Fact sheet: Dimensional Wrld Alloc 60/40

Fund information
Fund name
Dimensional World Allocation 60/40 Acc GBP
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 09/09/2011
Fund objective
The investment objective of the World Allocation 60/40 Fund is to achieve long-term total return.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
20.7%
1 Year rank in sector
8/132
Sector
FO Mixed Asset - Balanced
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.
0.47%
Fund size
£210m
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.
55
Top in this sector
Fund name1 Year
Templeton Emg Mkts Bal43%
Capital Group EMTOpL30.2%
HSBC Pfl World Seltn 328.5%
Oasis Crs Gbl Low EqBal23.6%
SEI Balanced20.9%
...more in FO Mixed Asset - Balanced

Performance snapshot

Holdings snapshot

  • USA43%
    UK8.1%
    Japan7%
    Canada5.6%
    Australia4.3%
  • Financials19.5%
    Industrials15.1%
    Consumer Discretionary14.8%
    Information Technology12.5%
    Materials8.1%
  • International Equities54.9%
    Global Fixed Interest37.7%
    Global Emerging Market Equities7.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%7.2%12.1%20.7%28.4%60%
Sector0.3%4.4%5.6%7.1%11.7%29%
Rank within sector9 / 14415 / 13812 / 1378 / 1324 / 1114 / 89
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund15%1.8%7.4%12.8%8.8%
Sector4.6%-0.3%4.7%7.5%7.6%
Rank within sector11 / 13438 / 12531 / 11519 / 10445 / 93
Quartile1st2nd2nd1st2nd
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.
4.77
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.
0.88
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.
0.85
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%.
6.22
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.
3.75
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.
1.11
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.
0.65
Price movement
52 week high16.08
52 week low13.12
Current bid price-
Current offer price-
Current mid price15.96
Region
1USA43%
2UK8.13%
3Japan6.95%
4Canada5.57%
5Australia4.26%
6Germany3.83%
7Sweden3.18%
8France3.05%
9Netherlands2.58%
Industry sector
1Financials19.48%
2Industrials15.05%
3Consumer Discretionary14.79%
4Information Technology12.51%
5Materials8.05%
6Consumer Staples7.66%
7Health Care7.59%
8Energy6.28%
9Telecommunications Utilities3.07%
Asset type
1International Equities54.86%
2Global Fixed Interest37.7%
3Global Emerging Market Equities7.44%
Individual holdings
1DIMENSIONAL WORLD EQUITY DIS GBP18.07%
2DIMENSIONAL GLOBAL CORE EQUITY DIS GBP17.96%
3DIMENSIONAL GLOBAL SHORT DATED BOND GR INC14.88%
4DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP11.94%
5DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP10.88%
6DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP7.94%
7DIMENSIONAL EMERGING MARKETS CORE EQUITY INC6.5%
8DIMENSIONAL INTERNATIONAL CORE EQUITY I INC6.33%
9DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP4.98%
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 60/40 Fund is to achieve long-term total return.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team09/09/2011
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Finland, United Kingdom, Ireland, Netherlands, Norway, Offshore, Sweden
Dimensional World Allocation 60/40 Acc EUR
Initial charge-
Annual charge0.35%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.38
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE39V
Dimensional World Allocation 60/40 Acc GBP
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price15.96
CurrencyGBP
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09VT
Dimensional World Allocation 60/40 Dis GBP
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price15
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code09VU
Data provided by

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