Fact sheet: MontLake DUNN WMA I UCITS

Fund information
Fund name
MontLake DUNN WMA Institutional UCITS Ret EUR
Fund manager company
ML Capital Asset Mgt Ltd
Fund type
No data available.
Fund manager
No data available.
Fund objective
To provide the highest possible increase to the value of your shares. To achieve this objective the DUNN WMA UCITS Fund has entered into a contract called a fully funded total return swap. The DUNN WMA UCITS Fund has entered into this contract with NewEdge (UK Branch). NewEdge (UK Branch) is paid a fee by the DUNN WMA UCITS Fund in return for payments which are based on the return of the Dunn WMA Index (the Index). The Index gives the DUNN WMA UCITS Fund indirect exposure to futures contracts in the agricultural, stock indices, interest rates, currencies, energies and metals sectors. A futures contract obligates the buyer to purchase an asset (or the seller to sell an asset) at a pre-determined future date and price. The DUNN WMA UCITS Fund may also invest in United States treasuries to assist with the cash management of the DUNN WMA UCITS Fund.
Benchmark
No data available.
Investment style
Systematic Trend
Investment method
Mixed
Quick stats
1 Year return
2.6%
1 Year rank in sector
32/126
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.
1.41%
Fund size
£178m (£67m 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.
100
Top in this sector
Fund name1 Year
Veritas Global Real Return25.5%
Nordea 1 Alpha 1525.1%
La Fayette Holdings22%
Pimco GIS Stk Pl16.6%
Nordea 1 Multi-Asset16.2%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%-0.2%3.5%2.6%65.7%-
Sector-0.2%1%0.3%-0.7%5.8%7.2%
Rank within sector8 / 140103 / 14425 / 14132 / 1261 / 83-
Quartile1st3rd1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund3.8%5.7%27.7%26.4%-
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector33 / 13312 / 1153 / 953 / 86-
Quartile1st1st1st1st
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.
12.25
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.
1.79
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.
0.85
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%.
14.06
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.
13.62
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.
0.96
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.
0.07
Price movement
52 week high136.88
52 week low127.3
Current bid price-
Current offer price-
Current mid price135.15
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
ML Capital Asset Mgt
Fund manager company
ML Capital Asset Mgt Ltd
Fund type
No data available.
Fund objective
To provide the highest possible increase to the value of your shares. To achieve this objective the DUNN WMA UCITS Fund has entered into a contract called a fully funded total return swap. The DUNN WMA UCITS Fund has entered into this contract with NewEdge (UK Branch). NewEdge (UK Branch) is paid a fee by the DUNN WMA UCITS Fund in return for payments which are based on the return of the Dunn WMA Index (the Index). The Index gives the DUNN WMA UCITS Fund indirect exposure to futures contracts in the agricultural, stock indices, interest rates, currencies, energies and metals sectors. A futures contract obligates the buyer to purchase an asset (or the seller to sell an asset) at a pre-determined future date and price. The DUNN WMA UCITS Fund may also invest in United States treasuries to assist with the cash management of the DUNN WMA UCITS Fund.
Benchmark
No data available.
Investment style
Systematic Trend
Investment method
Mixed
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
MontLake DUNN WMA Institutional UCITS A CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.4782
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A01
MontLake DUNN WMA Institutional UCITS A EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price157.2371
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK03U
MontLake DUNN WMA Institutional UCITS A GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.4782
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A00
MontLake DUNN WMA Institutional UCITS A SEK
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-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7EO
MontLake DUNN WMA Institutional UCITS A USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price149.4525
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG14Q
MontLake DUNN WMA Institutional UCITS B CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price153.2249
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A05
MontLake DUNN WMA Institutional UCITS B GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price137.5153
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A04
MontLake DUNN WMA Institutional UCITS B Pooled EUR
Initial charge5%
Annual charge0.2%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.309
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMFFA
MontLake DUNN WMA Institutional UCITS B SEK
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-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7EP
MontLake DUNN WMA Institutional UCITS B USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.636
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A06
MontLake DUNN WMA Institutional UCITS C USD
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)1.76%
Bid price-
Offer price-
Mid price146.6016
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A08
MontLake DUNN WMA Institutional UCITS Inst Pooled GBP
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.7509
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0A07
MontLake DUNN WMA Institutional UCITS Institutional Pooled A 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 price104.7804
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7AG
MontLake DUNN WMA Institutional UCITS Institutional Pooled A 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 price104.9164
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7AH
MontLake DUNN WMA Institutional UCITS Institutional Pooled A 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 codeN7EL
MontLake DUNN WMA Institutional UCITS Institutional Pooled A SEK
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-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7EN
MontLake DUNN WMA Institutional UCITS Institutional Pooled B 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 codeN7EG
MontLake DUNN WMA Institutional UCITS Institutional Pooled B SEK
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-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7EI
MontLake DUNN WMA Institutional UCITS Institutional Pooled B 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 codeN7EH
MontLake DUNN WMA Institutional UCITS Ret CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price160.5688
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0A0B
MontLake DUNN WMA Institutional UCITS Ret EUR
Initial charge5%
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)2.81%
Bid price-
Offer price-
Mid price135.1517
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0A09
MontLake DUNN WMA Institutional UCITS Ret GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.4332
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0A0A
MontLake DUNN WMA Institutional UCITS Ret Pooled 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 classRetail
Domicile-
Citi codeN7EJ
MontLake DUNN WMA Institutional UCITS Ret Pooled EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.9926
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN5BQ
MontLake DUNN WMA Institutional UCITS Ret Pooled GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.2821
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0A0D
MontLake DUNN WMA Institutional UCITS Ret Pooled SEK
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-
CurrencySEK
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN7EK
MontLake DUNN WMA Institutional UCITS Ret Pooled USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.9308
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN5BR
MontLake DUNN WMA Institutional UCITS Ret USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0A0C
Data provided by

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