Fact sheet: OMW Marlborough ETF Comm

Fund information
Fund name
OMW Marlborough ETF Commodity Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund managers
  • Nigel Baynessince 26/07/2006
  • Stacey Ashsince 26/07/2006
Underlying fund
Marlborough ETF Comm
Fund objective
The OMW Marlborough ETF Commodity fund invests solely in the Marlborough ETF Commodity Fund, a sub-fund of Marlborough ETF Open Ended Investment Company, a UK authorised Investment Company with Variable Capital managed by Marlborough Fund Managers Ltd. The aim of the underlying fund is to achieve capital growth by investing in a portfolio of global commodity Exchange Traded Funds and other global commodity collective investment schemes. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • Reuters/Jeffries CRB Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
8.5%
1 Year rank in sector
53/63
Sector
PN Commodity & Energy
Yield
-
Fund size
£0m (£0m 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.
121
Bid price
63.5
Offer price
66.8
Top in this sector
Fund name1 Year
FL JPM Natural Res AP42.3%
Scot Eq JPM Natrl Resrcs Pn41.3%
HLL JPM Natural Res Pn41.3%
FL JPM Natural Res EP40.7%
FL MyM JPM Natural Res Pn40.3%
...more in PN Commodity & Energy

Performance snapshot

Holdings snapshot

  • Not Specified86.5%
    USA6.6%
    Money Market2%
    Canada1.7%
    Others1.1%
  • Commodity & Energy71%
    Mutual Funds9%
    Oil & Gas8.1%
    Others5.6%
    Basic Materials2.3%
  • Exchange Traded Funds (ETF)71%
    International Equities16.8%
    Others9%
    Cash & Cash Equivalents2%
    Property1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-5.4%-10%-3.8%8.5%-23%-32.5%
Sector-5.1%-12.1%0.1%21%5.2%-10.7%
Rank within sector31 / 645 / 6454 / 6453 / 6353 / 6156 / 57
Quartile2nd1st4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund-10%31.3%-22.5%-17.1%-8.9%
Sector-4.4%70.6%-24.9%-8.9%-25%
Rank within sector53 / 6462 / 6227 / 6154 / 6112 / 61
Quartile4th4th2nd4th1st
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.
-8.59
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.
0.36
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.
-0.02
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%.
13.9
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.
18.55
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.
-0.5
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.
0.42
Price movement
52 week high71.9
52 week low56.3
Current bid price63.5
Current offer price66.8
Current mid price-
Region
1Not Specified86.5%
2USA6.6%
3Money Market2%
4Canada1.7%
5Others1.1%
6Japan0.6%
7Finland0.5%
8Brazil0.4%
9Australia0.3%
Industry sector
1Commodity & Energy71%
2Mutual Funds9%
3Oil & Gas8.1%
4Others5.6%
5Basic Materials2.3%
6Cash & Cash Equivalents2%
7Financials1%
8Industrials0.8%
9Consumer Goods0.2%
Asset type
1Exchange Traded Funds (ETF)71%
2International Equities16.8%
3Others9%
4Cash & Cash Equivalents2%
5Property1%
6UK Equities0.2%
Individual holdings
1UBS ETFS PLC - CMCI COMPOSITE SF UCITS ETF (USD) A ACC GBP21.64%
2OSSIAM RISK WEIGHTED ENHANCED COMMODITY EX GRAINS UCITS ETF 1C GBP17.94%
3ISHARES OIL & GAS EXPLORATION & PRODUCTION UCITS ETF GBP7.94%
4ISHARES OIL & GAS EXPLORATION & PRODUCTION UCITS ETF GBP7.94%
5UBS ETFS PLC5.85%
6DB X-TRACKERS STOXX EUROPE 600 BASIC RESOURCES UCITS ETF 1C GBP5.67%
7DB X-TRACKERS STOXX EUROPE 600 BASIC RESOURCES UCITS ETF 1C GBP5.67%
8BOOST BRENT OIL ETC5.49%
9ISHARES II PLC GLOBAL TIMBER & FOREST ETF $ DIST GBP4.69%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW Marlborough ETF Commodity fund invests solely in the Marlborough ETF Commodity Fund, a sub-fund of Marlborough ETF Open Ended Investment Company, a UK authorised Investment Company with Variable Capital managed by Marlborough Fund Managers Ltd. The aim of the underlying fund is to achieve capital growth by investing in a portfolio of global commodity Exchange Traded Funds and other global commodity collective investment schemes. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • Reuters/Jeffries CRB Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Nigel Baynes26/07/2006Nigel started his career in the industry as a software specialist developing portfolio management solutions for an asset management company. He worked as an investment analyst and then fund manager before setting up iFunds in 2001. With the growth in the ETF market, and ongoing development of the company's proprietary software based investment process, iFunds was able to team up with Marlborough and launch a range of actively managed ETF funds.
Stacey Ash26/07/2006Stacey has over 20 years experience in the financial services industry. He has worked both on the fund management and marketing side of the business and holds the Securities Institute Securities and Derivatives Certificates as well as the Investment Management Certificate. He has been a director of Aberdeen Unit Trust Management and more recently a director of IG Index, where he was a participant in its management buyout. Stacey Joined iFunds in 2004. He heads up the marketing side of the business and maintains his involvement in the investment management process.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Marlborough ETF Commodity Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.52%
Bid price63.5
Offer price66.8
Mid price-
CurrencyGBX
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4O5
OMW Marlborough ETF Commodity SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.52%
Bid price-
Offer price-
Mid price71
CurrencyGBX
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4O6
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.