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CAZENOVE ABSOLUTE UK DYNAMIC P2 - Fund overview

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Overview of CAZENOVE ABSOLUTE UK DYNAMIC P2

This fund targets a net return of 10% per annum in all market conditions by investing in UK Equities. The fund has a bias to small and mid cap stocks and the manager takes 'short' positions in stocks – to give negative exposure to companies he finds unattractive - as well as 'long' positions – buying companies he expects to rise in value. Note the gross exposure (leverage) of the fund can be up to 300%, but the normal range is likely to be between 100 - 200%.

Standard Initial Charge

2.00% 0.00%

Fund summary

Sector  Absolute Return
Product type  OEIC
Launched  September, 2009
Size  £256m
Yield 0.0%
Charging basis  Income
Dividends paid  –
Bid price 119.00p

Fund Charges

Standard Initial charge 2.00%
Initial charge via Bestinvest 0.00%
Additional bid/offer spread 0.00%
Annual management charge 1.00%
Total expense ratio 1.20%
Reduction in yield (10yr) 1.20%

Bestinvest says


Neil Pegrum, the co-manager of the fund, left Cazenove in April 2010 and has been replaced by John Warren. This fund is modelled on the Cayman Islands based hedge fund that Paul Marriage has been successfully co-managing since 2005. The fund is managed aggressively. The largest threat to this strategy would be a prolonged period of significant small cap underperformance. Investors should be aware that Absolute Return funds do not guarantee a positive return and you could get back less than you invested, as with any other investment. Additionally, the underlying assets of these funds generally use complex hedging techniques through the use of derivative products, which can carry additional risks which may not be immediately apparent.

Portfolio

cazenove absolute uk dynamic p2 asset allocation illustration
Allocation Proportion
Equity 0%
High yield bonds
Quality bonds
Property
Commodities
Hedge 100%
Fund cash
cazenove absolute uk dynamic p2 equity geographic illustration
Allocation Proportion
UK 100%
Europe
Nth America
Japan
Pacific
Other Equity
cazenove absolute uk dynamic p2 equity capitalisation illustration
Allocation Proportion
Large Caps 20%
Mid Caps 40%
Small Caps 40%

Investment process


The fund aims to achieve positive absolute returns of 10% net of fees and will not be managed against any UK equity index. To achieve this it will make full use of the UCITs III regulations, investing not only in UK equities but also in derivatives (futures & Contracts for difference (CFDs)). Additionally up to 100% of the portfolio may be in held in cash and near cash. Principally the derivatives provide both long and synthetic short positions meaning that the manager has the potential to make money not only from stocks that rise in value but also from falling stocks. Long positions will be held for a period of several years while short positions are actively traded with an average holding period of four to five months. The investment process is purely bottom up and the manager believes that this strategy is equally suitable in all economic and market environments. Quantitative tools do not drive the investment decisions and the stock selection is based solely on qualitative fundamental analysis that is conducted internally. Key characteristics that the manager looks for are a differentiated product, with the ability to grow the margin and generate cash. Each stock held will have a valuation target. The fund is not constrained by sector or industry limits.

The value of your investments and the income from them can go down as well as up, and you can get back less than you originally invested. Past performance or any yields quoted should not be considered reliable indicators of future returns. Before investing in funds please check the specific risk factors on the key features document or refer to our risk warning notice as some funds can be high risk or complex; they may also have risks relating to the geographical area, industry sector and/or underlying assets in which they invest. Prevailing tax rates and relief are dependent on your individual circumstances and are subject to change.

Bestinvest (Brokers) Ltd & Bestinvest (Consultants) Ltd are authorised and regulated by the Financial Services Authority. This site is for UK Investors only

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