Fact sheet: Vontobel HrcrtMmtmStrg

Fund information
Fund name
Vontobel Harcourt Momentum Strategy B
Fund manager company
Vontobel Asset Management S.A.
Fund type
Offshore Fund
Fund managers
  • Philipp Kallerhoffsince 11/11/2015
Fund objective
Vontobel Fund - Pure Dividend Momentum aims to profit systematically from trends in the global f inancial markets. For this purpose, the Sub-Fund invests in various liquid asset classes, weighted according to the current market conditions and their risk contribut ion. Various different indicators of specif ic trends are analysed to achieve this.
Benchmark
  • 3M USD Libor
Investment style
Systematic Trend
Investment method
Mixed
Quick stats
1 Year return
-8.2%
1 Year rank in sector
117/126
Sector
FO Hedge/Stru Prod - Mixed
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.
1.89%
Fund size
£13m (£56m 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.
79
Top in this sector
Fund name1 Year
Veritas Global Real Return26.4%
Nordea 1 Alpha 1524.6%
La Fayette Holdings22%
Pimco GIS Stk Pl17.2%
Nordea 1 Multi-Asset15.9%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-1.7%-7%-8.2%--
Sector-0.2%0.8%0.4%-0.6%5.8%7.2%
Rank within sector119 / 140131 / 144136 / 141117 / 126--
Quartile4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-5.8%-7.1%7.4%--
Sector-0.1%-0.6%5.1%1.4%1.9%
Rank within sector119 / 133106 / 11529 / 95--
Quartile4th4th2nd
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 high103.6
52 week low91.8
Current bid price-
Current offer price-
Current mid price91.96
Region
1International100%
Industry sector
No data available.
Asset type
No data available.
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
Vontobel Fund - Pure Dividend Momentum aims to profit systematically from trends in the global f inancial markets. For this purpose, the Sub-Fund invests in various liquid asset classes, weighted according to the current market conditions and their risk contribut ion. Various different indicators of specif ic trends are analysed to achieve this.
Benchmark
  • 3M USD Libor
Investment style
Systematic Trend
Investment method
Mixed
Fund managers
NameSinceBiography
Philipp Kallerhoff11/11/2015
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, United Kingdom, Italy, Liechtenstein, Luxembourg, Offshore
Vontobel Harcourt Momentum Strategy B
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.89%
Total expense ratio (TER)2.1%
Bid price-
Offer price-
Mid price91.96
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDKW
Vontobel Harcourt Momentum Strategy H Hedged CHF
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.95%
Total expense ratio (TER)2.22%
Bid price-
Offer price-
Mid price89.31
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDKX
Vontobel Harcourt Momentum Strategy H Hedged EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.95%
Total expense ratio (TER)2.21%
Bid price-
Offer price-
Mid price90.68
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDKY
Vontobel Harcourt Momentum Strategy HI Hedged CHF
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)1.41%
Bid price-
Offer price-
Mid price91.23
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDKZ
Vontobel Harcourt Momentum Strategy HI Hedged EUR
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.52%
Bid price-
Offer price-
Mid price92.49
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDLA
Vontobel Harcourt Momentum Strategy I
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.46%
Bid price-
Offer price-
Mid price93.93
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDLB
Vontobel Harcourt Momentum Strategy R USD
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.27
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDNK
Data provided by

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