Fact sheet: MontLake NthMaxQMroUcits

Fund information
Fund name
MontLake North MaxQ Macro UCITS Inst USD
Fund manager company
ML Capital Asset Mgt Ltd
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Sub-Fund’s investment objective is to seek to provide a real rate of return which is superior to 3 month Euribor, primarily through capital appreciation. Investors should note that there can be no guarantee that the Sub-Fund will achieve its investment objective.
Benchmark
  • 3-months Euribor
Investment style
Macro
Investment method
Mixed
Quick stats
1 Year return
-14.9%
1 Year rank in sector
120/123
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.
1.82%
Fund size
£0m
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.
136
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.8%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT11.8%
GLG Mkt Neutral9.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.6%0%-12.6%-14.9%--
Sector-0.5%-1.3%-0.3%-2.2%2.9%6.7%
Rank within sector109 / 11751 / 140135 / 137120 / 123--
Quartile4th2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-15%7.6%---
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector121 / 1244 / 108---
Quartile4th1st
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 high105.86
52 week low87.86
Current bid price-
Current offer price-
Current mid price89.64
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
OEIC
Fund objective
The Sub-Fund’s investment objective is to seek to provide a real rate of return which is superior to 3 month Euribor, primarily through capital appreciation. Investors should note that there can be no guarantee that the Sub-Fund will achieve its investment objective.
Benchmark
  • 3-months Euribor
Investment style
Macro
Investment method
Mixed
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom, Ireland, Offshore
MontLake North MaxQ Macro UCITS Inst Acc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price87.5435
CurrencyCHF
Price updated05/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN3KP
MontLake North MaxQ Macro UCITS Inst EUR
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price89.348
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKG8F
MontLake North MaxQ Macro UCITS Inst GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price84.7416
CurrencyGBP
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMQHJ
MontLake North MaxQ Macro UCITS Inst Pooled CHF
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.6802
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO6Y
MontLake North MaxQ Macro UCITS Inst Pooled EUR
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)2.27%
Bid price-
Offer price-
Mid price87.9383
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKA6G
MontLake North MaxQ Macro UCITS Inst Pooled GBP
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.1961
CurrencyGBP
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO6X
MontLake North MaxQ Macro UCITS Inst Pooled USD
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.2648
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO6Z
MontLake North MaxQ Macro UCITS Inst USD
Initial charge-
Annual charge1.5%
Min single investment£10,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)1.82%
Total expense ratio (TER)2.27%
Bid price-
Offer price-
Mid price89.6438
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKA6H
MontLake North MaxQ Macro UCITS RP CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.32%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price83.3762
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE5IA
MontLake North MaxQ Macro UCITS RP USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.32%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price83.0478
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM8TO
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.