Fact sheet: Belmont Global Trend

Fund information

Fund name
Belmont Global Trend A
Fund company manager
Belmont Investments
Fund type
SIB
Fund manager(s)
Jeremy O'Friel
since 31/03/2010
Fund objective
The Belmont Global Trend Fund (the Fund) seeks to profit from short, medium and long term trends in the global financial and commodity futures markets on an entirely systematic basis. Opportunies are sought across a wide range of the most liquid currency, fixed-income, equity and commodity markets. Eckhardt Trading Company acts as the underlying trading advisor to the Fund. Founded by William Eckhardt in 1991, the firm and its principals have been conducting quantitative research into futures markets for over 30 years and have compiled one of the longest continuous track records in the managed futures industry. The Fund seeks competitive rates of capital appreciation, whilst maintaining a low correlation to traditional asset classes.
Benchmark
MSCI World
Investment style
Managed Futures
Investment method
Mixed

Quick stats

1 Year return

-5.12 %

1 Year rank in sector

142/149

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 727.0 m

FE Risk score

154

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %3.05 %-5.12 %-7.76 %-18.86 %
Sector0.67 %2.74 %3.34 %4.37 %9.15 %
Rank within sector / 68 / 169142 / 14997 / 10173 / 75
Quartile th th2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-6.23 %2.33 %-14.7 %14.37 %-2.55 %
Sector3.29 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector154 / 16038 / 126102 / 10317 / 8861 / 77
Quartile th4 th2 nd4 th1 st4 th

Risk statistics

Alpha-3.33
Beta2.25
Sharpe-0.01
Volatility14.99
Tracking error14.55
Information ratio-0.23
R-Squared0.09

Price movement

52 week high95.45
52 week low86.85
Current bid price0
Current offer price0
Current mid price89.5

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-