Diversified Portfolios
FE crowns three Absolute Return funds
Matthew Jeynes, 11 January 2012
Financial analysis website FE has singled out the best Absolute Return funds using its rebranded Crown ratings system.
Standard Life Investments Global Absolute Return Strategies, Henderson Credit Alpha and Insight Absolute Insight received the top rating of five Crowns out of the 23 funds eligible.
Conversely, five funds received the lowest rating, one star, including funds from Barings, BlackRock, Cazenove, Skandia and Threadneedle.
The Crown rating system was introduced by FE in September 2011 and measures volatility, return and consistency for each fund within a sector over a three-year period.
Funds are given a total score between 0 and 100 and divided into percentiles to correspond to the Crown rating, with the top 10 per cent awarded five crowns and the bottom 25 per cent assigned one Crown.
The Standard Life fund, which is managed by a multi asset team, is the largest fund in the sector at £9.03 billion and returned 35.32 per cent in the three years to December 2011.
Henderson Credit Alpha, managed by Stephen Thariyan, and Insight Absolute Insight, run by Reza Vishkai, returned 39.38 per cent and 20.75 per cent respectively.
Rob Gleeson, investment product consultant at FE, commented, ‘Absolute return funds have been hard to rate properly because they are not managed against a traditional benchmark.
‘We measure their outperformance using Sortino ratios as well as alpha versus a benchmark, which allows us to score absolute return funds on a like-for-like basis with other sectors so investors can compare them to funds targeting relative outperformance.’
FE is an online provider of analysis and data, designed to help financial advisers and private investors make investment decisions through tools such as FE Trustnet, which contains comprehensive information on investment vehicles, including closed and open-ended funds, exchange traded funds and venture capital trusts.
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