Fact sheet: Momentum Discipline&Dfd Bal

Fund information
Fund name
Momentum Discipline & Diversified Balanced A Hedged USD
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
17.2%
1 Year rank in sector
-
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.
92
Top in this sector
Fund name1 Year
Polar Capital IncmOpps27.4%
Ashmore SICV3EmgMktMlt-Ast24.7%
SEI Core21.8%
Allianz Inc & Gth20.7%
Dimensional Wrld Alloc 40/6017.5%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities41.6%
    Alternative Assets8.6%
    Convertibles8.5%
    Global Investment Grade Fixed Interest7.3%
    Global High Yield Fixed Interest6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.5%5.1%3.9%17.2%7.9%22.5%
Sector1%2.5%1.1%7.4%8.3%16.8%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund3.8%5.9%-3%1.2%9.2%
Sector1.3%3.6%-0.7%4.3%4.2%
Rank within sector-----
Quartile
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.
-2.59
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.
1.98
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%.
8.27
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.
5.36
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 high1.64
52 week low1.39
Current bid price-
Current offer price-
Current mid price1.64
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities41.6%
2Alternative Assets8.6%
3Convertibles8.5%
4Global Investment Grade Fixed Interest7.3%
5Global High Yield Fixed Interest6.7%
6Global Emerging Market Equities6.6%
7Global Emerging Market Fixed Interest4.1%
8Europe ex UK Equities3.9%
9Commodity & Energy3.8%
Individual holdings
1BLACKROCK US CORPORATE BOND INDEX7.3%
2ARTISAN5.5%
3JENNISON5%
4MOMENTUM IF GLOBAL EMERGING MARKETS4.9%
5AXA US SHORT DURATION HIGH YIELD BOND Z ACC4.6%
6HOTCHKIS & WILEY4.1%
7ISHARES JPM EMERGING MARKET BOND4.1%
8LAPIDES3.7%
9MORGAN STANLEY GLOBAL BRANDS3.6%
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 price1.635
CurrencyUSD
Price updated17/02/2017
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 price1.4968
CurrencyEUR
Price updated17/02/2017
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 price1.4999
CurrencyGBP
Price updated17/02/2017
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 price1.2409
CurrencyUSD
Price updated17/02/2017
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 price1.2093
CurrencyGBP
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0NGL
Data provided by

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