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

11.7 %

1 Year rank in sector

7/73

Sector

UT Targeted Absolute Return

Yield

0.64

Fund size

£ 67.9 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific
    32.6%
  • Japan
    18.8%
  • UK
    14.8%
  • Global Emerging Markets
    11.5%
  • Latin America
    10.3%
  • Asia Pacific ex Japan Equities
    32.6%
  • Japanese Small Cap Equities
    18.8%
  • UK Equities
    14.8%
  • Global Emerging Market Equities
    11.5%
  • American Emerging Equities
    10.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.13 %4.05 %11.7 %20.98 %66.4 %
Sector0.05 %1.37 %3.88 %6.78 %16.97 %
Rank within sector28 / 7810 / 777 / 737 / 612 / 50
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund10.4 %7.43 %-1.4 %17.24 %17.21 %
Sector3.11 %0.97 %2.2 %2.51 %6.51 %
Rank within sector7 / 7611 / 6956 / 642 / 557 / 50
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha-0.5
Beta2.97
Sharpe0.49
Volatility8.14
Tracking error7.12
Information ratio0.65
R-Squared0.42

Price movement

52 week high151.9033
52 week low132.0756
Current bid price0
Current offer price0
Current mid price150.2606

Holdings by region

  • 32.6% Asia Pacific
  • 18.8% Japan
  • 14.8% UK
  • 11.5% Global Emerging Markets
  • 10.3% Latin America
  • 7% Asia
  • 5% Money Market

Holdings by sector

-

Holdings by asset type

  • 32.6% Asia Pacific ex Japan Equities
  • 18.8% Japanese Small Cap Equities
  • 14.8% UK Equities
  • 11.5% Global Emerging Market Equities
  • 10.3% American Emerging Equities
  • 7% Asia Pacific Equities
  • 5% Cash & Cash Equivalents

Individual holdings

  • 19% ISHARES MSCI JAPAN SMALL CAP UCITS ETF
  • 16% ISHARES CORE MSCI PACIFIC EX-JAPAN ETF
  • 16% VANGUARD FTSE DEVELOPED ASPAC EX JAPAN ETF
  • 15% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 15% ISHARES MSCI UK SMALL CAP UCITS ETF
  • 11% ISHARES MSCI EMERGING MARKETS ETF