Fact sheet: FundLogic MS LgTm TrdsUCITS

Fund information
Fund name
FundLogic MS Long Term Trends UCITS A USD
Fund manager company
FundLogic SAS
Fund type
No data available.
Fund manager
  • FundLogic SASsince 01/02/2013
Fund objective
The Winton Diversified Program seeks to combine highly liquid financial instruments offering generally low correlation over the long term to other markets such as equities and fixed income. The strategy does not rely upon favourable conditions in any particular market, nor on market direction.
Benchmark
No data available.
Investment style
Systematic Trend
Investment method
Mixed
Quick stats
1 Year return
-0.2%
1 Year rank in sector
52/126
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.
1.75%
Fund size
£40m (£48m last year)
Top in this sector
Fund name1 Year
Veritas Global Real Return26.7%
Nordea 1 Alpha 1524.2%
La Fayette Holdings22%
Nordea 1 Multi-Asset15.7%
Avia Altus15.5%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.7%-2%-2.1%-0.2%--
Sector-0.3%1%0.3%-0.8%5.7%6.9%
Rank within sector124 / 138135 / 144109 / 14152 / 126--
Quartile4th4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund-1.2%----
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector79 / 133----
Quartile3rd
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 high1062.91
52 week low984.99
Current bid price-
Current offer price-
Current mid price1003.49
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
FundLogic
Fund manager company
FundLogic SAS
Fund type
No data available.
Fund objective
The Winton Diversified Program seeks to combine highly liquid financial instruments offering generally low correlation over the long term to other markets such as equities and fixed income. The strategy does not rely upon favourable conditions in any particular market, nor on market direction.
Benchmark
No data available.
Investment style
Systematic Trend
Investment method
Mixed
Fund manager
NameSinceBiography
FundLogic SAS01/02/2013
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS III Compliant, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Offshore
FundLogic MS Long Term Trends UCITS A CHF
Initial charge-
Annual charge1.35%
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 price983.89
CurrencyCHF
Price updated16/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMCMV
FundLogic MS Long Term Trends UCITS A EUR
Initial charge-
Annual charge1.35%
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 price993.87
CurrencyEUR
Price updated16/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMCMW
FundLogic MS Long Term Trends UCITS A USD
Initial charge-
Annual charge1.35%
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 price1003.49
CurrencyUSD
Price updated16/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMCMX
FundLogic MS Long Term Trends UCITS B CHF
Initial charge-
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price968.11
CurrencyCHF
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCZI
FundLogic MS Long Term Trends UCITS B EUR
Initial charge-
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price1212.92
CurrencyEUR
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJKXS
FundLogic MS Long Term Trends UCITS B GBP
Initial charge-
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price1204.26
CurrencyGBP
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJAMG
FundLogic MS Long Term Trends UCITS B USD
Initial charge-
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price1120.97
CurrencyUSD
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKTNY
FundLogic MS Long Term Trends UCITS E EUR
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price1239.57
CurrencyEUR
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeID7P
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.