Fact sheet: Fulcrum Alt Bet Pl Dly

Fund information
Fund name
Fulcrum Alternative Beta Plus Daily D USD
Fund manager company
Fulcrum Asset Management
Fund type
Offshore Fund
Fund manager
  • Fulcrum Investment Teamsince 01/03/2009
Fund objective
Fulcrum Alternative Beta Plus Daily seeks to deliver returns from diversified liquid risk premia and trading strategies which have a low correlation to the traditional asset classes of equities, bonds and commodities indices.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-1.4%
1 Year rank in sector
109/148
Sector
FO Hedge/Stru Prod - Mixed
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.
2.45%
Fund size
£88m (£102m last year)
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.
51
Top in this sector
Fund name1 Year
H2O MultiStrategies28.8%
Castellain Value26.2%
Garraway Fn Trds25.5%
GLG Mkt Neutral20.6%
Avia Altus18.1%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • International100%
  • No data available.
  • International Equities51%
    Global Fixed Interest24%
    Money Market6%
    Commodity & Energy-2%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%-2.3%-1.3%-1.4%-9.6%-8.5%
Sector0.2%0%1.8%1.8%3.2%7.1%
Rank within sector141 / 163137 / 170135 / 160109 / 14898 / 10280 / 84
Quartile4th4th4th3rd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund-1.1%-1.9%-9.4%6.2%-3.7%
Sector1.1%-0.5%-0.6%5.1%1.4%
Rank within sector133 / 16582 / 135107 / 11239 / 9574 / 84
Quartile4th3rd4th2nd4th
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.
-4.6
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.
1.92
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%.
6.35
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.
5.28
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.
-0.69
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.
0.41
Price movement
52 week high100.14
52 week low92.99
Current bid price-
Current offer price-
Current mid price93.76
Region
1International100%
Industry sector
No data available.
Asset type
1International Equities51%
2Global Fixed Interest24%
3Money Market6%
4Commodity & Energy-2%
Individual holdings
No data available.
Management
Fund manager group
Fulcrum Asset Management
Fund manager company
Fulcrum Asset Management
Fund type
Offshore Fund
Fund objective
Fulcrum Alternative Beta Plus Daily seeks to deliver returns from diversified liquid risk premia and trading strategies which have a low correlation to the traditional asset classes of equities, bonds and commodities indices.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
NameSinceBiography
Fulcrum Investment Team01/03/2009
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, United Kingdom, Ireland, Italy, Luxembourg, Offshore, Sweden
Fulcrum Alternative Beta Plus Daily A EUR
Initial charge5%
Annual charge1.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price104.5568
CurrencyEUR
Price updated23/03/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRHG
Fulcrum Alternative Beta Plus Daily A GBP
Initial charge5%
Annual charge1.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price93.2866
CurrencyGBP
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRHH
Fulcrum Alternative Beta Plus Daily A USD
Initial charge5%
Annual charge1.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price108.1805
CurrencyUSD
Price updated17/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRHI
Fulcrum Alternative Beta Plus Daily B EUR
Initial charge5%
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.25%
Total expense ratio (TER)2.25%
Bid price-
Offer price-
Mid price85.0221
CurrencyEUR
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeINJ2
Fulcrum Alternative Beta Plus Daily C EUR
Initial charge5%
Annual charge1.65%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price81.7132
CurrencyEUR
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM6E5
Fulcrum Alternative Beta Plus Daily C GBP
Initial charge5%
Annual charge1.65%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.9%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price90.315
CurrencyGBP
Price updated24/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIIS2
Fulcrum Alternative Beta Plus Daily D EUR
Initial charge5%
Annual charge2.45%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.45%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price88.0486
CurrencyEUR
Price updated15/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEWQ4
Fulcrum Alternative Beta Plus Daily D GBP
Initial charge5%
Annual charge2.45%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.45%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price91.4676
CurrencyGBP
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEWQ5
Fulcrum Alternative Beta Plus Daily D USD
Initial charge5%
Annual charge2.45%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.45%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price93.7615
CurrencyUSD
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEWQ3
Fulcrum Alternative Beta Plus Daily E EUR
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price89.0407
CurrencyEUR
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeHQZ0
Fulcrum Alternative Beta Plus Daily E GBP
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price95.8527
CurrencyGBP
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeINJ3
Fulcrum Alternative Beta Plus Daily E USD
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price87.2331
CurrencyUSD
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG5W5
Fulcrum Alternative Beta Plus Daily P EUR
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price88.0214
CurrencyEUR
Price updated24/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGYH0
Data provided by

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