Fact sheet: R&M Dynamic Asset Allocation

Fund information
Fund name
R&M Dynamic Asset Allocation B
Fund manager company
River & Mercantile Asset Mgmt
Fund type
OEIC
Fund manager
  • River and Mercantile Asset Management LLPsince 02/09/2014
Fund objective
The Fund aims to achieve a return of 4% per annum in excess of cash based on the 3 month sterling LIBOR interest rate.
Benchmark
  • 3 Month GBP LIBOR + 4%
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
13.6%
1 Year rank in sector
172/242
Sector
UT Flexible Investment
Yield
1.7%
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.
0.85%
Fund size
£114m (£68m 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.
58
Mid price
294.2
Top in this sector
Fund name1 Year
M&G Managed Growth34.6%
TB Wise Income30.6%
TB Wise Investment30.5%
Smith & Williamson MM GblInvest29.5%
CF Miton Worldwide Opps29.4%
...more in UT Flexible Investment

Performance snapshot

Holdings snapshot

  • International41.2%
    Not Specified36.1%
    Money Market18.2%
    UK2.4%
    Global Emerging Markets2.1%
  • No data available.
  • International Equities41.3%
    Global Government Fixed Interest25.9%
    Cash & Cash Equivalents18.2%
    Global High Yield Fixed Interest9%
    UK Equities2.4%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%1.8%4.2%13.6%--
Sector0.1%2.9%4.1%15.9%25.2%49.1%
Rank within sector45 / 255192 / 251124 / 243172 / 242--
Quartile1st4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2.2%13.3%1.5%--
Sector3.6%12.8%2%4.9%14.1%
Rank within sector199 / 243124 / 230124 / 208--
Quartile4th3rd3rd
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 high296.01
52 week low255.13
Current bid price-
Current offer price-
Current mid price294.2
Region
1International41.2%
2Not Specified36.1%
3Money Market18.2%
4UK2.4%
5Global Emerging Markets2.1%
Industry sector
No data available.
Asset type
1International Equities41.3%
2Global Government Fixed Interest25.9%
3Cash & Cash Equivalents18.2%
4Global High Yield Fixed Interest9%
5UK Equities2.4%
6Global Emerging Market Fixed Interest2.1%
7Structured Products1.1%
Individual holdings
1TREASURY 1.5% GILT 22/07/26 GBP0.019.58%
2TREASURY 4.5% GILT 7/9/2034 GBP0.019.49%
3ISHARES CORE SMALL-CAP ETF8.92%
4INSIGHT GBP LIQUIDITY FD8.82%
5VANGUARD FTSE JAPAN UCITS7.23%
6TREASURY 1.25% GILT 22/7/18 GBP0.016.97%
7VANGUARD S&P 500 UCITS ETF GBP4.82%
8SPDR S&P 500 ETF TRUST UNITS SER 1 S&P DR4.44%
9VANGUARD FTSE DEV ASIA PAC EX JAPAN UCITS4.03%
Management
Fund manager group
River & Mercantile Asset Mgmt
Fund manager company
River & Mercantile Asset Mgmt
Fund type
OEIC
Fund objective
The Fund aims to achieve a return of 4% per annum in excess of cash based on the 3 month sterling LIBOR interest rate.
Benchmark
  • 3 Month GBP LIBOR + 4%
Investment style
Flexible
Investment method
None
Fund manager
NameSinceBiography
River and Mercantile Asset Management LLP02/09/2014
Compliance
IA Recognised, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
R&M Dynamic Asset Allocation B
Initial charge5.25%
Annual charge0.55%
Min single investment£2,500,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price294.2
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKTKJ
R&M Dynamic Asset Allocation Z
Initial charge5.25%
Annual charge-
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price595.33
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKTKK
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.