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

-2.79 %

1 Year rank in sector

67/80

Sector

UT Targeted Absolute Return

Yield

0.64

Fund size

£ 64.3 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    34.7%
  • UK
    27.8%
  • USA
    16.2%
  • Japan
    16.1%
  • Money Market
    5.2%
  • Commodity & Energy
    35%
  • UK Equities
    33.5%
  • US Equities
    29.1%
  • Cash & Cash Equivalents
    2.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.65 %-6.52 %-2.79 %12.42 %29.7 %
Sector0.25 %-1.24 %0.58 %3.65 %10.59 %
Rank within sector21 / 8376 / 8067 / 8012 / 717 / 55
Quartile th2 nd4 th4 th1 st1 st

Calendar performance

YTD-20182017201620152014
Fund-5.19 %9.85 %7.43 %-1.4 %17.24 %
Sector-0.37 %2.97 %0.97 %2.2 %2.51 %
Rank within sector76 / 806 / 7811 / 7256 / 662 / 57
Quartile th4 th1 st1 st4 th1 st

Risk statistics

Alpha0.81
Beta2.51
Sharpe0.13
Volatility7.77
Tracking error6.96
Information ratio0.42
R-Squared0.31

Price movement

52 week high153.837
52 week low137.7879
Current bid price0
Current offer price0
Current mid price141.7579

Holdings by region

  • 34.7% Not Specified
  • 27.8% UK
  • 16.2% USA
  • 16.1% Japan
  • 5.2% Money Market

Holdings by sector

-

Holdings by asset type

  • 35% Commodity & Energy
  • 33.5% UK Equities
  • 29.1% US Equities
  • 2.4% Cash & Cash Equivalents

Individual holdings

  • 18% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 18% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 18% LYXOR INTL ASSET MANAGEMENT
  • 16% SPDR S&P 400 US MID CAP UCITS ETF
  • 13% PS EQQQ NASDAQ 100 UCITS ETF GBP
  • 11% ISHARES OIL & GAS EXPLORATION & PRODUCTION UCITS ETF CHF