NN (L) Alternative Beta I Cap GBP Hdgi

Ranked 32 out of 42 in - Multi Strategy over 12 months
All calculations are in GBP unless stated

Objective

The sub-fund aims to replicate hedge fund index returns combining a limited set of traditional and liquid financial market betas only, by using sophisticated modelling techniques and by dynamically managing the allocation. For this purpose, exposures to the relevant markets is mainly taken (i.e. at least 2/3 of its net assets) through a broad range of indices by investing in linear (e.g. Total Return Swaps, futures, forwards) and nonlinear derivative financial instruments (e.g. options), cash instruments, fixed income instruments (e.g. cash, money market, bonds, deposits) and investment funds

Showing fund performance in United Kingdom View performance globally

Performance

Multi Strategy over : 31/05/2018 - 31/05/2019
  • Rank 32/42 Total Return
  • Rank 32/42 Standard Deviation
  • Rank 29/42 Max Drawdown
Fund Name Currency Return
30 TM Fulcrum Diversified Absolute Return C GBP Acc GBP

-2.5%

31 UNI-Global - Cross Asset Navigator RAH GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-2.9%

32 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

-3.7%

33 Memnon ARP R GBP GBP

-4.1%

34 Putnam Multi Asset Absolute Return S Acc GBP GBP

-4.4%

Fund Name Currency Risk
30 InRIS CFM Diversified I GBP Hedged

Currency exposure is hedged

Currency exposure is hedged

GBP

6.2

31 TM Fulcrum Diversified Absolute Return C GBP Acc GBP

6.6

32 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

6.6

33 Nordea 1 - Alpha 10 MA HAC GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

6.6

34 BSF Total Advantage Fund D2 GBP Hedged

Currency exposure is hedged

Currency exposure is hedged

GBP

6.8

Fund Name Currency Loss
27 Veritas Global Real Return GBP B GBP

-5.8%

28 Cassiopeia UCITS D GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-5.8%

29 UNI-Global - Cross Asset Navigator RAH GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-6.0%

29 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

-6.0%

31 Quoniam Funds Selion Altern Risk Premia GBP HG IA

Currency exposure is hedged

Currency exposure is hedged

GBP

-6.4%

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 3.9%
2018 -5.2% -0.6% 0.7% 0.7% -5.9%
2017 5.9% 1.5% 0.9% 1.7% 1.7%
2016 2.4% -1.0% 0.4% 2.0% 1.0%
2015 -3.7% 1.3%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Luxembourg
  3. Singapore
  4. Switzerland
  5. United Kingdom

Fund Info

  • Launch date18/05/2015
  • Share Class size04Mn
  • Base currencyEUR
  • ISIN LU1223977775
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment250,000
  • Min. regular additional investment0

Charges

  • Annual management0.50%
  • Initial investment0.50%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).