Fact sheet: Belmont Global Trend

Fund information
Fund name
Belmont Global Trend A
Fund manager company
Belmont Investments
Fund type
Unit Trust
Fund manager
  • Jeremy O'Frielsince 30/03/2010
Fund objective
The Belmont Global Trend Fund (the Fund) seeks to profit from short, medium and long term trends in the global financial and commodity futures markets on an entirely systematic basis. Opportunies are sought across a wide range of the most liquid currency, fixed-income, equity and commodity markets. Eckhardt Trading Company acts as the underlying trading advisor to the Fund. Founded by William Eckhardt in 1991, the firm and its principals have been conducting quantitative research into futures markets for over 30 years and have compiled one of the longest continuous track records in the managed futures industry. The Fund seeks competitive rates of capital appreciation, whilst maintaining a low correlation to traditional asset classes.
Benchmark
  • MSCI World
Investment style
Systematic Macro
Investment method
Mixed
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£321m
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.
117
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.8%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT11.8%
GLG Mkt Neutral9.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector-0.5%-1.3%-0.3%-2.2%2.9%6.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund--6.3%14.4%-2.5%-0.5%
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector-94 / 10812 / 8962 / 8155 / 72
Quartile4th1st4th4th
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.
3.65
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.
-0.53
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.
-0
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%.
12.41
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.
12.73
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.
0.1
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.
0.01
Price movement
52 week high-
52 week low-
Current bid price-
Current offer price-
Current mid price102.45
Region
1International100%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Belmont Investments
Fund manager company
Belmont Investments
Fund type
Unit Trust
Fund objective
The Belmont Global Trend Fund (the Fund) seeks to profit from short, medium and long term trends in the global financial and commodity futures markets on an entirely systematic basis. Opportunies are sought across a wide range of the most liquid currency, fixed-income, equity and commodity markets. Eckhardt Trading Company acts as the underlying trading advisor to the Fund. Founded by William Eckhardt in 1991, the firm and its principals have been conducting quantitative research into futures markets for over 30 years and have compiled one of the longest continuous track records in the managed futures industry. The Fund seeks competitive rates of capital appreciation, whilst maintaining a low correlation to traditional asset classes.
Benchmark
  • MSCI World
Investment style
Systematic Macro
Investment method
Mixed
Fund manager
NameSinceBiography
Jeremy O'Friel30/03/2010Jeremy O’Friel is the Founder & Managing Director of Belmont Investments. Prior to founding Belmont, Jeremy was a Director & Principal of Appleton Capital Management, a Commodity Trading Advisor with a particular focus on the foreign exchange markets. He joined Appleton in 1996, initially on the trading desk, before moving into a business development role for the firm. After establishing the New York office in 2000, he was appointed Director of Sales & Marketing in 2001 and from that point onwards was entirely responsible for Appleton’s global business development and client management strategy and execution. In 2002, Jeremy was part of the management team that conducted a buyout of the firm from the Appleton Group of South Africa. Having grown the firm to over $350m in assets under management, he left in June 2009 in order to found Belmont and to provide a broader range of alternative investment opportunities. At this time, he also sold back his equity stake in the company. Jeremy is an active participant in the alternative investment community and has served on both the Communications and International Committees of the Managed Funds Association. The MFA is an industry group based in Washington that seeks to promote understanding of managed futures and hedge fund strategies. He has also spoken at conferences organised by the MFA, MAR and many other forums for discussion of alternative investments generally, as well as having been quoted in a wide range of financial media. Jeremy holds a Bachelor of Commerce degree from University College Dublin, as well as a Masters in Business (Financial Mathematics) from the same university, which he completed in 1993. He also holds the Chartered Financial Analyst designation, having completed the syllabus between 1999 and 2001, as well as the Series 3, 7, 24 and 30.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
Cayman Islands, United Kingdom, Japan, Luxembourg, Offshore
Belmont Global Trend A
Initial charge5%
Annual charge-
Min single investment£10,000
Min regular saving£3,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.5%
Bid price-
Offer price-
Mid price102.45
CurrencyUSD
Price updated29/09/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIUS2
Belmont Global Trend B
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.32
CurrencyUSD
Price updated29/09/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIUS3
Data provided by

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