Fact sheet: ML Gotham US EqLgSt UCITS

Fund information
Fund name
ML Gotham US Equity Long Short UCITS C H Acc
Fund manager company
Merrill Lynch International
Fund type
Offshore Fund
Fund manager
  • Joel Greenblattsince 15/12/2014
Fund objective
The investment objective of the Sub-Fund is to generate long-term capital appreciation primarily through long and short investments in U.S. equity securities
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Quick stats
1 Year return
1.2%
1 Year rank in sector
38/109
Sector
FO Hedge/Stru Prod - Equity
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.
2.76%
Fund size
£47m (£107m 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.
75
Top in this sector
Fund name1 Year
Majedie Tortoise27.6%
MontLake ToscaMiCaUCITS26.9%
DNB ECO Abs Rt22.1%
Stratton Street Japan Syn Warrant21%
Income Partners AllSeasnAsCred19.3%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • No data available.
  • Consumer Discretionary23.7%
    Information Technology22.5%
    Industrials13.8%
    Health Care6.9%
    Consumer Staples4.5%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%3.5%3.2%1.2%--
Sector0.5%-0.3%0.3%-2.5%3.3%14.1%
Rank within sector17 / 11816 / 12731 / 12138 / 109--
Quartile1st1st2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund4.1%----
Sector-2.1%2.7%2.5%7.1%3.9%
Rank within sector24 / 110----
Quartile1st
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 high94.44
52 week low83.99
Current bid price-
Current offer price-
Current mid price93.89
Region
No data available.
Industry sector
1Consumer Discretionary23.7%
2Information Technology22.52%
3Industrials13.75%
4Health Care6.92%
5Consumer Staples4.52%
6Materials-0.5%
7Energy-9.9%
8Telecommunications Utilities-10.77%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Merrill Lynch
Fund manager company
Merrill Lynch International
Fund type
Offshore Fund
Fund objective
The investment objective of the Sub-Fund is to generate long-term capital appreciation primarily through long and short investments in U.S. equity securities
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Fund manager
NameSinceBiography
Joel Greenblatt15/12/2014
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
ML Gotham US Equity Long Short UCITS B Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.91%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.52
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM1GD
ML Gotham US Equity Long Short UCITS B Acc GBP
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.94
CurrencyGBP
Price updated14/10/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMDIJ
ML Gotham US Equity Long Short UCITS B EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.91
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZYF
ML Gotham US Equity Long Short UCITS C Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.7%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.36
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3IS
ML Gotham US Equity Long Short UCITS C H Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.89
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3EZ
ML Gotham US Equity Long Short UCITS D Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.38
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM1GE
ML Gotham US Equity Long Short UCITS D EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.72%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.45
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM1MZ
ML Gotham US Equity Long Short UCITS X Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.91%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.2
CurrencyUSD
Price updated05/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3ZG
ML Gotham US Equity Long Short UCITS X H Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price89.36
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3ZF
ML Gotham US Equity Long Short UCITS X H Inc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.51
CurrencyGBP
Price updated21/07/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeM3ZE
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.