Fact sheet: Momentum Discipline&Dfd Bal

Fund information
Fund name
Momentum Discipline & Diversified Balanced C Hedged GBP
Fund manager company
Momentum Mutual Fund ICC Ltd
Fund type
No data available.
Fund manager
No data available.
Fund objective
To provide a balance between capital preservation and capital growth in the base currency with a reduced level of volatility via strategic exposures to a wide range of asset classes. The Fund is ideally suited to investors with a moderate risk tolerance and with an investment horizon of 3 years or longer. The investment objective is achieved through a diversified portfolio that invests, primarily via other collective investment schemes, across a broad range of asset classes and currencies in varying proportions over time. These asset classes include international equities, fixed income, commodities, alternative strategies, property, money market instruments and asset allocation portfolios.
Benchmark
No data available.
Investment style
No data available.
Investment method
None
Quick stats
1 Year return
8.7%
1 Year rank in sector
17/96
Sector
FO Mixed Asset - Cautious
Yield
-
Fund size
£9m
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.
59
Top in this sector
Fund name1 Year
Polar Capital IncmOpps23.4%
HSBC Pfl World Seltn 118.4%
SEI Core16.5%
Ashmore SICV3EmMktMltAst15.7%
TreeTop Convertible Intl13.9%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • No data available.
  • Equities56.5%
    Fixed Interest34.4%
    Money Market6.5%
    Alternative Investment Strategies2.6%
  • International Equities40%
    Alternative Assets8.5%
    Convertibles8.1%
    Global Investment Grade Fixed Interest7.5%
    Global Emerging Market Equities7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%3.2%5.6%8.7%8.4%21.6%
Sector0.7%1.9%1.8%5.2%8.8%18.3%
Rank within sector18 / 10410 / 1046 / 10017 / 9640 / 6923 / 53
Quartile1st1st1st1st3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund5.6%4.9%-2.9%1.2%8.6%
Sector2.3%3.6%-0.7%4.3%4.2%
Rank within sector3 / 10137 / 9271 / 8063 / 657 / 60
Quartile1st2nd4th4th1st
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.
-2.79
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.
2.01
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%.
8.39
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.
5.49
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.
-0.05
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.
0.77
Price movement
52 week high1.52
52 week low1.35
Current bid price-
Current offer price-
Current mid price1.53
Region
No data available.
Industry sector
1Equities56.5%
2Fixed Interest34.4%
3Money Market6.5%
4Alternative Investment Strategies2.6%
Asset type
1International Equities40%
2Alternative Assets8.5%
3Convertibles8.1%
4Global Investment Grade Fixed Interest7.5%
5Global Emerging Market Equities7%
6Global High Yield Fixed Interest5.9%
7Commodity & Energy4.6%
8Global Emerging Market Fixed Interest4.2%
9Europe ex UK Equities3.1%
Individual holdings
1BLACKROCK US CORPORATE BOND INDEX7.5%
2ARTISAN5.3%
3MOMENTUM IF GLOBAL EMERGING MARKETS5.3%
4JENNISON5%
5ISHARES JPM EMERGING MARKET BOND4.2%
6ETFS METAL SECURITIES LTD ETFS PHYSICAL GOLD (DT ZERT)4.1%
7MORGAN STANLEY GLOBAL BRANDS3.8%
8AXA US SHORT DURATION HIGH YIELD BOND Z ACC3.7%
9HOTCHKIS & WILEY3.7%
Management
Fund manager group
Momentum Mutual Fund
Fund manager company
Momentum Mutual Fund ICC Ltd
Fund type
No data available.
Fund objective
To provide a balance between capital preservation and capital growth in the base currency with a reduced level of volatility via strategic exposures to a wide range of asset classes. The Fund is ideally suited to investors with a moderate risk tolerance and with an investment horizon of 3 years or longer. The investment objective is achieved through a diversified portfolio that invests, primarily via other collective investment schemes, across a broad range of asset classes and currencies in varying proportions over time. These asset classes include international equities, fixed income, commodities, alternative strategies, property, money market instruments and asset allocation portfolios.
Benchmark
No data available.
Investment style
No data available.
Investment method
None
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
Momentum Discipline & Diversified Balanced A Hedged USD
Initial charge-
Annual charge-
Min single investment£25,000
Min regular saving£7,500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.6677
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFFU5
Momentum Discipline & Diversified Balanced B Hedged 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 price1.5219
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFFU6
Momentum Discipline & Diversified Balanced C Hedged 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 price1.5273
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFFU7
Momentum Discipline & Diversified Balanced D 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 price1.2646
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0NGK
Momentum Discipline & Diversified Balanced E 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 price1.2303
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0NGL
Data provided by

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