Fact sheet: FundLogic MS QTI UCITS

Fund information
Fund name
FundLogic MS QTI UCITS B EUR
Fund manager company
FundLogic SAS
Fund type
OEIC
Fund manager
  • FundLogic SASsince 18/10/2012
Fund objective
The Sub-Fund’s investment objective is to provide Shareholders with returns based on (i) exposure to the Quest QTI Strategy; (ii) investments in transferable securities and money market instruments issued by government issuers; and (iii) investments in cash deposits and cash equivalent securities.
Benchmark
  • No Specified Index
Investment style
Macro
Investment method
Mixed
Quick stats
1 Year return
-13.1%
1 Year rank in sector
118/124
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.
0.8%
Fund size
£7m (£15m 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.
117
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%-7.8%-11.9%-13.1%2%-
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector56 / 121135 / 143135 / 138118 / 12440 / 83-
Quartile2nd4th4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund-10.7%-7.9%21.6%-1.5%-
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector119 / 127100 / 1086 / 8957 / 81-
Quartile4th4th1st3rd
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.
-2.31
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.
3.72
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%.
14.25
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.
13.23
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.
-0.03
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.
0.29
Price movement
52 week high1298.18
52 week low988.51
Current bid price-
Current offer price-
Current mid price1000.99
Region
1Europe100%
Industry sector
No data available.
Asset type
1Money Market100%
Individual holdings
No data available.
Management
Fund manager group
FundLogic
Fund manager company
FundLogic SAS
Fund type
OEIC
Fund objective
The Sub-Fund’s investment objective is to provide Shareholders with returns based on (i) exposure to the Quest QTI Strategy; (ii) investments in transferable securities and money market instruments issued by government issuers; and (iii) investments in cash deposits and cash equivalent securities.
Benchmark
  • No Specified Index
Investment style
Macro
Investment method
Mixed
Fund manager
NameSinceBiography
FundLogic SAS18/10/2012
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Offshore
FundLogic MS QTI UCITS A EUR
Initial charge-
Annual charge1.75%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.15%
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price999.55
CurrencyEUR
Price updated12/11/2013
Type-
Institutional or retail classRetail
Domicile-
Citi codeJV4I
FundLogic MS QTI UCITS B CHF
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price874.64
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMW7M
FundLogic MS QTI UCITS B EUR
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price1000.99
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGVUJ
FundLogic MS QTI UCITS B USD
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price1034.72
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJTXS
Data provided by

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