Fact sheet: VT iFunds Absolute Rtn Green

Fund information

Fund name
VT iFunds Absolute Return Green A Acc
Fund company manager
Valu-Trac Investment Managemen
Fund type
OIC
Fund objective
The Fund aims to deliver a level of return over rolling three year periods equivalent to cash (as measured by 6 month LIBOR) plus 5% per annum, before fees and charges. There is no guarantee that a positive return will be achieved over this, or any period, and capital is at risk. The annualised volatility for the Fund is expected to be 7% per annum irrespective of general equity and bond market conditions.
Benchmark
No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

15.26 %

1 Year rank in sector

7/71

Sector

UT Targeted Absolute Return

Yield
-
Fund size

£ 7.3 m

FE Risk score

51

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    64%
  • Europe
    28.6%
  • Money Market
    7.4%
  • UK Gilts
    47.8%
  • European Property
    9.6%
  • UK Mid Cap Companies
    9.3%
  • Cash & Cash Equivalents
    7.4%
  • UK Equities
    6.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.53 %4.6 %15.26 %23.02 %42.83 %
Sector0.4 %2.49 %5.07 %7.68 %18.8 %
Rank within sector32 / 7817 / 777 / 715 / 579 / 49
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund4.5 %7.43 %-1.04 %12.43 %13.22 %
Sector2.23 %0.97 %2.2 %2.51 %6.51 %
Rank within sector13 / 7712 / 7054 / 644 / 5511 / 50
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha1.85
Beta1.92
Sharpe0.54
Volatility6.17
Tracking error5.41
Information ratio0.76
R-Squared0.29

Price movement

52 week high139.4775
52 week low120.3025
Current bid price0
Current offer price0
Current mid price138.6487

Holdings by region

  • 64% UK
  • 28.6% Europe
  • 7.4% Money Market

Holdings by sector

-

Holdings by asset type

  • 47.8% UK Gilts
  • 9.6% European Property
  • 9.3% UK Mid Cap Companies
  • 7.4% Cash & Cash Equivalents
  • 6.9% UK Equities
  • 6.7% European Small Cap Equity
  • 6.2% European Mid Cap Equity
  • 6.1% European Large Cap Equity

Individual holdings

  • 18% ISHARES UK GILTS 0-5YR UCITS ETF
  • 17% SSGA SPDR BARCLAYS 1-5 YEAR GILT UCITS ETF
  • 17% SSGA SPDR BARCLAYS 1-5 YEAR GILT UCITS ETF
  • 13% ISHARES CORE UK GILTS UCITS ETF
  • 10% DB X-TRACKERS FTSE EPRA/NAREIT DEVELOPED EUROPE REAL ESTATE UCITS ETF (DR) 1C EUR
  • 9% ISHARES FTSE 250 UCITS ETF GBP
  • 9% ISHARES FTSE 250 UCITS ETF GBP