Fact sheet: TM Fulcrum Diversified Growth

Fund information
Fund name
TM Fulcrum Diversified Growth C GBP
Fund manager company
TM Fulcrum Asset Management
Fund type
OEIC
Fund manager
  • Fulcrum Asset Management LLPsince 06/07/2006
Fund objective
TM Fulcrum Diversified Growth Fund aims to achieve long term capital appreciation while attempting to minimise downside risk. The Fund invests globally and is highly diversified, investing in equities, fixed income, commodities and alternative asset classes. Investors should be aware that the Fund’s capital is in fact at risk and there is no guarantee that these returns will be achieved, whether over rolling five year periods, or any time period.
Benchmark
  • Composite
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
-2.3%
1 Year rank in sector
267/268
Sector
UT Mixed Investment 40%-85% Shares
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.
1.36%
Fund size
£113m (£104m 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.
53
Mid price
11921
Top in this sector
Fund name1 Year
Orbis Gbl Bal35.2%
HSBC Wld Seltn Advntr Pfl23%
FP MA DRP VIII21%
HSBC Gbl Strat Dyn Pfl20.7%
SVS TPI Aggressive 120.2%
...more in UT Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • International46%
    North America19%
    Europe ex UK17%
    UK6%
    Japan5%
  • No data available.
  • International Equities45.4%
    Global Fixed Interest29.1%
    Alternative Investment Strategies17.1%
    Commodity & Energy8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%-0.5%1.5%-2.3%3.8%28.7%
Sector-0.2%0.3%8.4%10%20.1%45.3%
Rank within sector34 / 280196 / 279272 / 276267 / 268240 / 240197 / 207
Quartile1st3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-1.2%0.7%2.5%17.3%8.9%
Sector10.1%2.2%5%13.5%9%
Rank within sector268 / 268202 / 252224 / 24251 / 224123 / 207
Quartile4th4th4th1st3rd
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.
-3.33
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.
0.72
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%.
6.13
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.
3.89
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.
-1.26
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.
0.69
Price movement
52 week high12182
52 week low11075
Current bid price-
Current offer price-
Current mid price11921
Region
1International46%
2North America19%
3Europe ex UK17%
4UK6%
5Japan5%
6Asia Pacific ex Japan4%
7Money Market3%
Industry sector
No data available.
Asset type
1International Equities45.4%
2Global Fixed Interest29.1%
3Alternative Investment Strategies17.1%
4Commodity & Energy8.4%
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
TM Fulcrum Asset Management
Fund type
OEIC
Fund objective
TM Fulcrum Diversified Growth Fund aims to achieve long term capital appreciation while attempting to minimise downside risk. The Fund invests globally and is highly diversified, investing in equities, fixed income, commodities and alternative asset classes. Investors should be aware that the Fund’s capital is in fact at risk and there is no guarantee that these returns will be achieved, whether over rolling five year periods, or any time period.
Benchmark
  • Composite
Investment style
Balanced
Investment method
None
Fund manager
NameSinceBiography
Fulcrum Asset Management LLP06/07/2006
Compliance
IA Recognised, Non UCITS Retail Scheme
Domicile
No data available.
Fund for sale in
United Kingdom
TM Fulcrum Diversified Growth A CHF
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price12033
CurrencyCHX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG5W1
TM Fulcrum Diversified Growth A EUR
Initial charge5%
Annual charge1%
Min single investment£500,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price13358
CurrencyEUX
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeY982
TM Fulcrum Diversified Growth A GBP
Initial charge5%
Annual charge1%
Min single investment£500,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price12170
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeY984
TM Fulcrum Diversified Growth A USD
Initial charge5%
Annual charge1%
Min single investment£500,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price11915
CurrencyUSX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeY980
TM Fulcrum Diversified Growth B CHF
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price11866
CurrencyCHX
Price updated01/04/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG5W2
TM Fulcrum Diversified Growth B EUR
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price11187
CurrencyEUX
Price updated01/04/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY981
TM Fulcrum Diversified Growth B USD
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price11617
CurrencyUSX
Price updated01/04/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY979
TM Fulcrum Diversified Growth C CHF
Initial charge5%
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyCHF
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR4
TM Fulcrum Diversified Growth C EUR
Initial charge5%
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyEUR
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR2
TM Fulcrum Diversified Growth C GBP
Initial charge5%
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£10,000
Available in ISAYes
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price11921
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR1
TM Fulcrum Diversified Growth C USD
Initial charge5%
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyUSD
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR3
TM Fulcrum Diversified Growth D CHF
Initial charge5%
Annual charge-
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyCHF
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR8
TM Fulcrum Diversified Growth D EUR
Initial charge5%
Annual charge-
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyEUR
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR6
TM Fulcrum Diversified Growth D GBP
Initial charge5%
Annual charge-
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11582
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR5
TM Fulcrum Diversified Growth D USD
Initial charge5%
Annual charge-
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyUSD
Price updated30/07/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKXR7
Data provided by

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