Fact sheet: VT Turcan Connell Abs Rtn Pfl

Fund information

Fund name
VT Turcan Connell Absolute Return Portfolio Acc
Fund company manager
Valu-Trac Investment Managemen
Fund type
OIC
Fund objective
To provide a positive capital return over a 12 month period ,regardless of market conditions ,with a low level of realised volatility.
Benchmark
3 Month LIBOR +2%
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

2.89 %

1 Year rank in sector

48/71

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 41.3 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    39.5083%
  • Ireland
    27.4596%
  • Luxembourg
    13.2015%
  • Money Market
    12.0991%
  • Guernsey
    7.7316%
  • Hedge
    46.16%
  • Global Fixed Interest
    30.91%
  • Money Market
    11.09%
  • Alternative Investment Strategies
    5.85%
  • Property
    5.83%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.94 %1.77 %2.89 %7.9 %20.85 %
Sector0.4 %2.49 %5.07 %7.68 %18.8 %
Rank within sector18 / 7839 / 7748 / 7130 / 5724 / 49
Quartile th1 st3 rd3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.59 %-1.93 %2.49 %3.28 %8.64 %
Sector2.23 %0.97 %2.2 %2.51 %6.51 %
Rank within sector40 / 7755 / 7027 / 6431 / 5518 / 50
Quartile th3 rd4 th2 nd3 rd2 nd

Risk statistics

Alpha2.23
Beta0.01
Sharpe-0
Volatility3.95
Tracking error7.03
Information ratio-0.72
R-Squared0

Price movement

52 week high117.6209
52 week low112.1143
Current bid price0
Current offer price0
Current mid price115.5845

Holdings by region

  • 39.5083% UK
  • 27.4596% Ireland
  • 13.2015% Luxembourg
  • 12.0991% Money Market
  • 7.7316% Guernsey

Holdings by sector

-

Holdings by asset type

  • 46.16% Hedge
  • 30.91% Global Fixed Interest
  • 11.09% Money Market
  • 5.85% Alternative Investment Strategies
  • 5.83% Property
  • 0.16% Options

Individual holdings

  • 9.05% ARGONAUT FP ARGONAUT ABSOLUTE RETURN I ACC GBP
  • 8.73% HERMES MULTI STRATEGY CREDIT F DIS GBP
  • 8.64% OLD MUTUAL GLOBAL EQUITY ABSOLUTE RETURN R HEDGED ACC GBP
  • 8.41% CF ODEY ABSOLUTE RETURN INST GBP
  • 8.16% JPM GLOBAL MACRO OPPORTUNITIES C ACC
  • 7.91% JUPITER ABSOLUTE RETURN I ACC
  • 7.73% AXIOM AXIOM EUROPEAN FINANCIAL DEBT FUND LIMITED ORD
  • 7.51% BLUEBAY FUNDS MANAGEMENT CO SA BLUEBAY FINANCIAL CAPITAL BD K GBP
  • 6.61% NOMURA GLOBAL DYNAMIC BOND ID HEDGED GBP
  • 5.69% SG ISSUER WTS LKD NTS 22/12/17(SGA NV)GBP1