Fact sheet: UBS MSCI Wld Min Vol Idx

Fund information
Fund name
UBS MSCI World Minimum Volatility Index J Acc
Fund manager company
UBS Asset Mgmt Funds Ltd
Fund type
OEIC
Fund manager
  • Stuart Newmansince 29/06/2015
Fund objective
The Fund seeks to achieve a return that is consistent with the FTSE RAFI Developed 1000 Total Return Net GBP – QSR Index. The Fund employs a passive investment strategy, investing all, or substantially all, of its assets in the shares of companies that make up the Reference Index To the extent that the Fund is not fully invested in the constituents of the Index, it may be invested in shares of companies which in the Manager’s opinion are reasonably expected to become part of the Index, or in cash. The Fund may also hold cash and use derivatives only for the purposes of efficient portfolio management.
Benchmark
  • MSCI World Minimum Volatility GBP
Investment style
Passive/Tracking
Investment method
Physical - Full
Quick stats
1 Year return
20.4%
1 Year rank in sector
160/243
Sector
UT Global
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.
0.16%
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.
92
Mid price
14290.76
Top in this sector
Fund name1 Year
Natixis HarsAsGblConcntdEq39.3%
Investec Gbl Spcl Situations36.3%
Baillie Gifford Global Select34.5%
Orbis Gbl Eq33.8%
R&M World Recovery32.5%
...more in UT Global

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.2%3%1.9%20.4%--
Sector-0.9%2.6%4.6%21.6%38.7%73.9%
Rank within sector235 / 254107 / 252229 / 250160 / 243--
Quartile4th2nd4th3rd
Calendar performance
 YTD - 20172016201520142013
Fund3.2%27%---
Sector3.7%21%3.4%6.7%19.7%
Rank within sector157 / 25264 / 240---
Quartile3rd2nd
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 high14833.5
52 week low11640.68
Current bid price-
Current offer price-
Current mid price14290.76
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
UBS
Fund manager company
UBS Asset Mgmt Funds Ltd
Fund type
OEIC
Fund objective
The Fund seeks to achieve a return that is consistent with the FTSE RAFI Developed 1000 Total Return Net GBP – QSR Index. The Fund employs a passive investment strategy, investing all, or substantially all, of its assets in the shares of companies that make up the Reference Index To the extent that the Fund is not fully invested in the constituents of the Index, it may be invested in shares of companies which in the Manager’s opinion are reasonably expected to become part of the Index, or in cash. The Fund may also hold cash and use derivatives only for the purposes of efficient portfolio management.
Benchmark
  • MSCI World Minimum Volatility GBP
Investment style
Passive/Tracking
Investment method
Physical - Full
Fund manager
NameSinceBiography
Stuart Newman29/06/2015
Compliance
IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
UBS MSCI World Minimum Volatility Index J Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.16%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price14290.76
CurrencyGBX
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMFIE
UBS MSCI World Minimum Volatility Index K Acc
Initial charge-
Annual charge-
Min single investment£50,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.04%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101396.98
CurrencyGBX
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN4GY
UBS MSCI World Minimum Volatility Index K Inc
Initial charge-
Annual charge-
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBX
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN5SE
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.