Fact sheet: OMW Elt CAM Cts Dstnry Ptfl

Fund information
Fund name
OMW Elite CAM Cautious Discretionary Portfolio Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund manager
  • James Caldersince 08/05/2011
Underlying fund
Elite CAM Cautious Disc Pfl
Fund objective
The investment objective of the Fund is to provide a real return throughout the prevailing economic cycle.
Benchmark
  • CPI + 2%
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-0.2%
1 Year rank in sector
452/462
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
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.
38
Bid price
111.1
Offer price
116.9
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn27.1%
AXA Wealth TEAMS cl Gvn ptfl VPn19.3%
AXA Wealth TEAMS cl Gvn ptfl IVPn18.4%
FL Investec Caut Mgd Pn16.6%
AXA Wealth TEAMS cl Gvn ptfl IIIPn16.3%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%0.5%1.2%-0.2%6%-
Sector-1.9%-1.6%6.6%8.2%17.2%39.9%
Rank within sector47 / 52992 / 529496 / 517452 / 462377 / 397-
Quartile1st1st4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.4%2.4%3.6%6%-
Sector8.9%1.3%6%8.3%9.4%
Rank within sector453 / 463111 / 425306 / 399321 / 381-
Quartile4th2nd4th4th
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.
-0.99
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.
0.52
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%.
4.12
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.
3.93
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.
-0.92
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.
0.43
Price movement
52 week high112.2
52 week low105.5
Current bid price111.1
Current offer price116.9
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
1Mutual Funds89.17%
2Money Market8.8%
3Global Fixed Interest2.03%
Individual holdings
1TM FULCRUM TM FULCRUM DIVERSIFIED CORE ABSOLUTE RETURN C ACC GBP9.67%
2AVIVA INV MULTI STRATEGY TARGET INCOME 28.83%
3ARTEMIS GLOBAL INCOME I INC8.61%
4OLD MUTUAL UK DYNAMIC EQUITY R INC GBP7.71%
5BLACKROCK UK ABSOLUTE ALPHA D ACC7.53%
6MAJEDIE UK INCOME X INC7.11%
7RWC US ABSOLUTE ALPHA B GBP6.92%
8FUNDLOGIC MS TCW UNCONSTRAINED PLUS BOND I GBP6.35%
9DYNAMIC BOND I GR INC GBP5.91%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The investment objective of the Fund is to provide a real return throughout the prevailing economic cycle.
Benchmark
  • CPI + 2%
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
James Calder08/05/2011James holds a MSc in Investment Analysis and is an Associate Member of the CFA Society of the UK. He has spent the majority of his career assessing collective investments. His previous experience includes working for Gartmore, S&P Fund Research, Bestinvest and Berry Asset Management where he was Head of Fund Research and responsible for multi-asset fund selection for assets in excess of £700m. James joined City Asset Management from Barings where he was Head of their Multi-Manager team.
Compliance
UCITS III Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Elite CAM Cautious Discretionary Portfolio Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.25%
Bid price111.1
Offer price116.9
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0OYD
OMW Elite CAM Cautious Discretionary Portfolio SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.25%
Bid price-
Offer price-
Mid price121.2
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0OYE
Data provided by

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