Fact sheet: 80% Prot Dyn Alloc

Fund information
Fund name
80% Protected Dynamic Allocation A EUR
Fund manager company
Red Arc Global Investments (Ir
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Citi 80% Protected Dynamic Allocation Fund (the “Fund”) aims to achieve long-term wealth generation through investments in global markets, coupled with capital preservation. BlackRock determines the composition of the active investment portfolio (the "Advised Portfolio") while Citi provides a dynamic allocation strategy with a profit lock-in feature, protecting at least 80% of the highest daily fund net asset value (NAV) per share.
Benchmark
No data available.
Investment style
Capital Protection Targeted,Aggressive
Investment method
Mixed
Quick stats
1 Year return
-4.5%
1 Year rank in sector
73/76
Sector
FO Mixed Asset - Aggressive
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.25%
Fund size
£17m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
64
Top in this sector
Fund name1 Year
AIM MA22.7%
CMI Global Mixed21.3%
HSBC Pfl Wld Seltn 520.7%
Dimensional World Alloc 80/2020.2%
Capital Group GAlcL19.1%
...more in FO Mixed Asset - Aggressive

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%0.6%1.5%-4.5%10.6%27.9%
Sector-0.9%-0.3%4.2%2.4%9.9%33%
Rank within sector13 / 8122 / 8259 / 8273 / 7627 / 6137 / 50
Quartile1st2nd3rd4th2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-1.9%2.8%9.7%9.5%5.5%
Sector4.3%0%4.6%11.4%9.7%
Rank within sector71 / 7614 / 717 / 6149 / 5646 / 51
Quartile4th1st1st4th4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
1.04
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.76
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
7.69
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.38
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.03
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.56
Price movement
52 week high118.35
52 week low108.45
Current bid price-
Current offer price-
Current mid price114.62
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Red Arc Global Investments (Ir
Fund type
OEIC
Fund objective
The Citi 80% Protected Dynamic Allocation Fund (the “Fund”) aims to achieve long-term wealth generation through investments in global markets, coupled with capital preservation. BlackRock determines the composition of the active investment portfolio (the "Advised Portfolio") while Citi provides a dynamic allocation strategy with a profit lock-in feature, protecting at least 80% of the highest daily fund net asset value (NAV) per share.
Benchmark
No data available.
Investment style
Capital Protection Targeted,Aggressive
Investment method
Mixed
Fund manager
No data available.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom, Ireland, Offshore
80% Protected Dynamic Allocation A EUR
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.62
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05QG
80% Protected Dynamic Allocation A GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.4
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05QH
80% Protected Dynamic Allocation A USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.73
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05QF
80% Protected Dynamic Allocation A2 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price126.46
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0XMB
Data provided by

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