

NAV

95.02

Discount/Premium

+4.4517

Gearing

100

Top in sector

Holdings snapshot

  • Europe
    44.48%
  • UK
    41.04%
  • North America
    9.56%
  • Money Market
    3.27%
  • South America
    1.65%
  • B
    44.36%
  • BB
    24.54%
  • Non-Rated
    19%
  • BBB
    4.74%
  • CCC
    4.1%
  • European Fixed Interest
    44.48%
  • UK Fixed Interest
    41.04%
  • North American Fixed Interest
    9.56%
  • Money Market
    3.27%
  • American Emerging Fixed Interest
    1.65%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.02 %13.77 %21.1 %17.24 %0 %
Sector1.78 %6.71 %18.2 %16.06 %26.73 %
Rank within sector12 / 274 / 256 / 246 / 13 /
Quartile th2 nd1 st1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund13.15 %3.97 %3.34 %0 %0 %
Sector6.57 %11.29 %-2.57 %2.38 %9.15 %
Rank within sector4 / 2515 / 236 / 14 / /
Quartile th1 st3 rd2 nd th th

Risk statistics

Alpha-1.62
Beta1.53
Sharpe0.21
Volatility9.19
Tracking error6.1
Information ratio0.1
R-Squared0.63

Price movement

52 week high99.75
52 week low83.75
Current bid price98.5
Current offer price99.75
Current mid price99.25

Holdings by region

  • 44.48% Europe
  • 41.04% UK
  • 9.56% North America
  • 3.27% Money Market
  • 1.65% South America

Holdings by sector

  • 44.36% B
  • 24.54% BB
  • 19% Non-Rated
  • 4.74% BBB
  • 4.1% CCC
  • 3.27% AAA

Holdings by asset type

  • 44.48% European Fixed Interest
  • 41.04% UK Fixed Interest
  • 9.56% North American Fixed Interest
  • 3.27% Money Market
  • 1.65% American Emerging Fixed Interest

Individual holdings

  • 3% NWIDE 10.25 PERP CCDS
  • 2.39% COVBS 6.375 PERP
  • 2.3% SANUK 10.375
  • 2.28% AVOCA 11X F
  • 2.11% JUBIL 2014-12X F
  • 1.95% BRACKN 10.5 11/15/21 REGS
  • 1.79% ARGID 6.625 09/15/23 REGS
  • 1.78% CS 7.5 PERP REGS
  • 1.69% ALDMRE 11.875 PERP
  • 1.69% CBFLU 1 MEZZ