Fact sheet: Dimensional World Alloc 80/20

Fund information
Fund name
Dimensional World Allocation 80/20 Acc GBP
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
No data available.
Fund objective
The investment objective of the World Allocation 80/20 Fund is to achieve long-term total return.
Benchmark
No data available.
Investment style
Aggressive
Investment method
None
Quick stats
1 Year return
25.5%
1 Year rank in sector
2/76
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.
0.54%
Fund size
£0m
Top in this sector
Fund name1 Year
HSBC Pfl Wld Seltn 526.3%
Dimensional World Alloc 80/2025.5%
CMI Global Mixed24.7%
SEI Aggr23.2%
Capital Group GAlcL23%
...more in FO Mixed Asset - Aggressive

Performance snapshot

Holdings snapshot

  • USA44.6%
    UK8.6%
    Japan7.6%
    Canada3.9%
    Australia3.5%
  • Financials19.5%
    Industrials14.8%
    Consumer Discretionary14.8%
    Information Technology12.1%
    Materials8.2%
  • US Equities29.7%
    Global Fixed Interest10.4%
    International Equities8.7%
    Japanese Equities6.1%
    UK Equities5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%5.8%17.1%25.5%--
Sector1%-0%4.6%5.2%12.1%34.8%
Rank within sector11 / 812 / 823 / 822 / 76--
Quartile1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund24.5%----
Sector5.5%0%4.6%11.4%9.7%
Rank within sector2 / 76----
Quartile1st
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high12.56
52 week low9.37
Current bid price-
Current offer price-
Current mid price12.68
Region
1USA44.58%
2UK8.6%
3Japan7.61%
4Canada3.88%
5Australia3.46%
6France2.95%
7Germany2.85%
8Sweden2.31%
9Switzerland2.3%
Industry sector
1Financials19.54%
2Industrials14.78%
3Consumer Discretionary14.75%
4Information Technology12.1%
5Materials8.19%
6Consumer Staples7.84%
7Health Care7.55%
8Energy6.45%
9Telecommunications Utilities3.15%
Asset type
1US Equities29.68%
2Global Fixed Interest10.43%
3International Equities8.67%
4Japanese Equities6.05%
5UK Equities5.35%
6US Corporate Fixed Interest2.83%
7Canadian Equities2.07%
8Swiss Equities1.98%
9Australian Equities1.94%
Individual holdings
1DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP18.09%
2DIMENSIONAL WORLD EQUITY DIS GBP17.95%
3DIMENSIONAL GLOBAL CORE EQUITY DIS GBP17.94%
4DIMENSIONAL INTERNATIONAL CORE EQUITY I INC17.74%
5DIMENSIONAL GLOBAL SHORT DATED BOND GR INC9.88%
6DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP9.87%
7DIMENSIONAL EMERGING MARKETS CORE EQUITY INC5.89%
8DIMENSIONAL UK CORE EQUITY INC1.99%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund objective
The investment objective of the World Allocation 80/20 Fund is to achieve long-term total return.
Benchmark
No data available.
Investment style
Aggressive
Investment method
None
Fund manager
No data available.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Finland, United Kingdom, Ireland, Netherlands, Norway, Offshore, Sweden
Dimensional World Allocation 80/20 Acc EUR
Initial charge-
Annual charge0.38%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.2
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE39W
Dimensional World Allocation 80/20 Acc GBP
Initial charge-
Annual charge0.38%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.68
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMT8P
Dimensional World Allocation 80/20 Dis GBP
Initial charge-
Annual charge0.38%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.39
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMT8Q
Data provided by

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