Fact sheet: FundLogic MS BrdmkTctPlUCITS

Fund information
Fund name
FundLogic MS Broadmark Tactical Plus UCITS B2 EUR
Fund manager company
FundLogic SAS
Fund type
OEIC
Fund manager
No data available.
Fund objective
The MS Broadmark Tactical Plus UCITS Fund provides investors with an opportunity to access positive risk-adjusted returns in any market environment. The Fund uses a multi-factor process which includes qualitative analysis of a number of factors: valuation, monetary policy, and investor sentiment-and a quantitative momentum model-using volume, breadth and price as the primary variables. The investment strategy is focused on risk management, minimizing draw-downs and creating positive returns from the equity markets by navigating through Bull and Bear market cycles. The portfolio is constructed using a dynamic and active asset allocation and mainly consist of instruments that provide exposure to equity securities: futures and options on securities; securities indices and shares of exchange-traded funds (“ETFs”). Portfolio will mainly seek exposure to U.S. equity markets but may also invest in equity securities of non-U.S. issuers .
Benchmark
  • Russell 2000 index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
2.4%
1 Year rank in sector
141/208
Sector
FO Equity - USA
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.
1.4%
Fund size
£50m (£58m 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.
83
Top in this sector
Fund name1 Year
Dodge & Cox US Stk38.7%
Hermes US SMID Equity35.6%
T. Rowe Price USLgeCapValEq34.8%
Oyster US Selection34.2%
T. Rowe Price US Sm CosEq33.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund8.9%2.4%6.8%2.4%5.4%-
Sector5.6%1.4%4.8%5.6%19.7%67.4%
Rank within sector40 / 22090 / 21982 / 214141 / 208163 / 177-
Quartile1st2nd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund2.6%-2.5%3.4%--
Sector6.5%-1.6%10.7%31.8%10.2%
Rank within sector157 / 210129 / 193163 / 178--
Quartile3rd3rd4th
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.
-2.6
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.
0.75
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%.
10.01
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.
6.24
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.
-0.65
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.
0.69
Price movement
52 week high1096.65
52 week low977.58
Current bid price-
Current offer price-
Current mid price1082.29
Region
1USA100%
Industry sector
No data available.
Asset type
1US Equities100%
Individual holdings
No data available.
Management
Fund manager group
FundLogic
Fund manager company
FundLogic SAS
Fund type
OEIC
Fund objective
The MS Broadmark Tactical Plus UCITS Fund provides investors with an opportunity to access positive risk-adjusted returns in any market environment. The Fund uses a multi-factor process which includes qualitative analysis of a number of factors: valuation, monetary policy, and investor sentiment-and a quantitative momentum model-using volume, breadth and price as the primary variables. The investment strategy is focused on risk management, minimizing draw-downs and creating positive returns from the equity markets by navigating through Bull and Bear market cycles. The portfolio is constructed using a dynamic and active asset allocation and mainly consist of instruments that provide exposure to equity securities: futures and options on securities; securities indices and shares of exchange-traded funds (“ETFs”). Portfolio will mainly seek exposure to U.S. equity markets but may also invest in equity securities of non-U.S. issuers .
Benchmark
  • Russell 2000 index
Investment style
None
Investment method
Shares
Fund manager
No data available.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Offshore
FundLogic MS Broadmark Tactical Plus UCITS B1
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price1182.18
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJSUD
FundLogic MS Broadmark Tactical Plus UCITS B1 EUR
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price1051.07
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM8GY
FundLogic MS Broadmark Tactical Plus UCITS B2 EUR
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price1082.29
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJTLC
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.