Waverton Alternatives Fund
Ticker
IE00BGCYWX85.IR
ISIN
IE00BGCYWX85
Price
GBp 10.32
Change Today
+0.02 / 0.204 %
Price 1 year ago
10.00 / 3.2 %
Morningstar
2
52 Week Low
9.89
52 Week High
10.49
200 Day Moving Average 10.16
10.16
50-day Moving Average
10.37
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.299% |
| Average Annual Volatility | 5.168% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -3.0% |
| Maximum Drawdown Date | 2016-02-01 |
| Calmar Ratio | 1.29 |
Company information
Summary
The investment objective of Waverton Alternatives Fund is to achieve long-term capital growth through investment of up to 100 per cent. of its Net Asset Value in a diversified portfolio of equities, structured products, deposits, cash, money market instruments and collective investment schemes, which may themselves invest in equities and alternative asset classes such as hedge funds, real estate, private equity funds and commodities to the extent that these are permitted under the Regulations.
Market
US
Category
Multistrategy GBP
Expense Ratio
-
Fund family
-
Morningstar
2
Yield
0.0050999997
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 22.07% |
| Consumer cyclical | 15.66% |
| Industrials | 14.09% |
| Technology | 13.88% |
| Healthcare | 8.93% |
| Consumer defensive | 7.07% |
| Communication services | 6.20% |
| Basic materials | 4.69% |
| Realestate | 2.98% |
| Energy | 2.53% |
| Utilities | 1.89% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Montlake Dunn WMA Instl UCITS £ Inst B | 7.5% | |
| DIGS.L | GCP Student Living Ord | 6.89% |
| Spinnaker Emerg Mkts Macro S1 USD | 6.62% | |
| Keynes Dyn Beta Str-X Gbp H | 6.33% | |
| CF Odey Absolute Return I GBP | 6.05% | |
| Alpha Ucits Sicav Silvaris Glb Eq M € | 5.98% | |
| JPM Global Macro Opportunities C Net Acc | 5.28% | |
| Channel Islands Pr | 5.22% | |
| GS EFI Long Short Risk Premia C 3xs Lvg | 4.95% | |
| JL Equity Market Neutral B | 4.74% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ALTS | ProShares Morningstar Alternatives Solution ETF | US74348A434 | BTS | 0.95% | 3 | -- | -- |
| EHEF.L | FundLogic Alternatives plc - SciBeta HFE Europe Equity 6F EW UCITS ETF | IE00BDBRDV2 | LSE | 0.30% | 3 | -5.94 | |
| IE00B56SX814.IR | FundLogic Alternatives plc - Emerging Markets Equity Fund | IE00B56SX814 | YHD | 0.20% | 4 | -0.96 | +0.98 |
| IE00B96W7D41.IR | FundLogic Alternatives plc - MS Dalton Asia Pacific UCITS Fund | IE00B96W7D41 | YHD | 3.59% | 5 | CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD | |
| IE00BGCYWV61.IR | Waverton Alternatives A GBP Inc | IE00BGCYWV61 | YHD | 4 | |||
| IE00BSJCH786.IR | FundLogic Alternatives plc - MSCI Emerging Markets ESG Equity Fund | IE00BSJCH786 | YHD | 4 | -4.02 | +1.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.