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NN (L) Alternative Beta I Cap GBP Hdgi

Ranked 11 out of 26 in - Multi Strategy over 36 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 : 31/12/2015 - 31/12/2018
  • Rank 11/26 Total Return
  • Rank 9/26 Standard Deviation
  • Rank 8/26 Max Drawdown
Fund Name Currency Return
9 Franklin K2 Alternative Strategies I (acc) GBP-H1

Currency exposure is hedged

Currency exposure is hedged

GBP

5.0%

10 GAM Systematic Alternative Risk Premia GBP Ins Acc GBP

2.9%

11 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

2.8%

12 Wellington Multi-Asset Absolute Ret S Acc Hdg

Currency exposure is hedged

Currency exposure is hedged

GBP

2.5%

13 Blackstone Diversified Multi-Strategy I (GBP) Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

0.1%

Fund Name Currency Risk
7 Blackstone Diversified Multi-Strategy I (GBP) Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

3.7

8 UNI-Global - Cross Asset Navigator RAH GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

3.7

9 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

3.8

10 SLI Glo SICAV Glbl Abs Rtn Strategies A Acc GBP H

Currency exposure is hedged

Currency exposure is hedged

GBP

3.8

11 Standard Life Inv Glo Abs Ret Strategies Inst Acc GBP

3.9

Fund Name Currency Loss
6 TM Fulcrum Diversified Absolute Return C GBP Acc GBP

-5.6%

7 Insight Global Absolute Return Inst W Acc GBP

-6.3%

8 NN (L) Alternative Beta I Cap GBP Hdgi

Currency exposure is hedged

Currency exposure is hedged

GBP

-6.4%

9 GAM Star Flexible Global Portfolio GBP Acc GBP

-6.5%

10 UNI-Global - Cross Asset Navigator RAH GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-6.7%

Total Return

Quarterly Performance

to 31/12/2018 Annual Q1 Q2 Q3 Q4
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 size21Mn
  • 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).