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Old Mutual Global Equity Abs Return EUR A Acc Hdgd

Ranked 39 out of 74 in - Market Neutral over 12 months
All calculations are in EUR unless stated

Managed by

Amadeo Alentorn

Amadeo Alentorn joined Old Mutual in 2005. He is a fund manager in the global equities team, and is also responsible for directing the quantitative research programme. He has extensive experience in investment, quantitative research and software development. Prior to joining Old Mutual, he developed simulation models for systemic and liquidity risk at the Bank of England (2004-2005), and worked as a software developer for CAD systems (2001-2004) and for robotic applications (1998-1999). Amadeo holds a BEng in Robotics (2000) from the University of Plymouth, an MSc in Computer Science (2001) and a PhD in Computational Finance (2006) from the University of Essex. During his doctoral research he developed a new option pricing model based on extreme value theory. He is a CFA charterholder.

Ian Heslop

Ian Heslop was born in South Shields in the United Kingdom in the early seventies. He holds a BA in chemistry from Oxford University and a PhD in medicinal chemistry from Edinburgh University. He started his career in the financial industry in 1997 when he joined Barclays Global Investors. After three years he then joined Old Mutual Asset Management is currently head of quantitative strategies. Ian is a member of ASIP and outside of fund management he likes to unwind by playing squash and football.

Mike Servent

Mike Servent joined OMGI in November 2004 from Barra International where he was a senior consultant specialising in the implementation of multi asset-class risk systems. Prior to this he spent five years with COR Risk Solutions, which developed optimisation, backtesting and modelling software. At COR he worked as commercial development manager as well as undertaking research projects with various clients. Mike has an MA in physics from Oxford University.

Objective

The objective of the Fund is capital appreciation while closely controlling risk. In addition, the Fund intends to deliver absolute returns that have a low correlation with equity and bond markets. The Fund aims to achieve its investment objective by investing primarily in a portfolio of equity securities of companies located worldwide and listed or traded on Recognised Exchanges and by pursuing the strategy detailed below. It is not proposed to concentrate investments in any one geographical region or sector. The Fund aims to deliver an absolute return over rolling 12 month periods, in other words, at any one time the portfolio of the Fund will typically be constructed with reference to an investment horizon of no greater than 12 months.

Showing fund performance in Switzerland View performance globally

Performance

Market Neutral over : 31/08/2017 - 31/08/2018
  • Rank 39/74 Total Return
  • Rank 54/74 Standard Deviation
  • Rank 48/74 Max Drawdown
Fund Name Currency Return
37 Pictet TR - Diversified Alpha-P EUR EUR

-0.6%

38 ZEST North America Pairs Rel R C EUR

-0.6%

39 Old Mutual Global Equity Abs Return EUR A Acc Hdgd

Currency exposure is hedged

Currency exposure is hedged

EUR

-0.9%

40 Exane Funds 1 - Templiers A EUR

-1.0%

41 UBI SICAV - Beta Neutral I EUR

-1.0%

Fund Name Currency Risk
52 FT Alpha Europe Market Neutral (IT) EUR

4.6

53 Mandelbrot Market Neutral Germany EUR

4.7

54 Old Mutual Global Equity Abs Return EUR A Acc Hdgd

Currency exposure is hedged

Currency exposure is hedged

EUR

4.7

55 Man Numeric Market Neutral Alternative IN H EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

4.7

56 KLS Zebra Global Equity Beta Neutral SP EUR EUR

4.8

Fund Name Currency Loss
46 JL Equity Market Neutral A EUR

-4.3%

47 Pictet TR - Phoenix HP EUR dy

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.4%

48 Old Mutual Global Equity Abs Return EUR A Acc Hdgd

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.5%

49 RAM (Lux) SF-Long/Short Emerging Mkts Eq EH

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.5%

50 Soprarno Relative Value A EUR

-4.7%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 2.8% -3.2%
2017 5.2% 0.4% -0.6% 5.1% 0.3%
2016 1.0% -0.8% -1.7% -0.1% 3.8%
2015 3.0% -1.6% 0.2% 3.0% 1.4%
2014 8.4% 3.3% -0.8% 1.9% 3.8%
2013 18.0% 8.5% 7.2% -1.5% 3.0%
2012 1.0% 2.4% 0.1% 2.7% -4.0%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Denmark
  4. Finland
  5. France
  6. Germany
  7. Ireland
  8. Italy
  9. Luxembourg
  10. Netherlands
  11. Portugal
  12. Singapore
  13. Spain
  14. Sweden
  15. Switzerland
  16. United Arab Emirates
  17. United Kingdom

Fund Info

  • Launch date24/11/2011
  • Share Class size1,768Mn
  • Base currencyEUR
  • ISIN IE00BLP5S460
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment1,000
  • Min. regular additional investment0

Charges

  • Annual management1.50%
  • Initial investment5.00%

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