Fact sheet: Dimensional Wrld Alloc 40/60

Fund information

Fund name
Dimensional World Allocation 40/60 Acc GBP
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager(s)
Dimensional Portfolio Management Team
since 09/09/2011
Fund objective
The investment objective of the World Allocation 40/60 Fund is to achieve long-term total return. The fund is managed on a discretionary basis and is a "fund of funds" which means that it mainly invests in other investment funds, but may also invest directly in shares and debt.
Benchmark
-
Investment style
Cautious
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.09 %

1 Year rank in sector

54/103

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 344.2 m

FE Risk score

41

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.45%
  • Canada
    10.89%
  • Germany
    5.43%
  • Australia
    5.34%
  • Japan
    5.29%
  • Financials
    19.91%
  • Industrials
    14.78%
  • Consumer Discretionary
    14.46%
  • Information Technology
    13.64%
  • Materials
    8.27%
  • Global Fixed Interest
    59.42%
  • International Equities
    35.26%
  • Global Emerging Market Equities
    5.32%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.65 %2.38 %5.09 %20.83 %36.48 %
Sector0.73 %2.28 %5.3 %8.9 %16.96 %
Rank within sector56 / 10846 / 10654 / 1038 / 824 / 56
Quartile th3 rd2 nd3 rd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.65 %5.05 %13.57 %1.42 %6 %
Sector0.71 %5.05 %3.63 %-0.7 %4.28 %
Rank within sector57 / 10748 / 1015 / 9022 / 8120 / 64
Quartile th3 rd2 nd1 st2 nd2 nd

Risk statistics

Alpha4.27
Beta0.85
Sharpe0.79
Volatility3.89
Tracking error2.51
Information ratio1.52
R-Squared0.6

Price movement

52 week high15.57
52 week low14.68
Current bid price0
Current offer price0
Current mid price15.49

Holdings by region

  • 37.45% USA
  • 10.89% Canada
  • 5.43% Germany
  • 5.34% Australia
  • 5.29% Japan
  • 5.04% Sweden
  • 4.68% Netherlands
  • 4.1% UK
  • 3.93% France
  • 3.3% International

Holdings by sector

  • 19.91% Financials
  • 14.78% Industrials
  • 14.46% Consumer Discretionary
  • 13.64% Information Technology
  • 8.27% Materials
  • 8.24% Health Care
  • 6.67% Consumer Staples
  • 5.44% Energy
  • 2.91% Property Shares
  • 2.89% Utilities

Holdings by asset type

  • 59.42% Global Fixed Interest
  • 35.26% International Equities
  • 5.32% Global Emerging Market Equities

Individual holdings

  • 17.98% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 17.83% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP
  • 17.67% DIMENSIONAL WORLD EQUITY DIS GBP
  • 14.86% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 11.91% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 11.86% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 3.99% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 2.95% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC