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
OEIC
Fund manager(s)
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
6 month LIBOR + 6%
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.94 %

1 Year rank in sector

9/76

Sector

UT Targeted Absolute Return

Yield

0.64

Fund size

£ 72.7 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    45.2%
  • USA
    36.3%
  • Global Emerging Markets
    11.5%
  • Asia
    7%
  • Japanese Large Cap Equities
    25.9%
  • Japanese Small Cap Equities
    19.3%
  • US Equities
    18%
  • Global Emerging Market Equities
    11.5%
  • US Small Cap Equities
    10.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.29 %5.49 %9.94 %19.15 %58.64 %
Sector1.01 %1.83 %3.66 %7.13 %15.49 %
Rank within sector5 / 787 / 789 / 768 / 643 / 50
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund2.64 %9.85 %7.43 %-1.4 %17.24 %
Sector0.9 %2.97 %0.97 %2.2 %2.51 %
Rank within sector7 / 776 / 7611 / 7056 / 642 / 55
Quartile th1 st1 st1 st4 th1 st

Risk statistics

Alpha-1.04
Beta2.82
Sharpe0.22
Volatility7.71
Tracking error6.8
Information ratio0.42
R-Squared0.38

Price movement

52 week high153.837
52 week low134.5393
Current bid price0
Current offer price0
Current mid price153.4654

Holdings by region

  • 45.2% Japan
  • 36.3% USA
  • 11.5% Global Emerging Markets
  • 7% Asia

Holdings by sector

-

Holdings by asset type

  • 25.9% Japanese Large Cap Equities
  • 19.3% Japanese Small Cap Equities
  • 18% US Equities
  • 11.5% Global Emerging Market Equities
  • 10.3% US Small Cap Equities
  • 7% Asia Pacific Equities
  • 6.3% Others
  • 1.7% US Large Cap Equities

Individual holdings

  • 19% ISHARES MSCI JAPAN SMALL CAP UCITS ETF
  • 18% ISHARES CORE MSCI JAPAN IMI UCITS ETF USD
  • 17% PS EQQQ NASDAQ 100 UCITS ETF GBP
  • 12% ISHARES MSCI EMERGING MARKETS UCITS ETF INC USD
  • 12% ISHARES MSCI EMERGING MARKETS UCITS ETF INC USD
  • 10% ISHARES S&P SMALLCAP 600 UCITS ETF