Fact sheet: Fundlogic QuanMgd FutUCTS

Fund information
Fund name
Fundlogic Quantica Managed Futures UCITS A EUR
Fund manager company
FundLogic SAS
Fund type
No data available.
Fund manager
No data available.
Fund objective
The Quantica Managed Futures UCITS Fund provides exposure to the Quantica Managed Futures (“QMF”) Program. The QMF Program is a systematic, medium term trend-following investment program which trades more than 60 liquid exchange-traded futures and FX forward instruments in equities, fixed income, interest rates, commodities and currencies. The investment strategy is based on proprietary quantitative models that statistically identify relative trends in market price movements using sophisticated dynamic risk management techniques.
Benchmark
No data available.
Investment style
Managed Futures
Investment method
Mixed
Quick stats
1 Year return
3.6%
1 Year rank in sector
42/135
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.
2.4%
Fund size
£112m (£104m 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.
110
Top in this sector
Fund name1 Year
H2O MultiStrategies31.9%
Castellain Value24.1%
Garraway Fn Trds23.7%
GLG Mkt Neutral23.2%
LFIS VisionPremiaOpps16.5%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.9%1.5%3%3.6%--
Sector0.1%0.7%0.8%1.1%3.8%6.6%
Rank within sector26 / 15046 / 15434 / 14442 / 135--
Quartile1st2nd1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.2%5%---
Sector0.9%-0.5%-0.6%5.1%1.4%
Rank within sector21 / 15318 / 126---
Quartile1st1st
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 high1051.37
52 week low943.43
Current bid price-
Current offer price-
Current mid price1020.52
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 Quantica Managed Futures UCITS Fund provides exposure to the Quantica Managed Futures (“QMF”) Program. The QMF Program is a systematic, medium term trend-following investment program which trades more than 60 liquid exchange-traded futures and FX forward instruments in equities, fixed income, interest rates, commodities and currencies. The investment strategy is based on proprietary quantitative models that statistically identify relative trends in market price movements using sophisticated dynamic risk management techniques.
Benchmark
No data available.
Investment style
Managed Futures
Investment method
Mixed
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Offshore, Sweden
Fundlogic Quantica Managed Futures UCITS A CHF
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price1021.89
CurrencyCHF
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXG
Fundlogic Quantica Managed Futures UCITS A EUR
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price1020.52
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXD
Fundlogic Quantica Managed Futures UCITS A GBP
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price1061.15
CurrencyGBP
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXF
Fundlogic Quantica Managed Futures UCITS A USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXE
Fundlogic Quantica Managed Futures UCITS B1 CHF
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price987.07
CurrencyCHF
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXW
Fundlogic Quantica Managed Futures UCITS B1 EUR
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price997.59
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXT
Fundlogic Quantica Managed Futures UCITS B1 GBP
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price1017.98
CurrencyGBP
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXV
Fundlogic Quantica Managed Futures UCITS B1 USD
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£500,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price1018.21
CurrencyUSD
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXU
Fundlogic Quantica Managed Futures UCITS B2 CHF
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price1079.13
CurrencyCHF
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXS
Fundlogic Quantica Managed Futures UCITS B2 EUR
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price995.43
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXP
Fundlogic Quantica Managed Futures UCITS B2 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXR
Fundlogic Quantica Managed Futures UCITS B2 USD
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price1067.93
CurrencyUSD
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXQ
Fundlogic Quantica Managed Futures UCITS H CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNUH6
Fundlogic Quantica Managed Futures UCITS H EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNUH7
Fundlogic Quantica Managed Futures UCITS H GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNUH8
Fundlogic Quantica Managed Futures UCITS H USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNUH9
Fundlogic Quantica Managed Futures UCITS I CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXK
Fundlogic Quantica Managed Futures UCITS I 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 price1044.88
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXH
Fundlogic Quantica Managed Futures UCITS I GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXJ
Fundlogic Quantica Managed Futures UCITS I USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBXI
Fundlogic Quantica Managed Futures UCITS M USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXX
Fundlogic Quantica Managed Futures UCITS P CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXO
Fundlogic Quantica Managed Futures UCITS P EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXL
Fundlogic Quantica Managed Futures UCITS P GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXN
Fundlogic Quantica Managed Futures UCITS P USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMBXM
Data provided by

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