Fact sheet: TM Fulcrum Dvfd Absl Ret

Fund information
Fund name
TM Fulcrum Diversified Absolute Return C Acc GBP
Fund manager company
TM Fulcrum Asset Management
Fund type
OEIC
Fund manager
  • Fulcrum Asset Management LLPsince 01/03/2012
Fund objective
TM Fulcrum Diversified Absolute Return Fund aims to achieve long-term absolute returns of inflation + 3% to 5% in all market conditions over rolling five year annualised periods, with lower volatility than equity markets. In doing so the Fund aims to achieve a positive return on a rolling three year basis. However, a positive return is not guaranteed and a capital loss may occur. Investors should be aware that the investors’ capital is, in fact at risk, and there is no guarantee that these returns will be achieved, whether overrolling five year periods, or any time period.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Cautious
Investment method
None
Quick stats
1 Year return
-2.9%
1 Year rank in sector
56/72
Sector
UT Targeted Absolute Return
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.
1.26%
Fund size
£735m (£460m 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.
34
Mid price
11696
Top in this sector
Fund name1 Year
Majedie Tortoise22%
Jupiter Absolute Return11.2%
Threadneedle Tgt Rtn10.2%
CF Ruffer Absolute Return9.9%
Newton Mgd Tgtd Rtn7.8%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Fixed Interest42.6%
    International Equities30.5%
    Alternative Investment Strategies19.5%
    Commodity & Energy7.4%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1%1%1.8%-2.9%3.1%-
Sector-1%-0.3%0.8%0.1%5.5%15%
Rank within sector10 / 7318 / 7429 / 7256 / 7244 / 58-
Quartile1st1st2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.9%1.5%2%12.5%-
Sector-0%2.2%2.5%6.5%3.3%
Rank within sector50 / 7236 / 6741 / 5813 / 53-
Quartile3rd3rd3rd1st
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.
-3.85
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.
1.96
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%.
4.53
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.
3.47
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.
-0.45
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.
0.54
Price movement
52 week high12040
52 week low11293
Current bid price-
Current offer price-
Current mid price11696
Region
No data available.
Industry sector
No data available.
Asset type
1Global Fixed Interest42.6%
2International Equities30.5%
3Alternative Investment Strategies19.5%
4Commodity & Energy7.4%
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 Absolute Return Fund aims to achieve long-term absolute returns of inflation + 3% to 5% in all market conditions over rolling five year annualised periods, with lower volatility than equity markets. In doing so the Fund aims to achieve a positive return on a rolling three year basis. However, a positive return is not guaranteed and a capital loss may occur. Investors should be aware that the investors’ capital is, in fact at risk, and there is no guarantee that these returns will be achieved, whether overrolling five year periods, or any time period.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Cautious
Investment method
None
Fund manager
NameSinceBiography
Fulcrum Asset Management LLP01/03/2012
Compliance
IA Recognised, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom
TM Fulcrum Diversified Absolute Return A Acc 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)-
Bid price-
Offer price-
Mid price11571
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QV7
TM Fulcrum Diversified Absolute Return 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)-
Bid price-
Offer price-
Mid price9645.7
CurrencyEUX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QV8
TM Fulcrum Diversified Absolute Return 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)-
Bid price-
Offer price-
Mid price10163
CurrencyUSX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QV9
TM Fulcrum Diversified Absolute Return B Inc EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.96%
Bid price-
Offer price-
Mid price9790.1
CurrencyEUX
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMSKJ
TM Fulcrum Diversified Absolute Return C Acc AUD
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 price12590
CurrencyAUX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGZPZ
TM Fulcrum Diversified Absolute Return C Acc 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 price9913.1
CurrencyEUX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QVK
TM Fulcrum Diversified Absolute Return C Acc GBP
Initial charge5%
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.26%
Total expense ratio (TER)1.26%
Bid price-
Offer price-
Mid price11696
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QVJ
TM Fulcrum Diversified Absolute Return C Acc 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 price9848.7
CurrencyUSX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QVL
TM Fulcrum Diversified Absolute Return C Inc 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)1.26%
Bid price-
Offer price-
Mid price9875.9
CurrencyEUX
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0QVG
TM Fulcrum Diversified Absolute Return D Acc 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 price9684.1
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QVN
Data provided by

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