Fact sheet: OMW DM Balanced

Fund information
Fund name
OMW DM Balanced SP
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The OMW DM Balanced Managed Portfolio aims to outperform the median fund in the Balanced Managed Funds Sector over rolling 3 year periods. The fund adopts a consensus asset allocation strategy, and invests in a well diversified portfolio of global equities and global fixed interest securities, with a bias towards the UK. The precise split will vary with market movements, but will be strictly controlled within closely defined ranges. OMW has appointed specialist managers to manage assets in each market, and continuously monitors these appointments. Investment is through a range of directly invested portfolios and leading collective investment schemes. Performance is sought through a combination of stock selection and asset allocation between markets, and the performance of the fund will therefore be determined by movements in both asset prices and currency exchange rates.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
No data available.
Quick stats
1 Year return
12.8%
1 Year rank in sector
209/794
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£19m (£18m 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.
72
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn23.2%
Scot Eq Ext Bal Coll (ex MLC) Pn22%
FL My Ftr Adv Gth XE/IE Pn21.6%
FL My Ftr Advantage Gth Pn21.3%
Scot Eq Caerus Pfl DRP 4 Pn20.5%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%2%12%12.8%20.2%63.3%
Sector-2.2%-0.5%9.1%10.3%20.2%49.6%
Rank within sector34 / 91285 / 912126 / 894209 / 794352 / 69166 / 595
Quartile1st1st1st2nd3rd1st
Calendar performance
 YTD - 20162015201420132012
Fund12.7%0.7%5.1%16.6%15.4%
Sector10.6%2.2%5.7%13.1%9.9%
Rank within sector268 / 800609 / 753353 / 692128 / 6619 / 596
Quartile2nd4th3rd1st1st
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.
-2.05
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.
1.21
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.
0.28
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%.
9.13
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.
3.65
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.
-0.21
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.
0.86
Price movement
52 week high218.1
52 week low172.8
Current bid price-
Current offer price-
Current mid price214.8
Region
1UK62%
2International38%
Industry sector
No data available.
Asset type
1UK Equities38%
2International Equities37%
3UK Fixed Interest23%
4Property2%
Individual holdings
1SKANDIA (PM)43.34%
2BLACKROCK (PM)16.8%
3SCHRODER (PM)11.55%
4INVESTEC (PM)8.66%
5OLD MUTUAL (PM)8.66%
6FIDELITY (PM)6.78%
724 ASSET MANAGEMENT (PM)2.5%
8ING (PM)0.88%
9L&G (PM)0.7%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW DM Balanced Managed Portfolio aims to outperform the median fund in the Balanced Managed Funds Sector over rolling 3 year periods. The fund adopts a consensus asset allocation strategy, and invests in a well diversified portfolio of global equities and global fixed interest securities, with a bias towards the UK. The precise split will vary with market movements, but will be strictly controlled within closely defined ranges. OMW has appointed specialist managers to manage assets in each market, and continuously monitors these appointments. Investment is through a range of directly invested portfolios and leading collective investment schemes. Performance is sought through a combination of stock selection and asset allocation between markets, and the performance of the fund will therefore be determined by movements in both asset prices and currency exchange rates.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
No data available.
Fund manager
No data available.
Compliance
UCITS III Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
OMW DM Balanced Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.05%
Bid price174.9
Offer price184.1
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeOY26
OMW DM Balanced SP
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 price214.8
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG39N
Data provided by

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