Fact sheet: Vontobel HrcrtDynCom

Fund information
Fund name
Vontobel Harcourt Dynamic Commodity B
Fund manager company
Vontobel Asset Management S.A.
Fund type
Offshore Fund
Fund managers
  • Jon Anderssonsince 20/03/2013
Fund objective
The Fund is an actively managed commodity fund. The goal of the Fund is to outperform the benchmark index Bloomberg Commodity Index TR. The investment concept is essentially to overweight or underweight individual commodities compared with the index, select optimum contract maturities and other commodity investment strategies.
Benchmark
  • Bloomberg Commodity
Investment style
Active
Investment method
None
Quick stats
1 Year return
15.3%
1 Year rank in sector
47/98
Sector
FO Commodity & Energy
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.
2.04%
Fund size
£94m (£55m 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.
105
Top in this sector
Fund name1 Year
EGI Earth Gold90.7%
LLB Craton Cap Precious Metal82.2%
LLB Craton Capital Gbl Res74%
Baring Global Mining64.4%
SIA Long Term Invest Nat Res60.4%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

  • International113.5%
    Money Market-13.5%
  • Energy42.4%
    Fishery, Agriculture & Forestry23.3%
    Industrial Commodities20.8%
    Precious Metals & Stones14.6%
    Soft Commodities12.4%
  • Commodity & Energy113.5%
    Money Market-13.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund9.7%7.3%4.3%15.3%-21.9%-
Sector3%0.7%6.4%17.9%-9.7%-22.7%
Rank within sector25 / 9928 / 10158 / 10147 / 9863 / 90-
Quartile2nd2nd3rd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund19.4%-21.8%-16.5%-10.5%-
Sector21.6%-19.8%-9%-6.6%-3.4%
Rank within sector53 / 9950 / 9968 / 9055 / 84-
Quartile3rd3rd4th3rd
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.
-6.01
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.
0.65
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.
-0.01
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%.
12.05
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.
9.18
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.
-0.51
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.
0.59
Price movement
52 week high69.36
52 week low53.66
Current bid price-
Current offer price-
Current mid price69.22
Region
1International113.5%
2Money Market-13.5%
Industry sector
1Energy42.4%
2Fishery, Agriculture & Forestry23.3%
3Industrial Commodities20.8%
4Precious Metals & Stones14.6%
5Soft Commodities12.4%
6Money Market-13.5%
Asset type
1Commodity & Energy113.5%
2Money Market-13.5%
Individual holdings
No data available.
Management
Fund manager group
Vontobel Fund Management
Fund manager company
Vontobel Asset Management S.A.
Fund type
Offshore Fund
Fund objective
The Fund is an actively managed commodity fund. The goal of the Fund is to outperform the benchmark index Bloomberg Commodity Index TR. The investment concept is essentially to overweight or underweight individual commodities compared with the index, select optimum contract maturities and other commodity investment strategies.
Benchmark
  • Bloomberg Commodity
Investment style
Active
Investment method
None
Fund managers
NameSinceBiography
Jon Andersson20/03/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Finland, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
Vontobel Harcourt Dynamic Commodity B
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.04%
Total expense ratio (TER)2.21%
Bid price-
Offer price-
Mid price69.22
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF0JQ
Vontobel Harcourt Dynamic Commodity H (hedged) CHF
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.45%
Bid price-
Offer price-
Mid price65.54
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF0JR
Vontobel Harcourt Dynamic Commodity H (hedged) EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.25%
Bid price-
Offer price-
Mid price66.55
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF0JS
Vontobel Harcourt Dynamic Commodity HI (hedged) CHF
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.31%
Total expense ratio (TER)1.49%
Bid price-
Offer price-
Mid price67.74
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF0JT
Vontobel Harcourt Dynamic Commodity HI (hedged) EUR
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.31%
Total expense ratio (TER)1.48%
Bid price-
Offer price-
Mid price68.85
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF0JU
Vontobel Harcourt Dynamic Commodity I
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.52%
Bid price-
Offer price-
Mid price71.53
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF0JV
Vontobel Harcourt Dynamic Commodity R
Initial charge5%
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.79%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price81.79
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFEFK
Vontobel Harcourt Dynamic Commodity S
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.17
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRTC
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.