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
2.3%
1 Year rank in sector
33/126
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
£100m (£118m 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.
45
Top in this sector
Fund name1 Year
Veritas Global Real Return27.3%
Nordea 1 Alpha 1524.3%
La Fayette Holdings22%
Nordea 1 Multi-Asset15.7%
Avia Altus15.5%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Fixed Interest113%
    International Equities28%
    Money Market18%
    Commodity & Energy2%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.7%3.9%3.3%2.3%1.6%-10.5%
Sector-0.4%1.1%0.3%-0.8%5.7%6.7%
Rank within sector6 / 13419 / 14428 / 14133 / 12652 / 8365 / 69
Quartile1st1st1st2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund3.1%-9.4%6.2%-3.7%-2.2%
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector39 / 133109 / 11536 / 9574 / 8665 / 77
Quartile2nd4th2nd4th4th
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.
-3.43
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.
2.12
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%.
6.36
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.
5.18
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.
-0.26
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.
0.47
Price movement
52 week high100.21
52 week low94.87
Current bid price-
Current offer price-
Current mid price99.57
Region
No data available.
Industry sector
No data available.
Asset type
1Global Fixed Interest113%
2International Equities28%
3Money Market18%
4Commodity & Energy2%
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 price99.1305
CurrencyGBP
Price updated23/09/2016
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 price113.2478
CurrencyUSD
Price updated23/09/2016
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 price91.2091
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeINJ2
Fulcrum Alternative Beta Plus Daily B GBP
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 price95.3815
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIAF6
Fulcrum Alternative Beta Plus Daily B USD
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 price92.9782
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIOA7
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 price87.4722
CurrencyEUR
Price updated23/09/2016
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 price96.0488
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIIS2
Fulcrum Alternative Beta Plus Daily C USD
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 price86.7251
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM6E6
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 price93.1132
CurrencyEUR
Price updated23/09/2016
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 price97.6464
CurrencyGBP
Price updated23/09/2016
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 price99.5692
CurrencyUSD
Price updated23/09/2016
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 price94.8871
CurrencyEUR
Price updated23/09/2016
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 price101.4834
CurrencyGBP
Price updated23/09/2016
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 price91.9071
CurrencyUSD
Price updated23/09/2016
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 price94.0807
CurrencyEUR
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGYH0
Fulcrum Alternative Beta Plus Daily P GBP
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 price91.7238
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGYH1
Fulcrum Alternative Beta Plus Daily P USD
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 price99.2449
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeICE7
Fulcrum Alternative Beta Plus Daily Y GBP
Initial charge5%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price107.7859
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRHF
Data provided by

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