Fact sheet: VT iFunds Absolute Rtn Orange

Fund information

Fund name
VT iFunds Absolute Return Orange 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 6% 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 9% 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

17.85 %

1 Year rank in sector

5/71

Sector

UT Targeted Absolute Return

Yield

0.64

Fund size

£ 64.9 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    46%
  • UK
    45.6%
  • Money Market
    8.4%
  • European Equities
    31.8%
  • UK Equities
    27.2%
  • UK Gilts
    18.4%
  • European Property
    14.2%
  • Cash & Cash Equivalents
    8.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.78 %6.24 %17.38 %27.78 %58.71 %
Sector0.04 %2.21 %4.6 %7.72 %18.54 %
Rank within sector71 / 786 / 775 / 713 / 573 / 49
Quartile th4 th1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund7.02 %7.43 %-1.4 %17.24 %17.21 %
Sector2.11 %0.97 %2.2 %2.51 %6.51 %
Rank within sector3 / 7711 / 7056 / 642 / 557 / 50
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha1.93
Beta2.55
Sharpe0.65
Volatility7.75
Tracking error6.89
Information ratio0.84
R-Squared0.33

Price movement

52 week high148.0693
52 week low125.4547
Current bid price0
Current offer price0
Current mid price145.6644

Holdings by region

  • 46% Europe
  • 45.6% UK
  • 8.4% Money Market

Holdings by sector

-

Holdings by asset type

  • 31.8% European Equities
  • 27.2% UK Equities
  • 18.4% UK Gilts
  • 14.2% European Property
  • 8.4% Cash & Cash Equivalents

Individual holdings

  • 18% ISHARES CORE UK GILTS UCITS ETF
  • 15% ISHARES FTSE 250 UCITS ETF GBP
  • 15% ISHARES FTSE 250 UCITS ETF GBP
  • 14% DB X-TRACKERS FTSE EPRA/NAREIT DEVELOPED EUROPE REAL ESTATE UCITS ETF (DR) 1C EUR
  • 12% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 12% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 11% ISHARES EURO STOXX MID UCITS ETF